CME Corn Future December 2013
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
421-4 |
411-6 |
-9-6 |
-2.3% |
427-2 |
High |
422-4 |
419-0 |
-3-4 |
-0.8% |
438-0 |
Low |
411-4 |
410-6 |
-0-6 |
-0.2% |
421-4 |
Close |
412-0 |
417-6 |
5-6 |
1.4% |
422-0 |
Range |
11-0 |
8-2 |
-2-6 |
-25.0% |
16-4 |
ATR |
7-4 |
7-4 |
0-0 |
0.7% |
0-0 |
Volume |
251,099 |
184,949 |
-66,150 |
-26.3% |
1,041,533 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-5 |
437-3 |
422-2 |
|
R3 |
432-3 |
429-1 |
420-0 |
|
R2 |
424-1 |
424-1 |
419-2 |
|
R1 |
420-7 |
420-7 |
418-4 |
422-4 |
PP |
415-7 |
415-7 |
415-7 |
416-5 |
S1 |
412-5 |
412-5 |
417-0 |
414-2 |
S2 |
407-5 |
407-5 |
416-2 |
|
S3 |
399-3 |
404-3 |
415-4 |
|
S4 |
391-1 |
396-1 |
413-2 |
|
|
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 |
434-4 |
410-6 |
23-6 |
5.7% |
7-7 |
1.9% |
29% |
False |
True |
208,899 |
10 |
438-0 |
410-6 |
27-2 |
6.5% |
8-0 |
1.9% |
26% |
False |
True |
228,882 |
20 |
446-2 |
410-6 |
35-4 |
8.5% |
6-7 |
1.7% |
20% |
False |
True |
192,945 |
40 |
462-0 |
410-6 |
51-2 |
12.3% |
7-2 |
1.7% |
14% |
False |
True |
154,571 |
60 |
504-2 |
410-6 |
93-4 |
22.4% |
8-3 |
2.0% |
7% |
False |
True |
146,733 |
80 |
508-2 |
410-6 |
97-4 |
23.3% |
9-5 |
2.3% |
7% |
False |
True |
148,166 |
100 |
528-2 |
410-6 |
117-4 |
28.1% |
10-1 |
2.4% |
6% |
False |
True |
144,415 |
120 |
573-4 |
410-6 |
162-6 |
39.0% |
10-6 |
2.6% |
4% |
False |
True |
135,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-0 |
2.618 |
440-5 |
1.618 |
432-3 |
1.000 |
427-2 |
0.618 |
424-1 |
HIGH |
419-0 |
0.618 |
415-7 |
0.500 |
414-7 |
0.382 |
413-7 |
LOW |
410-6 |
0.618 |
405-5 |
1.000 |
402-4 |
1.618 |
397-3 |
2.618 |
389-1 |
4.250 |
375-6 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
416-6 |
420-3 |
PP |
415-7 |
419-4 |
S1 |
414-7 |
418-5 |
|