CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
461-0 |
468-4 |
7-4 |
1.6% |
491-0 |
| High |
469-0 |
471-0 |
2-0 |
0.4% |
493-6 |
| Low |
460-2 |
461-6 |
1-4 |
0.3% |
457-0 |
| Close |
468-2 |
463-4 |
-4-6 |
-1.0% |
468-2 |
| Range |
8-6 |
9-2 |
0-4 |
5.7% |
36-6 |
| ATR |
14-0 |
13-5 |
-0-3 |
-2.4% |
0-0 |
| Volume |
128,939 |
96,575 |
-32,364 |
-25.1% |
518,200 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493-1 |
487-5 |
468-5 |
|
| R3 |
483-7 |
478-3 |
466-0 |
|
| R2 |
474-5 |
474-5 |
465-2 |
|
| R1 |
469-1 |
469-1 |
464-3 |
467-2 |
| PP |
465-3 |
465-3 |
465-3 |
464-4 |
| S1 |
459-7 |
459-7 |
462-5 |
458-0 |
| S2 |
456-1 |
456-1 |
461-6 |
|
| S3 |
446-7 |
450-5 |
461-0 |
|
| S4 |
437-5 |
441-3 |
458-3 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-2 |
562-4 |
488-4 |
|
| R3 |
546-4 |
525-6 |
478-3 |
|
| R2 |
509-6 |
509-6 |
475-0 |
|
| R1 |
489-0 |
489-0 |
471-5 |
481-0 |
| PP |
473-0 |
473-0 |
473-0 |
469-0 |
| S1 |
452-2 |
452-2 |
464-7 |
444-2 |
| S2 |
436-2 |
436-2 |
461-4 |
|
| S3 |
399-4 |
415-4 |
458-1 |
|
| S4 |
362-6 |
378-6 |
448-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
493-6 |
457-0 |
36-6 |
7.9% |
12-4 |
2.7% |
18% |
False |
False |
122,955 |
| 10 |
508-2 |
457-0 |
51-2 |
11.1% |
13-7 |
3.0% |
13% |
False |
False |
146,953 |
| 20 |
508-2 |
445-6 |
62-4 |
13.5% |
15-1 |
3.3% |
28% |
False |
False |
162,944 |
| 40 |
518-4 |
445-6 |
72-6 |
15.7% |
12-2 |
2.6% |
24% |
False |
False |
142,016 |
| 60 |
571-0 |
445-6 |
125-2 |
27.0% |
12-7 |
2.8% |
14% |
False |
False |
134,728 |
| 80 |
573-4 |
445-6 |
127-6 |
27.6% |
12-6 |
2.8% |
14% |
False |
False |
121,317 |
| 100 |
573-4 |
445-6 |
127-6 |
27.6% |
12-6 |
2.8% |
14% |
False |
False |
110,617 |
| 120 |
573-6 |
445-6 |
128-0 |
27.6% |
12-5 |
2.7% |
14% |
False |
False |
101,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
510-2 |
|
2.618 |
495-2 |
|
1.618 |
486-0 |
|
1.000 |
480-2 |
|
0.618 |
476-6 |
|
HIGH |
471-0 |
|
0.618 |
467-4 |
|
0.500 |
466-3 |
|
0.382 |
465-2 |
|
LOW |
461-6 |
|
0.618 |
456-0 |
|
1.000 |
452-4 |
|
1.618 |
446-6 |
|
2.618 |
437-4 |
|
4.250 |
422-4 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
466-3 |
464-0 |
| PP |
465-3 |
463-7 |
| S1 |
464-4 |
463-5 |
|