CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
427-2 |
434-2 |
7-0 |
1.6% |
426-2 |
| High |
437-2 |
438-0 |
0-6 |
0.2% |
429-4 |
| Low |
427-2 |
430-2 |
3-0 |
0.7% |
415-4 |
| Close |
434-6 |
432-2 |
-2-4 |
-0.6% |
426-6 |
| Range |
10-0 |
7-6 |
-2-2 |
-22.5% |
14-0 |
| ATR |
7-2 |
7-3 |
0-0 |
0.4% |
0-0 |
| Volume |
256,555 |
176,527 |
-80,028 |
-31.2% |
1,141,809 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-6 |
452-2 |
436-4 |
|
| R3 |
449-0 |
444-4 |
434-3 |
|
| R2 |
441-2 |
441-2 |
433-5 |
|
| R1 |
436-6 |
436-6 |
433-0 |
435-1 |
| PP |
433-4 |
433-4 |
433-4 |
432-6 |
| S1 |
429-0 |
429-0 |
431-4 |
427-3 |
| S2 |
425-6 |
425-6 |
430-7 |
|
| S3 |
418-0 |
421-2 |
430-1 |
|
| S4 |
410-2 |
413-4 |
428-0 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465-7 |
460-3 |
434-4 |
|
| R3 |
451-7 |
446-3 |
430-5 |
|
| R2 |
437-7 |
437-7 |
429-3 |
|
| R1 |
432-3 |
432-3 |
428-0 |
435-1 |
| PP |
423-7 |
423-7 |
423-7 |
425-2 |
| S1 |
418-3 |
418-3 |
425-4 |
421-1 |
| S2 |
409-7 |
409-7 |
424-1 |
|
| S3 |
395-7 |
404-3 |
422-7 |
|
| S4 |
381-7 |
390-3 |
419-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
438-0 |
415-4 |
22-4 |
5.2% |
8-2 |
1.9% |
74% |
True |
False |
248,865 |
| 10 |
438-0 |
415-4 |
22-4 |
5.2% |
6-5 |
1.5% |
74% |
True |
False |
210,732 |
| 20 |
447-6 |
415-4 |
32-2 |
7.5% |
6-5 |
1.5% |
52% |
False |
False |
169,819 |
| 40 |
463-2 |
415-4 |
47-6 |
11.0% |
7-2 |
1.7% |
35% |
False |
False |
142,538 |
| 60 |
508-2 |
415-4 |
92-6 |
21.5% |
9-1 |
2.1% |
18% |
False |
False |
141,998 |
| 80 |
508-2 |
415-4 |
92-6 |
21.5% |
9-6 |
2.3% |
18% |
False |
False |
142,844 |
| 100 |
551-0 |
415-4 |
135-4 |
31.3% |
10-3 |
2.4% |
12% |
False |
False |
138,312 |
| 120 |
573-4 |
415-4 |
158-0 |
36.6% |
11-0 |
2.5% |
11% |
False |
False |
130,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
471-0 |
|
2.618 |
458-2 |
|
1.618 |
450-4 |
|
1.000 |
445-6 |
|
0.618 |
442-6 |
|
HIGH |
438-0 |
|
0.618 |
435-0 |
|
0.500 |
434-1 |
|
0.382 |
433-2 |
|
LOW |
430-2 |
|
0.618 |
425-4 |
|
1.000 |
422-4 |
|
1.618 |
417-6 |
|
2.618 |
410-0 |
|
4.250 |
397-2 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
434-1 |
430-3 |
| PP |
433-4 |
428-5 |
| S1 |
432-7 |
426-6 |
|