CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
438-6 |
438-6 |
0-0 |
0.0% |
450-0 |
| High |
441-0 |
443-6 |
2-6 |
0.6% |
459-0 |
| Low |
435-0 |
438-0 |
3-0 |
0.7% |
448-0 |
| Close |
439-0 |
439-2 |
0-2 |
0.1% |
454-0 |
| Range |
6-0 |
5-6 |
-0-2 |
-4.2% |
11-0 |
| ATR |
10-5 |
10-2 |
-0-3 |
-3.3% |
0-0 |
| Volume |
162,610 |
110,682 |
-51,928 |
-31.9% |
489,681 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457-5 |
454-1 |
442-3 |
|
| R3 |
451-7 |
448-3 |
440-7 |
|
| R2 |
446-1 |
446-1 |
440-2 |
|
| R1 |
442-5 |
442-5 |
439-6 |
444-3 |
| PP |
440-3 |
440-3 |
440-3 |
441-2 |
| S1 |
436-7 |
436-7 |
438-6 |
438-5 |
| S2 |
434-5 |
434-5 |
438-2 |
|
| S3 |
428-7 |
431-1 |
437-5 |
|
| S4 |
423-1 |
425-3 |
436-1 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-5 |
481-3 |
460-0 |
|
| R3 |
475-5 |
470-3 |
457-0 |
|
| R2 |
464-5 |
464-5 |
456-0 |
|
| R1 |
459-3 |
459-3 |
455-0 |
462-0 |
| PP |
453-5 |
453-5 |
453-5 |
455-0 |
| S1 |
448-3 |
448-3 |
453-0 |
451-0 |
| S2 |
442-5 |
442-5 |
452-0 |
|
| S3 |
431-5 |
437-3 |
451-0 |
|
| S4 |
420-5 |
426-3 |
448-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
462-0 |
435-0 |
27-0 |
6.1% |
9-6 |
2.2% |
16% |
False |
False |
136,566 |
| 10 |
462-0 |
435-0 |
27-0 |
6.1% |
8-7 |
2.0% |
16% |
False |
False |
120,880 |
| 20 |
473-4 |
435-0 |
38-4 |
8.8% |
9-1 |
2.1% |
11% |
False |
False |
119,307 |
| 40 |
508-2 |
435-0 |
73-2 |
16.7% |
12-1 |
2.8% |
6% |
False |
False |
142,671 |
| 60 |
528-2 |
435-0 |
93-2 |
21.2% |
11-4 |
2.6% |
5% |
False |
False |
136,013 |
| 80 |
571-0 |
435-0 |
136-0 |
31.0% |
12-0 |
2.7% |
3% |
False |
False |
130,230 |
| 100 |
573-4 |
435-0 |
138-4 |
31.5% |
12-0 |
2.7% |
3% |
False |
False |
120,190 |
| 120 |
573-4 |
435-0 |
138-4 |
31.5% |
12-2 |
2.8% |
3% |
False |
False |
110,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
468-2 |
|
2.618 |
458-6 |
|
1.618 |
453-0 |
|
1.000 |
449-4 |
|
0.618 |
447-2 |
|
HIGH |
443-6 |
|
0.618 |
441-4 |
|
0.500 |
440-7 |
|
0.382 |
440-2 |
|
LOW |
438-0 |
|
0.618 |
434-4 |
|
1.000 |
432-2 |
|
1.618 |
428-6 |
|
2.618 |
423-0 |
|
4.250 |
413-4 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
440-7 |
439-7 |
| PP |
440-3 |
439-5 |
| S1 |
439-6 |
439-4 |
|