CME Corn Future December 2013
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
431-4 |
430-0 |
-1-4 |
-0.3% |
440-4 |
High |
435-0 |
436-2 |
1-2 |
0.3% |
446-2 |
Low |
429-4 |
427-0 |
-2-4 |
-0.6% |
437-4 |
Close |
430-2 |
428-2 |
-2-0 |
-0.5% |
440-0 |
Range |
5-4 |
9-2 |
3-6 |
68.2% |
8-6 |
ATR |
7-4 |
7-5 |
0-1 |
1.6% |
0-0 |
Volume |
160,427 |
145,107 |
-15,320 |
-9.5% |
613,621 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-2 |
452-4 |
433-3 |
|
R3 |
449-0 |
443-2 |
430-6 |
|
R2 |
439-6 |
439-6 |
430-0 |
|
R1 |
434-0 |
434-0 |
429-1 |
432-2 |
PP |
430-4 |
430-4 |
430-4 |
429-5 |
S1 |
424-6 |
424-6 |
427-3 |
423-0 |
S2 |
421-2 |
421-2 |
426-4 |
|
S3 |
412-0 |
415-4 |
425-6 |
|
S4 |
402-6 |
406-2 |
423-1 |
|
|
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 |
442-0 |
427-0 |
15-0 |
3.5% |
6-4 |
1.5% |
8% |
False |
True |
152,710 |
10 |
447-6 |
427-0 |
20-6 |
4.8% |
6-6 |
1.6% |
6% |
False |
True |
134,128 |
20 |
449-6 |
427-0 |
22-6 |
5.3% |
6-7 |
1.6% |
5% |
False |
True |
122,453 |
40 |
473-4 |
427-0 |
46-4 |
10.9% |
8-0 |
1.9% |
3% |
False |
True |
120,880 |
60 |
508-2 |
427-0 |
81-2 |
19.0% |
10-3 |
2.4% |
2% |
False |
True |
135,932 |
80 |
528-2 |
427-0 |
101-2 |
23.6% |
10-3 |
2.4% |
1% |
False |
True |
132,623 |
100 |
571-0 |
427-0 |
144-0 |
33.6% |
11-0 |
2.6% |
1% |
False |
True |
128,675 |
120 |
573-4 |
427-0 |
146-4 |
34.2% |
11-2 |
2.6% |
1% |
False |
True |
120,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
475-4 |
2.618 |
460-4 |
1.618 |
451-2 |
1.000 |
445-4 |
0.618 |
442-0 |
HIGH |
436-2 |
0.618 |
432-6 |
0.500 |
431-5 |
0.382 |
430-4 |
LOW |
427-0 |
0.618 |
421-2 |
1.000 |
417-6 |
1.618 |
412-0 |
2.618 |
402-6 |
4.250 |
387-6 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
431-5 |
431-5 |
PP |
430-4 |
430-4 |
S1 |
429-3 |
429-3 |
|