CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
439-4 |
442-6 |
3-2 |
0.7% |
452-4 |
| High |
443-6 |
449-4 |
5-6 |
1.3% |
462-0 |
| Low |
438-6 |
441-4 |
2-6 |
0.6% |
435-0 |
| Close |
443-2 |
449-2 |
6-0 |
1.4% |
443-2 |
| Range |
5-0 |
8-0 |
3-0 |
60.0% |
27-0 |
| ATR |
9-7 |
9-6 |
-0-1 |
-1.4% |
0-0 |
| Volume |
97,170 |
80,706 |
-16,464 |
-16.9% |
698,169 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
470-6 |
468-0 |
453-5 |
|
| R3 |
462-6 |
460-0 |
451-4 |
|
| R2 |
454-6 |
454-6 |
450-6 |
|
| R1 |
452-0 |
452-0 |
450-0 |
453-3 |
| PP |
446-6 |
446-6 |
446-6 |
447-4 |
| S1 |
444-0 |
444-0 |
448-4 |
445-3 |
| S2 |
438-6 |
438-6 |
447-6 |
|
| S3 |
430-6 |
436-0 |
447-0 |
|
| S4 |
422-6 |
428-0 |
444-7 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527-6 |
512-4 |
458-1 |
|
| R3 |
500-6 |
485-4 |
450-5 |
|
| R2 |
473-6 |
473-6 |
448-2 |
|
| R1 |
458-4 |
458-4 |
445-6 |
452-5 |
| PP |
446-6 |
446-6 |
446-6 |
443-6 |
| S1 |
431-4 |
431-4 |
440-6 |
425-5 |
| S2 |
419-6 |
419-6 |
438-2 |
|
| S3 |
392-6 |
404-4 |
435-7 |
|
| S4 |
365-6 |
377-4 |
428-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
449-4 |
435-0 |
14-4 |
3.2% |
6-7 |
1.5% |
98% |
True |
False |
136,509 |
| 10 |
462-0 |
435-0 |
27-0 |
6.0% |
8-5 |
1.9% |
53% |
False |
False |
115,117 |
| 20 |
473-4 |
435-0 |
38-4 |
8.6% |
8-7 |
2.0% |
37% |
False |
False |
116,925 |
| 40 |
508-2 |
435-0 |
73-2 |
16.3% |
12-0 |
2.7% |
19% |
False |
False |
139,935 |
| 60 |
518-4 |
435-0 |
83-4 |
18.6% |
11-1 |
2.5% |
17% |
False |
False |
133,653 |
| 80 |
571-0 |
435-0 |
136-0 |
30.3% |
11-7 |
2.6% |
10% |
False |
False |
130,277 |
| 100 |
573-4 |
435-0 |
138-4 |
30.8% |
12-0 |
2.7% |
10% |
False |
False |
120,439 |
| 120 |
573-4 |
435-0 |
138-4 |
30.8% |
12-1 |
2.7% |
10% |
False |
False |
111,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
483-4 |
|
2.618 |
470-4 |
|
1.618 |
462-4 |
|
1.000 |
457-4 |
|
0.618 |
454-4 |
|
HIGH |
449-4 |
|
0.618 |
446-4 |
|
0.500 |
445-4 |
|
0.382 |
444-4 |
|
LOW |
441-4 |
|
0.618 |
436-4 |
|
1.000 |
433-4 |
|
1.618 |
428-4 |
|
2.618 |
420-4 |
|
4.250 |
407-4 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
448-0 |
447-3 |
| PP |
446-6 |
445-5 |
| S1 |
445-4 |
443-6 |
|