CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
448-2 |
454-4 |
6-2 |
1.4% |
457-4 |
| High |
456-6 |
457-6 |
1-0 |
0.2% |
468-4 |
| Low |
448-2 |
451-0 |
2-6 |
0.6% |
450-4 |
| Close |
454-6 |
456-6 |
2-0 |
0.4% |
451-0 |
| Range |
8-4 |
6-6 |
-1-6 |
-20.6% |
18-0 |
| ATR |
10-7 |
10-5 |
-0-2 |
-2.7% |
0-0 |
| Volume |
102,415 |
102,257 |
-158 |
-0.2% |
551,785 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-3 |
472-7 |
460-4 |
|
| R3 |
468-5 |
466-1 |
458-5 |
|
| R2 |
461-7 |
461-7 |
458-0 |
|
| R1 |
459-3 |
459-3 |
457-3 |
460-5 |
| PP |
455-1 |
455-1 |
455-1 |
455-6 |
| S1 |
452-5 |
452-5 |
456-1 |
453-7 |
| S2 |
448-3 |
448-3 |
455-4 |
|
| S3 |
441-5 |
445-7 |
454-7 |
|
| S4 |
434-7 |
439-1 |
453-0 |
|
|
| 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 |
460-0 |
448-0 |
12-0 |
2.6% |
8-1 |
1.8% |
73% |
False |
False |
105,194 |
| 10 |
468-4 |
448-0 |
20-4 |
4.5% |
8-3 |
1.8% |
43% |
False |
False |
116,093 |
| 20 |
493-6 |
448-0 |
45-6 |
10.0% |
9-6 |
2.1% |
19% |
False |
False |
117,617 |
| 40 |
508-2 |
445-6 |
62-4 |
13.7% |
12-1 |
2.6% |
18% |
False |
False |
141,735 |
| 60 |
528-2 |
445-6 |
82-4 |
18.1% |
12-0 |
2.6% |
13% |
False |
False |
134,582 |
| 80 |
571-0 |
445-6 |
125-2 |
27.4% |
12-2 |
2.7% |
9% |
False |
False |
126,363 |
| 100 |
573-4 |
445-6 |
127-6 |
28.0% |
12-2 |
2.7% |
9% |
False |
False |
116,994 |
| 120 |
573-4 |
445-6 |
127-6 |
28.0% |
12-3 |
2.7% |
9% |
False |
False |
107,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
486-4 |
|
2.618 |
475-3 |
|
1.618 |
468-5 |
|
1.000 |
464-4 |
|
0.618 |
461-7 |
|
HIGH |
457-6 |
|
0.618 |
455-1 |
|
0.500 |
454-3 |
|
0.382 |
453-5 |
|
LOW |
451-0 |
|
0.618 |
446-7 |
|
1.000 |
444-2 |
|
1.618 |
440-1 |
|
2.618 |
433-3 |
|
4.250 |
422-2 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
456-0 |
455-4 |
| PP |
455-1 |
454-1 |
| S1 |
454-3 |
452-7 |
|