CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
414-6 |
416-4 |
1-6 |
0.4% |
422-4 |
| High |
417-2 |
423-0 |
5-6 |
1.4% |
426-4 |
| Low |
410-0 |
415-0 |
5-0 |
1.2% |
413-0 |
| Close |
416-4 |
422-0 |
5-4 |
1.3% |
415-2 |
| Range |
7-2 |
8-0 |
0-6 |
10.3% |
13-4 |
| ATR |
7-0 |
7-1 |
0-1 |
1.0% |
0-0 |
| Volume |
14,977 |
9,178 |
-5,799 |
-38.7% |
410,622 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444-0 |
441-0 |
426-3 |
|
| R3 |
436-0 |
433-0 |
424-2 |
|
| R2 |
428-0 |
428-0 |
423-4 |
|
| R1 |
425-0 |
425-0 |
422-6 |
426-4 |
| PP |
420-0 |
420-0 |
420-0 |
420-6 |
| S1 |
417-0 |
417-0 |
421-2 |
418-4 |
| S2 |
412-0 |
412-0 |
420-4 |
|
| S3 |
404-0 |
409-0 |
419-6 |
|
| S4 |
396-0 |
401-0 |
417-5 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-6 |
450-4 |
422-5 |
|
| R3 |
445-2 |
437-0 |
419-0 |
|
| R2 |
431-6 |
431-6 |
417-6 |
|
| R1 |
423-4 |
423-4 |
416-4 |
420-7 |
| PP |
418-2 |
418-2 |
418-2 |
417-0 |
| S1 |
410-0 |
410-0 |
414-0 |
407-3 |
| S2 |
404-6 |
404-6 |
412-6 |
|
| S3 |
391-2 |
396-4 |
411-4 |
|
| S4 |
377-6 |
383-0 |
407-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
425-0 |
410-0 |
15-0 |
3.6% |
7-3 |
1.8% |
80% |
False |
False |
62,455 |
| 10 |
426-6 |
410-0 |
16-6 |
4.0% |
6-6 |
1.6% |
72% |
False |
False |
114,151 |
| 20 |
438-0 |
410-0 |
28-0 |
6.6% |
7-1 |
1.7% |
43% |
False |
False |
170,017 |
| 40 |
449-6 |
410-0 |
39-6 |
9.4% |
6-7 |
1.6% |
30% |
False |
False |
151,850 |
| 60 |
473-4 |
410-0 |
63-4 |
15.0% |
7-4 |
1.8% |
19% |
False |
False |
140,209 |
| 80 |
508-2 |
410-0 |
98-2 |
23.3% |
9-3 |
2.2% |
12% |
False |
False |
145,893 |
| 100 |
518-4 |
410-0 |
108-4 |
25.7% |
9-3 |
2.2% |
11% |
False |
False |
140,932 |
| 120 |
571-0 |
410-0 |
161-0 |
38.2% |
10-2 |
2.4% |
7% |
False |
False |
137,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457-0 |
|
2.618 |
444-0 |
|
1.618 |
436-0 |
|
1.000 |
431-0 |
|
0.618 |
428-0 |
|
HIGH |
423-0 |
|
0.618 |
420-0 |
|
0.500 |
419-0 |
|
0.382 |
418-0 |
|
LOW |
415-0 |
|
0.618 |
410-0 |
|
1.000 |
407-0 |
|
1.618 |
402-0 |
|
2.618 |
394-0 |
|
4.250 |
381-0 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
421-0 |
420-1 |
| PP |
420-0 |
418-3 |
| S1 |
419-0 |
416-4 |
|