CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
464-4 |
480-0 |
15-4 |
3.3% |
472-2 |
| High |
474-4 |
508-2 |
33-6 |
7.1% |
486-6 |
| Low |
463-4 |
479-0 |
15-4 |
3.3% |
463-4 |
| Close |
470-0 |
500-4 |
30-4 |
6.5% |
470-0 |
| Range |
11-0 |
29-2 |
18-2 |
165.9% |
23-2 |
| ATR |
13-5 |
15-3 |
1-6 |
13.0% |
0-0 |
| Volume |
171,434 |
121,543 |
-49,891 |
-29.1% |
772,738 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-5 |
571-3 |
516-5 |
|
| R3 |
554-3 |
542-1 |
508-4 |
|
| R2 |
525-1 |
525-1 |
505-7 |
|
| R1 |
512-7 |
512-7 |
503-1 |
519-0 |
| PP |
495-7 |
495-7 |
495-7 |
499-0 |
| S1 |
483-5 |
483-5 |
497-7 |
489-6 |
| S2 |
466-5 |
466-5 |
495-1 |
|
| S3 |
437-3 |
454-3 |
492-4 |
|
| S4 |
408-1 |
425-1 |
484-3 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
543-1 |
529-7 |
482-6 |
|
| R3 |
519-7 |
506-5 |
476-3 |
|
| R2 |
496-5 |
496-5 |
474-2 |
|
| R1 |
483-3 |
483-3 |
472-1 |
478-3 |
| PP |
473-3 |
473-3 |
473-3 |
471-0 |
| S1 |
460-1 |
460-1 |
467-7 |
455-1 |
| S2 |
450-1 |
450-1 |
465-6 |
|
| S3 |
426-7 |
436-7 |
463-5 |
|
| S4 |
403-5 |
413-5 |
457-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
508-2 |
463-4 |
44-6 |
8.9% |
16-5 |
3.3% |
83% |
True |
False |
152,087 |
| 10 |
508-2 |
445-6 |
62-4 |
12.5% |
17-0 |
3.4% |
88% |
True |
False |
176,631 |
| 20 |
508-2 |
445-6 |
62-4 |
12.5% |
13-4 |
2.7% |
88% |
True |
False |
152,466 |
| 40 |
528-2 |
445-6 |
82-4 |
16.5% |
12-6 |
2.5% |
66% |
False |
False |
140,940 |
| 60 |
573-4 |
445-6 |
127-6 |
25.5% |
13-1 |
2.6% |
43% |
False |
False |
124,722 |
| 80 |
573-4 |
445-6 |
127-6 |
25.5% |
12-6 |
2.6% |
43% |
False |
False |
112,526 |
| 100 |
573-4 |
445-6 |
127-6 |
25.5% |
12-7 |
2.6% |
43% |
False |
False |
101,328 |
| 120 |
573-6 |
445-6 |
128-0 |
25.6% |
12-2 |
2.5% |
43% |
False |
False |
92,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632-4 |
|
2.618 |
584-7 |
|
1.618 |
555-5 |
|
1.000 |
537-4 |
|
0.618 |
526-3 |
|
HIGH |
508-2 |
|
0.618 |
497-1 |
|
0.500 |
493-5 |
|
0.382 |
490-1 |
|
LOW |
479-0 |
|
0.618 |
460-7 |
|
1.000 |
449-6 |
|
1.618 |
431-5 |
|
2.618 |
402-3 |
|
4.250 |
354-6 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
498-2 |
495-5 |
| PP |
495-7 |
490-6 |
| S1 |
493-5 |
485-7 |
|