CME Corn Future December 2013
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
425-4 |
424-4 |
-1-0 |
-0.2% |
439-0 |
High |
427-0 |
426-0 |
-1-0 |
-0.2% |
440-0 |
Low |
424-0 |
420-6 |
-3-2 |
-0.8% |
425-6 |
Close |
425-0 |
421-2 |
-3-6 |
-0.9% |
427-2 |
Range |
3-0 |
5-2 |
2-2 |
75.0% |
14-2 |
ATR |
6-7 |
6-6 |
-0-1 |
-1.6% |
0-0 |
Volume |
154,961 |
203,384 |
48,423 |
31.2% |
844,923 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438-3 |
435-1 |
424-1 |
|
R3 |
433-1 |
429-7 |
422-6 |
|
R2 |
427-7 |
427-7 |
422-2 |
|
R1 |
424-5 |
424-5 |
421-6 |
423-5 |
PP |
422-5 |
422-5 |
422-5 |
422-2 |
S1 |
419-3 |
419-3 |
420-6 |
418-3 |
S2 |
417-3 |
417-3 |
420-2 |
|
S3 |
412-1 |
414-1 |
419-6 |
|
S4 |
406-7 |
408-7 |
418-3 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
473-6 |
464-6 |
435-1 |
|
R3 |
459-4 |
450-4 |
431-1 |
|
R2 |
445-2 |
445-2 |
429-7 |
|
R1 |
436-2 |
436-2 |
428-4 |
433-5 |
PP |
431-0 |
431-0 |
431-0 |
429-6 |
S1 |
422-0 |
422-0 |
426-0 |
419-3 |
S2 |
416-6 |
416-6 |
424-5 |
|
S3 |
402-4 |
407-6 |
423-3 |
|
S4 |
388-2 |
393-4 |
419-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
436-2 |
420-6 |
15-4 |
3.7% |
5-0 |
1.2% |
3% |
False |
True |
181,190 |
10 |
444-4 |
420-6 |
23-6 |
5.6% |
5-4 |
1.3% |
2% |
False |
True |
167,905 |
20 |
447-6 |
420-6 |
27-0 |
6.4% |
6-2 |
1.5% |
2% |
False |
True |
137,784 |
40 |
472-6 |
420-6 |
52-0 |
12.3% |
7-4 |
1.8% |
1% |
False |
True |
129,103 |
60 |
508-2 |
420-6 |
87-4 |
20.8% |
9-5 |
2.3% |
1% |
False |
True |
137,008 |
80 |
515-0 |
420-6 |
94-2 |
22.4% |
9-7 |
2.3% |
1% |
False |
True |
135,663 |
100 |
571-0 |
420-6 |
150-2 |
35.7% |
10-5 |
2.5% |
0% |
False |
True |
132,985 |
120 |
573-4 |
420-6 |
152-6 |
36.3% |
11-0 |
2.6% |
0% |
False |
True |
124,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448-2 |
2.618 |
439-6 |
1.618 |
434-4 |
1.000 |
431-2 |
0.618 |
429-2 |
HIGH |
426-0 |
0.618 |
424-0 |
0.500 |
423-3 |
0.382 |
422-6 |
LOW |
420-6 |
0.618 |
417-4 |
1.000 |
415-4 |
1.618 |
412-2 |
2.618 |
407-0 |
4.250 |
398-4 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
423-3 |
424-6 |
PP |
422-5 |
423-5 |
S1 |
422-0 |
422-3 |
|