CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
417-0 |
422-2 |
5-2 |
1.3% |
421-4 |
| High |
424-0 |
426-6 |
2-6 |
0.6% |
426-6 |
| Low |
416-6 |
420-4 |
3-6 |
0.9% |
410-6 |
| Close |
423-0 |
422-2 |
-0-6 |
-0.2% |
422-2 |
| Range |
7-2 |
6-2 |
-1-0 |
-13.8% |
16-0 |
| ATR |
7-2 |
7-2 |
-0-1 |
-1.0% |
0-0 |
| Volume |
184,359 |
191,252 |
6,893 |
3.7% |
957,834 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441-7 |
438-3 |
425-6 |
|
| R3 |
435-5 |
432-1 |
424-0 |
|
| R2 |
429-3 |
429-3 |
423-3 |
|
| R1 |
425-7 |
425-7 |
422-7 |
425-3 |
| PP |
423-1 |
423-1 |
423-1 |
423-0 |
| S1 |
419-5 |
419-5 |
421-5 |
419-1 |
| S2 |
416-7 |
416-7 |
421-1 |
|
| S3 |
410-5 |
413-3 |
420-4 |
|
| S4 |
404-3 |
407-1 |
418-6 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467-7 |
461-1 |
431-0 |
|
| R3 |
451-7 |
445-1 |
426-5 |
|
| R2 |
435-7 |
435-7 |
425-1 |
|
| R1 |
429-1 |
429-1 |
423-6 |
432-4 |
| PP |
419-7 |
419-7 |
419-7 |
421-5 |
| S1 |
413-1 |
413-1 |
420-6 |
416-4 |
| S2 |
403-7 |
403-7 |
419-3 |
|
| S3 |
387-7 |
397-1 |
417-7 |
|
| S4 |
371-7 |
381-1 |
413-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
426-6 |
410-6 |
16-0 |
3.8% |
7-3 |
1.7% |
72% |
True |
False |
191,566 |
| 10 |
438-0 |
410-6 |
27-2 |
6.5% |
7-4 |
1.8% |
42% |
False |
False |
199,936 |
| 20 |
440-0 |
410-6 |
29-2 |
6.9% |
7-0 |
1.6% |
39% |
False |
False |
199,304 |
| 40 |
462-0 |
410-6 |
51-2 |
12.1% |
7-2 |
1.7% |
22% |
False |
False |
160,453 |
| 60 |
493-6 |
410-6 |
83-0 |
19.7% |
8-0 |
1.9% |
14% |
False |
False |
145,279 |
| 80 |
508-2 |
410-6 |
97-4 |
23.1% |
9-4 |
2.3% |
12% |
False |
False |
150,610 |
| 100 |
528-2 |
410-6 |
117-4 |
27.8% |
10-0 |
2.4% |
10% |
False |
False |
144,392 |
| 120 |
571-0 |
410-6 |
160-2 |
38.0% |
10-4 |
2.5% |
7% |
False |
False |
137,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
453-2 |
|
2.618 |
443-1 |
|
1.618 |
436-7 |
|
1.000 |
433-0 |
|
0.618 |
430-5 |
|
HIGH |
426-6 |
|
0.618 |
424-3 |
|
0.500 |
423-5 |
|
0.382 |
422-7 |
|
LOW |
420-4 |
|
0.618 |
416-5 |
|
1.000 |
414-2 |
|
1.618 |
410-3 |
|
2.618 |
404-1 |
|
4.250 |
394-0 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
423-5 |
421-6 |
| PP |
423-1 |
421-3 |
| S1 |
422-6 |
420-7 |
|