CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
436-4 |
443-0 |
6-4 |
1.5% |
442-6 |
| High |
444-0 |
446-0 |
2-0 |
0.5% |
449-6 |
| Low |
436-0 |
439-0 |
3-0 |
0.7% |
432-4 |
| Close |
443-4 |
442-6 |
-0-6 |
-0.2% |
433-2 |
| Range |
8-0 |
7-0 |
-1-0 |
-12.5% |
17-2 |
| ATR |
9-0 |
8-6 |
-0-1 |
-1.6% |
0-0 |
| Volume |
87,547 |
132,993 |
45,446 |
51.9% |
573,870 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
463-5 |
460-1 |
446-5 |
|
| R3 |
456-5 |
453-1 |
444-5 |
|
| R2 |
449-5 |
449-5 |
444-0 |
|
| R1 |
446-1 |
446-1 |
443-3 |
444-3 |
| PP |
442-5 |
442-5 |
442-5 |
441-6 |
| S1 |
439-1 |
439-1 |
442-1 |
437-3 |
| S2 |
435-5 |
435-5 |
441-4 |
|
| S3 |
428-5 |
432-1 |
440-7 |
|
| S4 |
421-5 |
425-1 |
438-7 |
|
|
| 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 |
446-4 |
432-0 |
14-4 |
3.3% |
7-0 |
1.6% |
74% |
False |
False |
106,649 |
| 10 |
449-6 |
432-0 |
17-6 |
4.0% |
7-0 |
1.6% |
61% |
False |
False |
109,814 |
| 20 |
463-2 |
432-0 |
31-2 |
7.1% |
8-0 |
1.8% |
34% |
False |
False |
114,760 |
| 40 |
508-2 |
432-0 |
76-2 |
17.2% |
10-2 |
2.3% |
14% |
False |
False |
126,741 |
| 60 |
508-2 |
432-0 |
76-2 |
17.2% |
10-5 |
2.4% |
14% |
False |
False |
134,603 |
| 80 |
551-0 |
432-0 |
119-0 |
26.9% |
11-2 |
2.6% |
9% |
False |
False |
130,941 |
| 100 |
573-4 |
432-0 |
141-4 |
32.0% |
11-7 |
2.7% |
8% |
False |
False |
123,457 |
| 120 |
573-4 |
432-0 |
141-4 |
32.0% |
11-7 |
2.7% |
8% |
False |
False |
115,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
475-6 |
|
2.618 |
464-3 |
|
1.618 |
457-3 |
|
1.000 |
453-0 |
|
0.618 |
450-3 |
|
HIGH |
446-0 |
|
0.618 |
443-3 |
|
0.500 |
442-4 |
|
0.382 |
441-5 |
|
LOW |
439-0 |
|
0.618 |
434-5 |
|
1.000 |
432-0 |
|
1.618 |
427-5 |
|
2.618 |
420-5 |
|
4.250 |
409-2 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
442-5 |
441-4 |
| PP |
442-5 |
440-2 |
| S1 |
442-4 |
439-0 |
|