CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
417-4 |
417-0 |
-0-4 |
-0.1% |
427-2 |
| High |
419-0 |
424-0 |
5-0 |
1.2% |
438-0 |
| Low |
415-0 |
416-6 |
1-6 |
0.4% |
421-4 |
| Close |
417-0 |
423-0 |
6-0 |
1.4% |
422-0 |
| Range |
4-0 |
7-2 |
3-2 |
81.3% |
16-4 |
| ATR |
7-2 |
7-2 |
0-0 |
0.0% |
0-0 |
| Volume |
146,175 |
184,359 |
38,184 |
26.1% |
1,041,533 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
443-0 |
440-2 |
427-0 |
|
| R3 |
435-6 |
433-0 |
425-0 |
|
| R2 |
428-4 |
428-4 |
424-3 |
|
| R1 |
425-6 |
425-6 |
423-5 |
427-1 |
| PP |
421-2 |
421-2 |
421-2 |
422-0 |
| S1 |
418-4 |
418-4 |
422-3 |
419-7 |
| S2 |
414-0 |
414-0 |
421-5 |
|
| S3 |
406-6 |
411-2 |
421-0 |
|
| S4 |
399-4 |
404-0 |
419-0 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-5 |
465-7 |
431-1 |
|
| R3 |
460-1 |
449-3 |
426-4 |
|
| R2 |
443-5 |
443-5 |
425-0 |
|
| R1 |
432-7 |
432-7 |
423-4 |
430-0 |
| PP |
427-1 |
427-1 |
427-1 |
425-6 |
| S1 |
416-3 |
416-3 |
420-4 |
413-4 |
| S2 |
410-5 |
410-5 |
419-0 |
|
| S3 |
394-1 |
399-7 |
417-4 |
|
| S4 |
377-5 |
383-3 |
412-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
430-0 |
410-6 |
19-2 |
4.6% |
7-6 |
1.8% |
64% |
False |
False |
196,393 |
| 10 |
438-0 |
410-6 |
27-2 |
6.4% |
8-2 |
1.9% |
45% |
False |
False |
217,597 |
| 20 |
442-0 |
410-6 |
31-2 |
7.4% |
6-6 |
1.6% |
39% |
False |
False |
197,018 |
| 40 |
462-0 |
410-6 |
51-2 |
12.1% |
7-2 |
1.7% |
24% |
False |
False |
157,717 |
| 60 |
493-6 |
410-6 |
83-0 |
19.6% |
8-0 |
1.9% |
15% |
False |
False |
144,350 |
| 80 |
508-2 |
410-6 |
97-4 |
23.0% |
9-5 |
2.3% |
13% |
False |
False |
149,726 |
| 100 |
528-2 |
410-6 |
117-4 |
27.8% |
10-0 |
2.4% |
10% |
False |
False |
143,836 |
| 120 |
571-0 |
410-6 |
160-2 |
37.9% |
10-4 |
2.5% |
8% |
False |
False |
136,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
454-6 |
|
2.618 |
443-0 |
|
1.618 |
435-6 |
|
1.000 |
431-2 |
|
0.618 |
428-4 |
|
HIGH |
424-0 |
|
0.618 |
421-2 |
|
0.500 |
420-3 |
|
0.382 |
419-4 |
|
LOW |
416-6 |
|
0.618 |
412-2 |
|
1.000 |
409-4 |
|
1.618 |
405-0 |
|
2.618 |
397-6 |
|
4.250 |
386-0 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
422-1 |
421-1 |
| PP |
421-2 |
419-2 |
| S1 |
420-3 |
417-3 |
|