CME Corn Future December 2013
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
411-6 |
417-4 |
5-6 |
1.4% |
427-2 |
High |
419-0 |
419-0 |
0-0 |
0.0% |
438-0 |
Low |
410-6 |
415-0 |
4-2 |
1.0% |
421-4 |
Close |
417-6 |
417-0 |
-0-6 |
-0.2% |
422-0 |
Range |
8-2 |
4-0 |
-4-2 |
-51.5% |
16-4 |
ATR |
7-4 |
7-2 |
-0-2 |
-3.4% |
0-0 |
Volume |
184,949 |
146,175 |
-38,774 |
-21.0% |
1,041,533 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
429-0 |
427-0 |
419-2 |
|
R3 |
425-0 |
423-0 |
418-1 |
|
R2 |
421-0 |
421-0 |
417-6 |
|
R1 |
419-0 |
419-0 |
417-3 |
418-0 |
PP |
417-0 |
417-0 |
417-0 |
416-4 |
S1 |
415-0 |
415-0 |
416-5 |
414-0 |
S2 |
413-0 |
413-0 |
416-2 |
|
S3 |
409-0 |
411-0 |
415-7 |
|
S4 |
405-0 |
407-0 |
414-6 |
|
|
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 |
431-2 |
410-6 |
20-4 |
4.9% |
7-4 |
1.8% |
30% |
False |
False |
192,848 |
10 |
438-0 |
410-6 |
27-2 |
6.5% |
7-7 |
1.9% |
23% |
False |
False |
223,161 |
20 |
444-4 |
410-6 |
33-6 |
8.1% |
6-6 |
1.6% |
19% |
False |
False |
195,533 |
40 |
462-0 |
410-6 |
51-2 |
12.3% |
7-2 |
1.7% |
12% |
False |
False |
155,665 |
60 |
493-6 |
410-6 |
83-0 |
19.9% |
8-1 |
2.0% |
8% |
False |
False |
144,350 |
80 |
508-2 |
410-6 |
97-4 |
23.4% |
9-5 |
2.3% |
6% |
False |
False |
148,755 |
100 |
528-2 |
410-6 |
117-4 |
28.2% |
10-1 |
2.4% |
5% |
False |
False |
143,552 |
120 |
571-0 |
410-6 |
160-2 |
38.4% |
10-5 |
2.5% |
4% |
False |
False |
136,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
436-0 |
2.618 |
429-4 |
1.618 |
425-4 |
1.000 |
423-0 |
0.618 |
421-4 |
HIGH |
419-0 |
0.618 |
417-4 |
0.500 |
417-0 |
0.382 |
416-4 |
LOW |
415-0 |
0.618 |
412-4 |
1.000 |
411-0 |
1.618 |
408-4 |
2.618 |
404-4 |
4.250 |
398-0 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
417-0 |
416-7 |
PP |
417-0 |
416-6 |
S1 |
417-0 |
416-5 |
|