CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
440-0 |
439-0 |
-1-0 |
-0.2% |
440-4 |
| High |
442-0 |
440-0 |
-2-0 |
-0.5% |
446-2 |
| Low |
439-4 |
430-2 |
-9-2 |
-2.1% |
437-4 |
| Close |
440-0 |
430-6 |
-9-2 |
-2.1% |
440-0 |
| Range |
2-4 |
9-6 |
7-2 |
290.0% |
8-6 |
| ATR |
7-5 |
7-7 |
0-1 |
1.9% |
0-0 |
| Volume |
145,523 |
114,537 |
-30,986 |
-21.3% |
613,621 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462-7 |
456-5 |
436-1 |
|
| R3 |
453-1 |
446-7 |
433-3 |
|
| R2 |
443-3 |
443-3 |
432-4 |
|
| R1 |
437-1 |
437-1 |
431-5 |
435-3 |
| PP |
433-5 |
433-5 |
433-5 |
432-6 |
| S1 |
427-3 |
427-3 |
429-7 |
425-5 |
| S2 |
423-7 |
423-7 |
429-0 |
|
| S3 |
414-1 |
417-5 |
428-1 |
|
| S4 |
404-3 |
407-7 |
425-3 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467-4 |
462-4 |
444-6 |
|
| R3 |
458-6 |
453-6 |
442-3 |
|
| R2 |
450-0 |
450-0 |
441-5 |
|
| R1 |
445-0 |
445-0 |
440-6 |
443-1 |
| PP |
441-2 |
441-2 |
441-2 |
440-2 |
| S1 |
436-2 |
436-2 |
439-2 |
434-3 |
| S2 |
432-4 |
432-4 |
438-3 |
|
| S3 |
423-6 |
427-4 |
437-5 |
|
| S4 |
415-0 |
418-6 |
435-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
446-2 |
430-2 |
16-0 |
3.7% |
6-6 |
1.6% |
3% |
False |
True |
122,974 |
| 10 |
447-6 |
430-2 |
17-4 |
4.1% |
6-6 |
1.6% |
3% |
False |
True |
117,865 |
| 20 |
449-6 |
430-2 |
19-4 |
4.5% |
6-7 |
1.6% |
3% |
False |
True |
122,512 |
| 40 |
493-6 |
430-2 |
63-4 |
14.7% |
8-5 |
2.0% |
1% |
False |
True |
118,024 |
| 60 |
508-2 |
430-2 |
78-0 |
18.1% |
10-4 |
2.4% |
1% |
False |
True |
133,836 |
| 80 |
528-2 |
430-2 |
98-0 |
22.8% |
10-5 |
2.5% |
1% |
False |
True |
130,957 |
| 100 |
571-0 |
430-2 |
140-6 |
32.7% |
11-2 |
2.6% |
0% |
False |
True |
125,754 |
| 120 |
573-4 |
430-2 |
143-2 |
33.3% |
11-4 |
2.7% |
0% |
False |
True |
118,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-4 |
|
2.618 |
465-4 |
|
1.618 |
455-6 |
|
1.000 |
449-6 |
|
0.618 |
446-0 |
|
HIGH |
440-0 |
|
0.618 |
436-2 |
|
0.500 |
435-1 |
|
0.382 |
434-0 |
|
LOW |
430-2 |
|
0.618 |
424-2 |
|
1.000 |
420-4 |
|
1.618 |
414-4 |
|
2.618 |
404-6 |
|
4.250 |
388-6 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
435-1 |
437-3 |
| PP |
433-5 |
435-1 |
| S1 |
432-2 |
433-0 |
|