CME Corn Future December 2013
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
424-6 |
418-0 |
-6-6 |
-1.6% |
421-4 |
High |
425-0 |
422-2 |
-2-6 |
-0.6% |
426-6 |
Low |
415-6 |
416-2 |
0-4 |
0.1% |
410-6 |
Close |
418-4 |
417-2 |
-1-2 |
-0.3% |
422-2 |
Range |
9-2 |
6-0 |
-3-2 |
-35.1% |
16-0 |
ATR |
7-1 |
7-1 |
-0-1 |
-1.2% |
0-0 |
Volume |
134,287 |
132,013 |
-2,274 |
-1.7% |
957,834 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-5 |
432-7 |
420-4 |
|
R3 |
430-5 |
426-7 |
418-7 |
|
R2 |
424-5 |
424-5 |
418-3 |
|
R1 |
420-7 |
420-7 |
417-6 |
419-6 |
PP |
418-5 |
418-5 |
418-5 |
418-0 |
S1 |
414-7 |
414-7 |
416-6 |
413-6 |
S2 |
412-5 |
412-5 |
416-1 |
|
S3 |
406-5 |
408-7 |
415-5 |
|
S4 |
400-5 |
402-7 |
414-0 |
|
|
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 |
415-6 |
11-0 |
2.6% |
6-5 |
1.6% |
14% |
False |
False |
152,882 |
10 |
431-2 |
410-6 |
20-4 |
4.9% |
7-0 |
1.7% |
32% |
False |
False |
172,865 |
20 |
438-0 |
410-6 |
27-2 |
6.5% |
6-7 |
1.6% |
24% |
False |
False |
195,099 |
40 |
449-6 |
410-6 |
39-0 |
9.3% |
6-6 |
1.6% |
17% |
False |
False |
157,915 |
60 |
473-4 |
410-6 |
62-6 |
15.0% |
7-5 |
1.8% |
10% |
False |
False |
145,146 |
80 |
508-2 |
410-6 |
97-4 |
23.4% |
9-4 |
2.3% |
7% |
False |
False |
150,407 |
100 |
528-2 |
410-6 |
117-4 |
28.2% |
9-5 |
2.3% |
6% |
False |
False |
145,406 |
120 |
571-0 |
410-6 |
160-2 |
38.4% |
10-3 |
2.5% |
4% |
False |
False |
139,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
447-6 |
2.618 |
438-0 |
1.618 |
432-0 |
1.000 |
428-2 |
0.618 |
426-0 |
HIGH |
422-2 |
0.618 |
420-0 |
0.500 |
419-2 |
0.382 |
418-4 |
LOW |
416-2 |
0.618 |
412-4 |
1.000 |
410-2 |
1.618 |
406-4 |
2.618 |
400-4 |
4.250 |
390-6 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
419-2 |
421-1 |
PP |
418-5 |
419-7 |
S1 |
417-7 |
418-4 |
|