CME Corn Future December 2013
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
430-2 |
431-4 |
1-2 |
0.3% |
440-4 |
High |
434-0 |
435-0 |
1-0 |
0.2% |
446-2 |
Low |
428-2 |
429-4 |
1-2 |
0.3% |
437-4 |
Close |
432-0 |
430-2 |
-1-6 |
-0.4% |
440-0 |
Range |
5-6 |
5-4 |
-0-2 |
-4.3% |
8-6 |
ATR |
7-5 |
7-4 |
-0-1 |
-2.0% |
0-0 |
Volume |
197,956 |
160,427 |
-37,529 |
-19.0% |
613,621 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-1 |
444-5 |
433-2 |
|
R3 |
442-5 |
439-1 |
431-6 |
|
R2 |
437-1 |
437-1 |
431-2 |
|
R1 |
433-5 |
433-5 |
430-6 |
432-5 |
PP |
431-5 |
431-5 |
431-5 |
431-0 |
S1 |
428-1 |
428-1 |
429-6 |
427-1 |
S2 |
426-1 |
426-1 |
429-2 |
|
S3 |
420-5 |
422-5 |
428-6 |
|
S4 |
415-1 |
417-1 |
427-2 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-4 |
462-4 |
444-6 |
|
R3 |
458-6 |
453-6 |
442-3 |
|
R2 |
450-0 |
450-0 |
441-5 |
|
R1 |
445-0 |
445-0 |
440-6 |
443-1 |
PP |
441-2 |
441-2 |
441-2 |
440-2 |
S1 |
436-2 |
436-2 |
439-2 |
434-3 |
S2 |
432-4 |
432-4 |
438-3 |
|
S3 |
423-6 |
427-4 |
437-5 |
|
S4 |
415-0 |
418-6 |
435-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
444-4 |
428-2 |
16-2 |
3.8% |
5-7 |
1.4% |
12% |
False |
False |
154,620 |
10 |
447-6 |
428-2 |
19-4 |
4.5% |
6-3 |
1.5% |
10% |
False |
False |
131,649 |
20 |
449-6 |
428-2 |
21-4 |
5.0% |
6-6 |
1.6% |
9% |
False |
False |
120,731 |
40 |
473-4 |
428-2 |
45-2 |
10.5% |
8-1 |
1.9% |
4% |
False |
False |
120,169 |
60 |
508-2 |
428-2 |
80-0 |
18.6% |
10-3 |
2.4% |
3% |
False |
False |
135,510 |
80 |
528-2 |
428-2 |
100-0 |
23.2% |
10-3 |
2.4% |
2% |
False |
False |
132,983 |
100 |
571-0 |
428-2 |
142-6 |
33.2% |
11-0 |
2.6% |
1% |
False |
False |
127,984 |
120 |
573-4 |
428-2 |
145-2 |
33.8% |
11-2 |
2.6% |
1% |
False |
False |
120,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458-3 |
2.618 |
449-3 |
1.618 |
443-7 |
1.000 |
440-4 |
0.618 |
438-3 |
HIGH |
435-0 |
0.618 |
432-7 |
0.500 |
432-2 |
0.382 |
431-5 |
LOW |
429-4 |
0.618 |
426-1 |
1.000 |
424-0 |
1.618 |
420-5 |
2.618 |
415-1 |
4.250 |
406-1 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
432-2 |
434-1 |
PP |
431-5 |
432-7 |
S1 |
430-7 |
431-4 |
|