CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
442-4 |
440-4 |
-2-0 |
-0.5% |
432-6 |
| High |
447-6 |
444-4 |
-3-2 |
-0.7% |
447-6 |
| Low |
440-6 |
438-0 |
-2-6 |
-0.6% |
432-0 |
| Close |
441-4 |
444-0 |
2-4 |
0.6% |
441-4 |
| Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
15-6 |
| ATR |
8-3 |
8-2 |
-0-1 |
-1.6% |
0-0 |
| Volume |
109,641 |
113,287 |
3,646 |
3.3% |
546,373 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
461-5 |
459-3 |
447-5 |
|
| R3 |
455-1 |
452-7 |
445-6 |
|
| R2 |
448-5 |
448-5 |
445-2 |
|
| R1 |
446-3 |
446-3 |
444-5 |
447-4 |
| PP |
442-1 |
442-1 |
442-1 |
442-6 |
| S1 |
439-7 |
439-7 |
443-3 |
441-0 |
| S2 |
435-5 |
435-5 |
442-6 |
|
| S3 |
429-1 |
433-3 |
442-2 |
|
| S4 |
422-5 |
426-7 |
440-3 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487-5 |
480-3 |
450-1 |
|
| R3 |
471-7 |
464-5 |
445-7 |
|
| R2 |
456-1 |
456-1 |
444-3 |
|
| R1 |
448-7 |
448-7 |
443-0 |
452-4 |
| PP |
440-3 |
440-3 |
440-3 |
442-2 |
| S1 |
433-1 |
433-1 |
440-0 |
436-6 |
| S2 |
424-5 |
424-5 |
438-5 |
|
| S3 |
408-7 |
417-3 |
437-1 |
|
| S4 |
393-1 |
401-5 |
432-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
447-6 |
436-0 |
11-6 |
2.6% |
6-6 |
1.5% |
68% |
False |
False |
112,756 |
| 10 |
449-6 |
432-0 |
17-6 |
4.0% |
7-0 |
1.6% |
68% |
False |
False |
115,282 |
| 20 |
462-0 |
432-0 |
30-0 |
6.8% |
7-6 |
1.8% |
40% |
False |
False |
115,199 |
| 40 |
508-2 |
432-0 |
76-2 |
17.2% |
9-5 |
2.2% |
16% |
False |
False |
124,021 |
| 60 |
508-2 |
432-0 |
76-2 |
17.2% |
10-5 |
2.4% |
16% |
False |
False |
132,973 |
| 80 |
541-0 |
432-0 |
109-0 |
24.5% |
11-2 |
2.5% |
11% |
False |
False |
132,175 |
| 100 |
573-4 |
432-0 |
141-4 |
31.9% |
11-5 |
2.6% |
8% |
False |
False |
123,950 |
| 120 |
573-4 |
432-0 |
141-4 |
31.9% |
11-5 |
2.6% |
8% |
False |
False |
115,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
472-1 |
|
2.618 |
461-4 |
|
1.618 |
455-0 |
|
1.000 |
451-0 |
|
0.618 |
448-4 |
|
HIGH |
444-4 |
|
0.618 |
442-0 |
|
0.500 |
441-2 |
|
0.382 |
440-4 |
|
LOW |
438-0 |
|
0.618 |
434-0 |
|
1.000 |
431-4 |
|
1.618 |
427-4 |
|
2.618 |
421-0 |
|
4.250 |
410-3 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
443-1 |
443-5 |
| PP |
442-1 |
443-2 |
| S1 |
441-2 |
442-7 |
|