CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
538-4 |
549-0 |
10-4 |
1.9% |
551-2 |
| High |
551-0 |
571-0 |
20-0 |
3.6% |
554-2 |
| Low |
536-0 |
547-0 |
11-0 |
2.1% |
529-0 |
| Close |
550-4 |
570-4 |
20-0 |
3.6% |
533-0 |
| Range |
15-0 |
24-0 |
9-0 |
60.0% |
25-2 |
| ATR |
13-3 |
14-1 |
0-6 |
5.7% |
0-0 |
| Volume |
93,313 |
135,742 |
42,429 |
45.5% |
417,379 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634-7 |
626-5 |
583-6 |
|
| R3 |
610-7 |
602-5 |
577-1 |
|
| R2 |
586-7 |
586-7 |
574-7 |
|
| R1 |
578-5 |
578-5 |
572-6 |
582-6 |
| PP |
562-7 |
562-7 |
562-7 |
564-7 |
| S1 |
554-5 |
554-5 |
568-2 |
558-6 |
| S2 |
538-7 |
538-7 |
566-1 |
|
| S3 |
514-7 |
530-5 |
563-7 |
|
| S4 |
490-7 |
506-5 |
557-2 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-4 |
599-0 |
546-7 |
|
| R3 |
589-2 |
573-6 |
540-0 |
|
| R2 |
564-0 |
564-0 |
537-5 |
|
| R1 |
548-4 |
548-4 |
535-3 |
543-5 |
| PP |
538-6 |
538-6 |
538-6 |
536-2 |
| S1 |
523-2 |
523-2 |
530-5 |
518-3 |
| S2 |
513-4 |
513-4 |
528-3 |
|
| S3 |
488-2 |
498-0 |
526-0 |
|
| S4 |
463-0 |
472-6 |
519-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
571-0 |
525-6 |
45-2 |
7.9% |
14-2 |
2.5% |
99% |
True |
False |
97,639 |
| 10 |
571-0 |
525-6 |
45-2 |
7.9% |
13-7 |
2.4% |
99% |
True |
False |
85,772 |
| 20 |
573-4 |
519-2 |
54-2 |
9.5% |
13-6 |
2.4% |
94% |
False |
False |
86,602 |
| 40 |
573-4 |
512-0 |
61-4 |
10.8% |
13-0 |
2.3% |
95% |
False |
False |
79,168 |
| 60 |
573-6 |
512-0 |
61-6 |
10.8% |
12-7 |
2.3% |
95% |
False |
False |
71,925 |
| 80 |
573-6 |
512-0 |
61-6 |
10.8% |
11-5 |
2.0% |
95% |
False |
False |
62,241 |
| 100 |
596-4 |
512-0 |
84-4 |
14.8% |
11-0 |
1.9% |
69% |
False |
False |
54,742 |
| 120 |
605-0 |
512-0 |
93-0 |
16.3% |
10-5 |
1.9% |
63% |
False |
False |
48,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673-0 |
|
2.618 |
633-7 |
|
1.618 |
609-7 |
|
1.000 |
595-0 |
|
0.618 |
585-7 |
|
HIGH |
571-0 |
|
0.618 |
561-7 |
|
0.500 |
559-0 |
|
0.382 |
556-1 |
|
LOW |
547-0 |
|
0.618 |
532-1 |
|
1.000 |
523-0 |
|
1.618 |
508-1 |
|
2.618 |
484-1 |
|
4.250 |
445-0 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
566-5 |
563-1 |
| PP |
562-7 |
555-6 |
| S1 |
559-0 |
548-3 |
|