CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
448-4 |
441-4 |
-7-0 |
-1.6% |
452-4 |
| High |
449-6 |
447-0 |
-2-6 |
-0.6% |
462-0 |
| Low |
439-6 |
440-4 |
0-6 |
0.2% |
435-0 |
| Close |
441-6 |
443-4 |
1-6 |
0.4% |
443-2 |
| Range |
10-0 |
6-4 |
-3-4 |
-35.0% |
27-0 |
| ATR |
9-6 |
9-4 |
-0-2 |
-2.4% |
0-0 |
| Volume |
148,378 |
127,958 |
-20,420 |
-13.8% |
698,169 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
463-1 |
459-7 |
447-1 |
|
| R3 |
456-5 |
453-3 |
445-2 |
|
| R2 |
450-1 |
450-1 |
444-6 |
|
| R1 |
446-7 |
446-7 |
444-1 |
448-4 |
| PP |
443-5 |
443-5 |
443-5 |
444-4 |
| S1 |
440-3 |
440-3 |
442-7 |
442-0 |
| S2 |
437-1 |
437-1 |
442-2 |
|
| S3 |
430-5 |
433-7 |
441-6 |
|
| S4 |
424-1 |
427-3 |
439-7 |
|
|
| 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 |
449-6 |
438-0 |
11-6 |
2.6% |
7-0 |
1.6% |
47% |
False |
False |
112,978 |
| 10 |
462-0 |
435-0 |
27-0 |
6.1% |
8-4 |
1.9% |
31% |
False |
False |
123,930 |
| 20 |
472-6 |
435-0 |
37-6 |
8.5% |
9-0 |
2.0% |
23% |
False |
False |
120,422 |
| 40 |
508-2 |
435-0 |
73-2 |
16.5% |
11-2 |
2.5% |
12% |
False |
False |
136,621 |
| 60 |
515-0 |
435-0 |
80-0 |
18.0% |
11-0 |
2.5% |
11% |
False |
False |
134,956 |
| 80 |
571-0 |
435-0 |
136-0 |
30.7% |
11-6 |
2.7% |
6% |
False |
False |
131,786 |
| 100 |
573-4 |
435-0 |
138-4 |
31.2% |
12-0 |
2.7% |
6% |
False |
False |
122,020 |
| 120 |
573-4 |
435-0 |
138-4 |
31.2% |
12-1 |
2.7% |
6% |
False |
False |
113,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
474-5 |
|
2.618 |
464-0 |
|
1.618 |
457-4 |
|
1.000 |
453-4 |
|
0.618 |
451-0 |
|
HIGH |
447-0 |
|
0.618 |
444-4 |
|
0.500 |
443-6 |
|
0.382 |
443-0 |
|
LOW |
440-4 |
|
0.618 |
436-4 |
|
1.000 |
434-0 |
|
1.618 |
430-0 |
|
2.618 |
423-4 |
|
4.250 |
412-7 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
443-6 |
444-6 |
| PP |
443-5 |
444-3 |
| S1 |
443-5 |
443-7 |
|