CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
438-0 |
442-0 |
4-0 |
0.9% |
432-6 |
| High |
446-2 |
444-4 |
-1-6 |
-0.4% |
447-6 |
| Low |
437-4 |
438-4 |
1-0 |
0.2% |
432-0 |
| Close |
442-6 |
440-2 |
-2-4 |
-0.6% |
441-4 |
| Range |
8-6 |
6-0 |
-2-6 |
-31.4% |
15-6 |
| ATR |
8-2 |
8-1 |
-0-1 |
-1.9% |
0-0 |
| Volume |
94,419 |
154,657 |
60,238 |
63.8% |
546,373 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459-1 |
455-5 |
443-4 |
|
| R3 |
453-1 |
449-5 |
441-7 |
|
| R2 |
447-1 |
447-1 |
441-3 |
|
| R1 |
443-5 |
443-5 |
440-6 |
442-3 |
| PP |
441-1 |
441-1 |
441-1 |
440-4 |
| S1 |
437-5 |
437-5 |
439-6 |
436-3 |
| S2 |
435-1 |
435-1 |
439-1 |
|
| S3 |
429-1 |
431-5 |
438-5 |
|
| S4 |
423-1 |
425-5 |
437-0 |
|
|
| 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% |
7-0 |
1.6% |
27% |
False |
False |
115,547 |
| 10 |
447-6 |
432-0 |
15-6 |
3.6% |
6-4 |
1.5% |
52% |
False |
False |
112,492 |
| 20 |
462-0 |
432-0 |
30-0 |
6.8% |
7-5 |
1.7% |
28% |
False |
False |
118,417 |
| 40 |
493-6 |
432-0 |
61-6 |
14.0% |
8-5 |
2.0% |
13% |
False |
False |
118,017 |
| 60 |
508-2 |
432-0 |
76-2 |
17.3% |
10-5 |
2.4% |
11% |
False |
False |
133,962 |
| 80 |
528-2 |
432-0 |
96-2 |
21.9% |
10-7 |
2.5% |
9% |
False |
False |
130,540 |
| 100 |
571-0 |
432-0 |
139-0 |
31.6% |
11-2 |
2.6% |
6% |
False |
False |
124,774 |
| 120 |
573-4 |
432-0 |
141-4 |
32.1% |
11-4 |
2.6% |
6% |
False |
False |
117,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470-0 |
|
2.618 |
460-2 |
|
1.618 |
454-2 |
|
1.000 |
450-4 |
|
0.618 |
448-2 |
|
HIGH |
444-4 |
|
0.618 |
442-2 |
|
0.500 |
441-4 |
|
0.382 |
440-6 |
|
LOW |
438-4 |
|
0.618 |
434-6 |
|
1.000 |
432-4 |
|
1.618 |
428-6 |
|
2.618 |
422-6 |
|
4.250 |
413-0 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
441-4 |
441-7 |
| PP |
441-1 |
441-3 |
| S1 |
440-5 |
440-6 |
|