CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
457-2 |
472-6 |
15-4 |
3.4% |
453-4 |
| High |
475-4 |
475-6 |
0-2 |
0.1% |
475-6 |
| Low |
453-4 |
461-0 |
7-4 |
1.7% |
445-6 |
| Close |
472-2 |
463-4 |
-8-6 |
-1.9% |
463-4 |
| Range |
22-0 |
14-6 |
-7-2 |
-33.0% |
30-0 |
| ATR |
12-6 |
12-7 |
0-1 |
1.2% |
0-0 |
| Volume |
148,248 |
247,971 |
99,723 |
67.3% |
1,016,618 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-0 |
502-0 |
471-5 |
|
| R3 |
496-2 |
487-2 |
467-4 |
|
| R2 |
481-4 |
481-4 |
466-2 |
|
| R1 |
472-4 |
472-4 |
464-7 |
469-5 |
| PP |
466-6 |
466-6 |
466-6 |
465-2 |
| S1 |
457-6 |
457-6 |
462-1 |
454-7 |
| S2 |
452-0 |
452-0 |
460-6 |
|
| S3 |
437-2 |
443-0 |
459-4 |
|
| S4 |
422-4 |
428-2 |
455-3 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
551-5 |
537-5 |
480-0 |
|
| R3 |
521-5 |
507-5 |
471-6 |
|
| R2 |
491-5 |
491-5 |
469-0 |
|
| R1 |
477-5 |
477-5 |
466-2 |
484-5 |
| PP |
461-5 |
461-5 |
461-5 |
465-2 |
| S1 |
447-5 |
447-5 |
460-6 |
454-5 |
| S2 |
431-5 |
431-5 |
458-0 |
|
| S3 |
401-5 |
417-5 |
455-2 |
|
| S4 |
371-5 |
387-5 |
447-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
475-6 |
445-6 |
30-0 |
6.5% |
18-3 |
4.0% |
59% |
True |
False |
203,323 |
| 10 |
475-6 |
445-6 |
30-0 |
6.5% |
13-4 |
2.9% |
59% |
True |
False |
168,168 |
| 20 |
502-6 |
445-6 |
57-0 |
12.3% |
11-2 |
2.4% |
31% |
False |
False |
145,123 |
| 40 |
565-0 |
445-6 |
119-2 |
25.7% |
12-1 |
2.6% |
15% |
False |
False |
132,266 |
| 60 |
573-4 |
445-6 |
127-6 |
27.6% |
12-6 |
2.7% |
14% |
False |
False |
118,239 |
| 80 |
573-4 |
445-6 |
127-6 |
27.6% |
12-5 |
2.7% |
14% |
False |
False |
106,858 |
| 100 |
573-6 |
445-6 |
128-0 |
27.6% |
12-5 |
2.7% |
14% |
False |
False |
97,376 |
| 120 |
573-6 |
445-6 |
128-0 |
27.6% |
11-7 |
2.6% |
14% |
False |
False |
86,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
538-4 |
|
2.618 |
514-3 |
|
1.618 |
499-5 |
|
1.000 |
490-4 |
|
0.618 |
484-7 |
|
HIGH |
475-6 |
|
0.618 |
470-1 |
|
0.500 |
468-3 |
|
0.382 |
466-5 |
|
LOW |
461-0 |
|
0.618 |
451-7 |
|
1.000 |
446-2 |
|
1.618 |
437-1 |
|
2.618 |
422-3 |
|
4.250 |
398-2 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
468-3 |
462-6 |
| PP |
466-6 |
461-7 |
| S1 |
465-1 |
461-1 |
|