CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
459-4 |
450-0 |
-9-4 |
-2.1% |
457-4 |
| High |
460-0 |
455-0 |
-5-0 |
-1.1% |
468-4 |
| Low |
450-4 |
448-2 |
-2-2 |
-0.5% |
450-4 |
| Close |
451-0 |
453-2 |
2-2 |
0.5% |
451-0 |
| Range |
9-4 |
6-6 |
-2-6 |
-28.9% |
18-0 |
| ATR |
11-5 |
11-2 |
-0-3 |
-3.0% |
0-0 |
| Volume |
118,125 |
117,384 |
-741 |
-0.6% |
551,785 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472-3 |
469-5 |
457-0 |
|
| R3 |
465-5 |
462-7 |
455-1 |
|
| R2 |
458-7 |
458-7 |
454-4 |
|
| R1 |
456-1 |
456-1 |
453-7 |
457-4 |
| PP |
452-1 |
452-1 |
452-1 |
452-7 |
| S1 |
449-3 |
449-3 |
452-5 |
450-6 |
| S2 |
445-3 |
445-3 |
452-0 |
|
| S3 |
438-5 |
442-5 |
451-3 |
|
| S4 |
431-7 |
435-7 |
449-4 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
510-5 |
498-7 |
460-7 |
|
| R3 |
492-5 |
480-7 |
456-0 |
|
| R2 |
474-5 |
474-5 |
454-2 |
|
| R1 |
462-7 |
462-7 |
452-5 |
459-6 |
| PP |
456-5 |
456-5 |
456-5 |
455-1 |
| S1 |
444-7 |
444-7 |
449-3 |
441-6 |
| S2 |
438-5 |
438-5 |
447-6 |
|
| S3 |
420-5 |
426-7 |
446-0 |
|
| S4 |
402-5 |
408-7 |
441-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
468-4 |
448-2 |
20-2 |
4.5% |
8-7 |
2.0% |
25% |
False |
True |
114,784 |
| 10 |
473-4 |
448-2 |
25-2 |
5.6% |
9-2 |
2.0% |
20% |
False |
True |
118,734 |
| 20 |
508-2 |
448-2 |
60-0 |
13.2% |
11-4 |
2.5% |
8% |
False |
True |
132,844 |
| 40 |
508-2 |
445-6 |
62-4 |
13.8% |
12-0 |
2.7% |
12% |
False |
False |
141,859 |
| 60 |
541-0 |
445-6 |
95-2 |
21.0% |
12-3 |
2.7% |
8% |
False |
False |
137,833 |
| 80 |
573-4 |
445-6 |
127-6 |
28.2% |
12-4 |
2.8% |
6% |
False |
False |
126,137 |
| 100 |
573-4 |
445-6 |
127-6 |
28.2% |
12-3 |
2.7% |
6% |
False |
False |
116,035 |
| 120 |
573-4 |
445-6 |
127-6 |
28.2% |
12-3 |
2.7% |
6% |
False |
False |
106,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
483-6 |
|
2.618 |
472-5 |
|
1.618 |
465-7 |
|
1.000 |
461-6 |
|
0.618 |
459-1 |
|
HIGH |
455-0 |
|
0.618 |
452-3 |
|
0.500 |
451-5 |
|
0.382 |
450-7 |
|
LOW |
448-2 |
|
0.618 |
444-1 |
|
1.000 |
441-4 |
|
1.618 |
437-3 |
|
2.618 |
430-5 |
|
4.250 |
419-4 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
452-6 |
455-6 |
| PP |
452-1 |
454-7 |
| S1 |
451-5 |
454-1 |
|