CME Corn Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
419-4 |
427-2 |
7-6 |
1.8% |
426-2 |
High |
429-4 |
437-2 |
7-6 |
1.8% |
429-4 |
Low |
415-4 |
427-2 |
11-6 |
2.8% |
415-4 |
Close |
426-6 |
434-6 |
8-0 |
1.9% |
426-6 |
Range |
14-0 |
10-0 |
-4-0 |
-28.6% |
14-0 |
ATR |
7-0 |
7-2 |
0-2 |
3.5% |
0-0 |
Volume |
367,855 |
256,555 |
-111,300 |
-30.3% |
1,141,809 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-1 |
458-7 |
440-2 |
|
R3 |
453-1 |
448-7 |
437-4 |
|
R2 |
443-1 |
443-1 |
436-5 |
|
R1 |
438-7 |
438-7 |
435-5 |
441-0 |
PP |
433-1 |
433-1 |
433-1 |
434-1 |
S1 |
428-7 |
428-7 |
433-7 |
431-0 |
S2 |
423-1 |
423-1 |
432-7 |
|
S3 |
413-1 |
418-7 |
432-0 |
|
S4 |
403-1 |
408-7 |
429-2 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-7 |
460-3 |
434-4 |
|
R3 |
451-7 |
446-3 |
430-5 |
|
R2 |
437-7 |
437-7 |
429-3 |
|
R1 |
432-3 |
432-3 |
428-0 |
435-1 |
PP |
423-7 |
423-7 |
423-7 |
425-2 |
S1 |
418-3 |
418-3 |
425-4 |
421-1 |
S2 |
409-7 |
409-7 |
424-1 |
|
S3 |
395-7 |
404-3 |
422-7 |
|
S4 |
381-7 |
390-3 |
419-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
437-2 |
415-4 |
21-6 |
5.0% |
7-2 |
1.7% |
89% |
True |
False |
244,552 |
10 |
437-2 |
415-4 |
21-6 |
5.0% |
6-4 |
1.5% |
89% |
True |
False |
212,875 |
20 |
447-6 |
415-4 |
32-2 |
7.4% |
6-5 |
1.5% |
60% |
False |
False |
165,370 |
40 |
468-4 |
415-4 |
53-0 |
12.2% |
7-4 |
1.7% |
36% |
False |
False |
140,538 |
60 |
508-2 |
415-4 |
92-6 |
21.3% |
9-2 |
2.1% |
21% |
False |
False |
141,287 |
80 |
508-2 |
415-4 |
92-6 |
21.3% |
9-6 |
2.2% |
21% |
False |
False |
142,246 |
100 |
565-0 |
415-4 |
149-4 |
34.4% |
10-3 |
2.4% |
13% |
False |
False |
137,678 |
120 |
573-4 |
415-4 |
158-0 |
36.3% |
11-0 |
2.5% |
12% |
False |
False |
129,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-6 |
2.618 |
463-3 |
1.618 |
453-3 |
1.000 |
447-2 |
0.618 |
443-3 |
HIGH |
437-2 |
0.618 |
433-3 |
0.500 |
432-2 |
0.382 |
431-1 |
LOW |
427-2 |
0.618 |
421-1 |
1.000 |
417-2 |
1.618 |
411-1 |
2.618 |
401-1 |
4.250 |
384-6 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
433-7 |
432-0 |
PP |
433-1 |
429-1 |
S1 |
432-2 |
426-3 |
|