CME Corn Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
426-0 |
421-4 |
-4-4 |
-1.1% |
427-2 |
High |
430-0 |
422-4 |
-7-4 |
-1.7% |
438-0 |
Low |
421-4 |
411-4 |
-10-0 |
-2.4% |
421-4 |
Close |
422-0 |
412-0 |
-10-0 |
-2.4% |
422-0 |
Range |
8-4 |
11-0 |
2-4 |
29.4% |
16-4 |
ATR |
7-2 |
7-4 |
0-2 |
3.7% |
0-0 |
Volume |
215,387 |
251,099 |
35,712 |
16.6% |
1,041,533 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-3 |
441-1 |
418-0 |
|
R3 |
437-3 |
430-1 |
415-0 |
|
R2 |
426-3 |
426-3 |
414-0 |
|
R1 |
419-1 |
419-1 |
413-0 |
417-2 |
PP |
415-3 |
415-3 |
415-3 |
414-3 |
S1 |
408-1 |
408-1 |
411-0 |
406-2 |
S2 |
404-3 |
404-3 |
410-0 |
|
S3 |
393-3 |
397-1 |
409-0 |
|
S4 |
382-3 |
386-1 |
406-0 |
|
|
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 |
411-4 |
26-4 |
6.4% |
7-6 |
1.9% |
2% |
False |
True |
207,215 |
10 |
438-0 |
411-4 |
26-4 |
6.4% |
7-4 |
1.8% |
2% |
False |
True |
225,883 |
20 |
446-2 |
411-4 |
34-6 |
8.4% |
6-7 |
1.7% |
1% |
False |
True |
188,984 |
40 |
462-0 |
411-4 |
50-4 |
12.3% |
7-3 |
1.8% |
1% |
False |
True |
152,092 |
60 |
508-2 |
411-4 |
96-6 |
23.5% |
8-6 |
2.1% |
1% |
False |
True |
145,676 |
80 |
508-2 |
411-4 |
96-6 |
23.5% |
9-5 |
2.3% |
1% |
False |
True |
146,976 |
100 |
541-0 |
411-4 |
129-4 |
31.4% |
10-3 |
2.5% |
0% |
False |
True |
143,537 |
120 |
573-4 |
411-4 |
162-0 |
39.3% |
10-6 |
2.6% |
0% |
False |
True |
134,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469-2 |
2.618 |
451-2 |
1.618 |
440-2 |
1.000 |
433-4 |
0.618 |
429-2 |
HIGH |
422-4 |
0.618 |
418-2 |
0.500 |
417-0 |
0.382 |
415-6 |
LOW |
411-4 |
0.618 |
404-6 |
1.000 |
400-4 |
1.618 |
393-6 |
2.618 |
382-6 |
4.250 |
364-6 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
417-0 |
421-3 |
PP |
415-3 |
418-2 |
S1 |
413-5 |
415-1 |
|