CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
421-4 |
425-4 |
4-0 |
0.9% |
422-4 |
| High |
430-0 |
426-2 |
-3-6 |
-0.9% |
426-4 |
| Low |
418-0 |
420-4 |
2-4 |
0.6% |
413-0 |
| Close |
425-4 |
422-6 |
-2-6 |
-0.6% |
415-2 |
| Range |
12-0 |
5-6 |
-6-2 |
-52.1% |
13-4 |
| ATR |
7-4 |
7-3 |
-0-1 |
-1.6% |
0-0 |
| Volume |
7,667 |
2,386 |
-5,281 |
-68.9% |
410,622 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-3 |
437-3 |
425-7 |
|
| R3 |
434-5 |
431-5 |
424-3 |
|
| R2 |
428-7 |
428-7 |
423-6 |
|
| R1 |
425-7 |
425-7 |
423-2 |
424-4 |
| PP |
423-1 |
423-1 |
423-1 |
422-4 |
| S1 |
420-1 |
420-1 |
422-2 |
418-6 |
| S2 |
417-3 |
417-3 |
421-6 |
|
| S3 |
411-5 |
414-3 |
421-1 |
|
| S4 |
405-7 |
408-5 |
419-5 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-6 |
450-4 |
422-5 |
|
| R3 |
445-2 |
437-0 |
419-0 |
|
| R2 |
431-6 |
431-6 |
417-6 |
|
| R1 |
423-4 |
423-4 |
416-4 |
420-7 |
| PP |
418-2 |
418-2 |
418-2 |
417-0 |
| S1 |
410-0 |
410-0 |
414-0 |
407-3 |
| S2 |
404-6 |
404-6 |
412-6 |
|
| S3 |
391-2 |
396-4 |
411-4 |
|
| S4 |
377-6 |
383-0 |
407-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
430-0 |
410-0 |
20-0 |
4.7% |
7-7 |
1.9% |
64% |
False |
False |
11,205 |
| 10 |
430-0 |
410-0 |
20-0 |
4.7% |
7-2 |
1.7% |
64% |
False |
False |
82,044 |
| 20 |
438-0 |
410-0 |
28-0 |
6.6% |
7-5 |
1.8% |
46% |
False |
False |
152,602 |
| 40 |
447-6 |
410-0 |
37-6 |
8.9% |
6-7 |
1.6% |
34% |
False |
False |
145,193 |
| 60 |
472-6 |
410-0 |
62-6 |
14.8% |
7-5 |
1.8% |
20% |
False |
False |
136,936 |
| 80 |
508-2 |
410-0 |
98-2 |
23.2% |
9-1 |
2.1% |
13% |
False |
False |
140,907 |
| 100 |
515-0 |
410-0 |
105-0 |
24.8% |
9-3 |
2.2% |
12% |
False |
False |
139,051 |
| 120 |
571-0 |
410-0 |
161-0 |
38.1% |
10-1 |
2.4% |
8% |
False |
False |
136,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
450-6 |
|
2.618 |
441-2 |
|
1.618 |
435-4 |
|
1.000 |
432-0 |
|
0.618 |
429-6 |
|
HIGH |
426-2 |
|
0.618 |
424-0 |
|
0.500 |
423-3 |
|
0.382 |
422-6 |
|
LOW |
420-4 |
|
0.618 |
417-0 |
|
1.000 |
414-6 |
|
1.618 |
411-2 |
|
2.618 |
405-4 |
|
4.250 |
396-0 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
423-3 |
422-5 |
| PP |
423-1 |
422-5 |
| S1 |
423-0 |
422-4 |
|