CME Corn Future December 2013
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
443-2 |
438-0 |
-5-2 |
-1.2% |
432-6 |
High |
444-4 |
446-2 |
1-6 |
0.4% |
447-6 |
Low |
437-4 |
437-4 |
0-0 |
0.0% |
432-0 |
Close |
438-2 |
442-6 |
4-4 |
1.0% |
441-4 |
Range |
7-0 |
8-6 |
1-6 |
25.0% |
15-6 |
ATR |
8-2 |
8-2 |
0-0 |
0.5% |
0-0 |
Volume |
105,735 |
94,419 |
-11,316 |
-10.7% |
546,373 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
468-3 |
464-3 |
447-4 |
|
R3 |
459-5 |
455-5 |
445-1 |
|
R2 |
450-7 |
450-7 |
444-3 |
|
R1 |
446-7 |
446-7 |
443-4 |
448-7 |
PP |
442-1 |
442-1 |
442-1 |
443-2 |
S1 |
438-1 |
438-1 |
442-0 |
440-1 |
S2 |
433-3 |
433-3 |
441-1 |
|
S3 |
424-5 |
429-3 |
440-3 |
|
S4 |
415-7 |
420-5 |
438-0 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487-5 |
480-3 |
450-1 |
|
R3 |
471-7 |
464-5 |
445-7 |
|
R2 |
456-1 |
456-1 |
444-3 |
|
R1 |
448-7 |
448-7 |
443-0 |
452-4 |
PP |
440-3 |
440-3 |
440-3 |
442-2 |
S1 |
433-1 |
433-1 |
440-0 |
436-6 |
S2 |
424-5 |
424-5 |
438-5 |
|
S3 |
408-7 |
417-3 |
437-1 |
|
S4 |
393-1 |
401-5 |
432-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
447-6 |
437-4 |
10-2 |
2.3% |
6-7 |
1.5% |
51% |
False |
True |
108,679 |
10 |
447-6 |
432-0 |
15-6 |
3.6% |
6-7 |
1.6% |
68% |
False |
False |
107,664 |
20 |
462-0 |
432-0 |
30-0 |
6.8% |
7-6 |
1.7% |
36% |
False |
False |
115,797 |
40 |
493-6 |
432-0 |
61-6 |
13.9% |
8-7 |
2.0% |
17% |
False |
False |
118,759 |
60 |
508-2 |
432-0 |
76-2 |
17.2% |
10-5 |
2.4% |
14% |
False |
False |
133,163 |
80 |
528-2 |
432-0 |
96-2 |
21.7% |
10-7 |
2.5% |
11% |
False |
False |
130,557 |
100 |
571-0 |
432-0 |
139-0 |
31.4% |
11-3 |
2.6% |
8% |
False |
False |
124,244 |
120 |
573-4 |
432-0 |
141-4 |
32.0% |
11-5 |
2.6% |
8% |
False |
False |
116,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
483-4 |
2.618 |
469-1 |
1.618 |
460-3 |
1.000 |
455-0 |
0.618 |
451-5 |
HIGH |
446-2 |
0.618 |
442-7 |
0.500 |
441-7 |
0.382 |
440-7 |
LOW |
437-4 |
0.618 |
432-1 |
1.000 |
428-6 |
1.618 |
423-3 |
2.618 |
414-5 |
4.250 |
400-2 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
442-4 |
442-4 |
PP |
442-1 |
442-1 |
S1 |
441-7 |
441-7 |
|