CME Corn Future December 2013
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
429-6 |
426-0 |
-3-6 |
-0.9% |
427-2 |
High |
431-2 |
430-0 |
-1-2 |
-0.3% |
438-0 |
Low |
425-4 |
421-4 |
-4-0 |
-0.9% |
421-4 |
Close |
426-4 |
422-0 |
-4-4 |
-1.1% |
422-0 |
Range |
5-6 |
8-4 |
2-6 |
47.8% |
16-4 |
ATR |
7-1 |
7-2 |
0-1 |
1.4% |
0-0 |
Volume |
166,631 |
215,387 |
48,756 |
29.3% |
1,041,533 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-0 |
444-4 |
426-5 |
|
R3 |
441-4 |
436-0 |
424-3 |
|
R2 |
433-0 |
433-0 |
423-4 |
|
R1 |
427-4 |
427-4 |
422-6 |
426-0 |
PP |
424-4 |
424-4 |
424-4 |
423-6 |
S1 |
419-0 |
419-0 |
421-2 |
417-4 |
S2 |
416-0 |
416-0 |
420-4 |
|
S3 |
407-4 |
410-4 |
419-5 |
|
S4 |
399-0 |
402-0 |
417-3 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-5 |
465-7 |
431-1 |
|
R3 |
460-1 |
449-3 |
426-4 |
|
R2 |
443-5 |
443-5 |
425-0 |
|
R1 |
432-7 |
432-7 |
423-4 |
430-0 |
PP |
427-1 |
427-1 |
427-1 |
425-6 |
S1 |
416-3 |
416-3 |
420-4 |
413-4 |
S2 |
410-5 |
410-5 |
419-0 |
|
S3 |
394-1 |
399-7 |
417-4 |
|
S4 |
377-5 |
383-3 |
412-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
438-0 |
421-4 |
16-4 |
3.9% |
7-4 |
1.8% |
3% |
False |
True |
208,306 |
10 |
438-0 |
415-4 |
22-4 |
5.3% |
6-6 |
1.6% |
29% |
False |
False |
218,334 |
20 |
446-2 |
415-4 |
30-6 |
7.3% |
6-5 |
1.6% |
21% |
False |
False |
182,094 |
40 |
462-0 |
415-4 |
46-4 |
11.0% |
7-2 |
1.7% |
14% |
False |
False |
148,749 |
60 |
508-2 |
415-4 |
92-6 |
22.0% |
8-6 |
2.1% |
7% |
False |
False |
144,348 |
80 |
508-2 |
415-4 |
92-6 |
22.0% |
9-5 |
2.3% |
7% |
False |
False |
145,765 |
100 |
544-4 |
415-4 |
129-0 |
30.6% |
10-3 |
2.4% |
5% |
False |
False |
141,810 |
120 |
573-4 |
415-4 |
158-0 |
37.4% |
10-6 |
2.6% |
4% |
False |
False |
133,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-1 |
2.618 |
452-2 |
1.618 |
443-6 |
1.000 |
438-4 |
0.618 |
435-2 |
HIGH |
430-0 |
0.618 |
426-6 |
0.500 |
425-6 |
0.382 |
424-6 |
LOW |
421-4 |
0.618 |
416-2 |
1.000 |
413-0 |
1.618 |
407-6 |
2.618 |
399-2 |
4.250 |
385-3 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
425-6 |
428-0 |
PP |
424-4 |
426-0 |
S1 |
423-2 |
424-0 |
|