CME Corn Future December 2013
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
422-4 |
424-6 |
2-2 |
0.5% |
421-4 |
High |
426-4 |
425-0 |
-1-4 |
-0.4% |
426-6 |
Low |
422-2 |
415-6 |
-6-4 |
-1.5% |
410-6 |
Close |
424-6 |
418-4 |
-6-2 |
-1.5% |
422-2 |
Range |
4-2 |
9-2 |
5-0 |
117.6% |
16-0 |
ATR |
7-0 |
7-1 |
0-1 |
2.3% |
0-0 |
Volume |
122,502 |
134,287 |
11,785 |
9.6% |
957,834 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-4 |
442-2 |
423-5 |
|
R3 |
438-2 |
433-0 |
421-0 |
|
R2 |
429-0 |
429-0 |
420-2 |
|
R1 |
423-6 |
423-6 |
419-3 |
421-6 |
PP |
419-6 |
419-6 |
419-6 |
418-6 |
S1 |
414-4 |
414-4 |
417-5 |
412-4 |
S2 |
410-4 |
410-4 |
416-6 |
|
S3 |
401-2 |
405-2 |
416-0 |
|
S4 |
392-0 |
396-0 |
413-3 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-7 |
461-1 |
431-0 |
|
R3 |
451-7 |
445-1 |
426-5 |
|
R2 |
435-7 |
435-7 |
425-1 |
|
R1 |
429-1 |
429-1 |
423-6 |
432-4 |
PP |
419-7 |
419-7 |
419-7 |
421-5 |
S1 |
413-1 |
413-1 |
420-6 |
416-4 |
S2 |
403-7 |
403-7 |
419-3 |
|
S3 |
387-7 |
397-1 |
417-7 |
|
S4 |
371-7 |
381-1 |
413-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
426-6 |
415-0 |
11-6 |
2.8% |
6-2 |
1.5% |
30% |
False |
False |
155,715 |
10 |
434-4 |
410-6 |
23-6 |
5.7% |
7-0 |
1.7% |
33% |
False |
False |
182,307 |
20 |
438-0 |
410-6 |
27-2 |
6.5% |
6-7 |
1.6% |
28% |
False |
False |
196,519 |
40 |
449-6 |
410-6 |
39-0 |
9.3% |
6-6 |
1.6% |
20% |
False |
False |
158,680 |
60 |
475-2 |
410-6 |
64-4 |
15.4% |
7-6 |
1.8% |
12% |
False |
False |
145,779 |
80 |
508-2 |
410-6 |
97-4 |
23.3% |
9-4 |
2.3% |
8% |
False |
False |
150,340 |
100 |
528-2 |
410-6 |
117-4 |
28.1% |
9-7 |
2.4% |
7% |
False |
False |
145,140 |
120 |
571-0 |
410-6 |
160-2 |
38.3% |
10-3 |
2.5% |
5% |
False |
False |
138,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464-2 |
2.618 |
449-2 |
1.618 |
440-0 |
1.000 |
434-2 |
0.618 |
430-6 |
HIGH |
425-0 |
0.618 |
421-4 |
0.500 |
420-3 |
0.382 |
419-2 |
LOW |
415-6 |
0.618 |
410-0 |
1.000 |
406-4 |
1.618 |
400-6 |
2.618 |
391-4 |
4.250 |
376-4 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
420-3 |
421-2 |
PP |
419-6 |
420-3 |
S1 |
419-1 |
419-3 |
|