CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
432-6 |
436-4 |
3-6 |
0.9% |
442-6 |
| High |
437-4 |
444-0 |
6-4 |
1.5% |
449-6 |
| Low |
432-0 |
436-0 |
4-0 |
0.9% |
432-4 |
| Close |
437-0 |
443-4 |
6-4 |
1.5% |
433-2 |
| Range |
5-4 |
8-0 |
2-4 |
45.5% |
17-2 |
| ATR |
9-0 |
9-0 |
-0-1 |
-0.8% |
0-0 |
| Volume |
95,879 |
87,547 |
-8,332 |
-8.7% |
573,870 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465-1 |
462-3 |
447-7 |
|
| R3 |
457-1 |
454-3 |
445-6 |
|
| R2 |
449-1 |
449-1 |
445-0 |
|
| R1 |
446-3 |
446-3 |
444-2 |
447-6 |
| PP |
441-1 |
441-1 |
441-1 |
441-7 |
| S1 |
438-3 |
438-3 |
442-6 |
439-6 |
| S2 |
433-1 |
433-1 |
442-0 |
|
| S3 |
425-1 |
430-3 |
441-2 |
|
| S4 |
417-1 |
422-3 |
439-1 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490-2 |
479-0 |
442-6 |
|
| R3 |
473-0 |
461-6 |
438-0 |
|
| R2 |
455-6 |
455-6 |
436-3 |
|
| R1 |
444-4 |
444-4 |
434-7 |
441-4 |
| PP |
438-4 |
438-4 |
438-4 |
437-0 |
| S1 |
427-2 |
427-2 |
431-5 |
424-2 |
| S2 |
421-2 |
421-2 |
430-1 |
|
| S3 |
404-0 |
410-0 |
428-4 |
|
| S4 |
386-6 |
392-6 |
423-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
447-0 |
432-0 |
15-0 |
3.4% |
6-7 |
1.6% |
77% |
False |
False |
105,642 |
| 10 |
449-6 |
432-0 |
17-6 |
4.0% |
6-7 |
1.6% |
65% |
False |
False |
112,775 |
| 20 |
463-2 |
432-0 |
31-2 |
7.0% |
8-0 |
1.8% |
37% |
False |
False |
115,257 |
| 40 |
508-2 |
432-0 |
76-2 |
17.2% |
10-3 |
2.3% |
15% |
False |
False |
128,088 |
| 60 |
508-2 |
432-0 |
76-2 |
17.2% |
10-6 |
2.4% |
15% |
False |
False |
133,852 |
| 80 |
551-0 |
432-0 |
119-0 |
26.8% |
11-2 |
2.5% |
10% |
False |
False |
130,435 |
| 100 |
573-4 |
432-0 |
141-4 |
31.9% |
11-7 |
2.7% |
8% |
False |
False |
122,763 |
| 120 |
573-4 |
432-0 |
141-4 |
31.9% |
12-0 |
2.7% |
8% |
False |
False |
114,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478-0 |
|
2.618 |
465-0 |
|
1.618 |
457-0 |
|
1.000 |
452-0 |
|
0.618 |
449-0 |
|
HIGH |
444-0 |
|
0.618 |
441-0 |
|
0.500 |
440-0 |
|
0.382 |
439-0 |
|
LOW |
436-0 |
|
0.618 |
431-0 |
|
1.000 |
428-0 |
|
1.618 |
423-0 |
|
2.618 |
415-0 |
|
4.250 |
402-0 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
442-3 |
441-5 |
| PP |
441-1 |
439-7 |
| S1 |
440-0 |
438-0 |
|