CME Corn Future December 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
549-0 |
568-0 |
19-0 |
3.5% |
551-2 |
High |
571-0 |
568-4 |
-2-4 |
-0.4% |
554-2 |
Low |
547-0 |
552-0 |
5-0 |
0.9% |
529-0 |
Close |
570-4 |
560-4 |
-10-0 |
-1.8% |
533-0 |
Range |
24-0 |
16-4 |
-7-4 |
-31.3% |
25-2 |
ATR |
14-1 |
14-4 |
0-2 |
2.2% |
0-0 |
Volume |
135,742 |
166,078 |
30,336 |
22.3% |
417,379 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-7 |
601-5 |
569-5 |
|
R3 |
593-3 |
585-1 |
565-0 |
|
R2 |
576-7 |
576-7 |
563-4 |
|
R1 |
568-5 |
568-5 |
562-0 |
564-4 |
PP |
560-3 |
560-3 |
560-3 |
558-2 |
S1 |
552-1 |
552-1 |
559-0 |
548-0 |
S2 |
543-7 |
543-7 |
557-4 |
|
S3 |
527-3 |
535-5 |
556-0 |
|
S4 |
510-7 |
519-1 |
551-3 |
|
|
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 |
8.1% |
15-4 |
2.8% |
77% |
False |
False |
110,157 |
10 |
571-0 |
525-6 |
45-2 |
8.1% |
14-4 |
2.6% |
77% |
False |
False |
93,635 |
20 |
573-4 |
525-2 |
48-2 |
8.6% |
14-0 |
2.5% |
73% |
False |
False |
90,186 |
40 |
573-4 |
512-0 |
61-4 |
11.0% |
13-1 |
2.3% |
79% |
False |
False |
81,451 |
60 |
573-6 |
512-0 |
61-6 |
11.0% |
13-0 |
2.3% |
79% |
False |
False |
74,116 |
80 |
573-6 |
512-0 |
61-6 |
11.0% |
11-6 |
2.1% |
79% |
False |
False |
64,027 |
100 |
596-4 |
512-0 |
84-4 |
15.1% |
11-1 |
2.0% |
57% |
False |
False |
56,290 |
120 |
605-0 |
512-0 |
93-0 |
16.6% |
10-6 |
1.9% |
52% |
False |
False |
50,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-5 |
2.618 |
611-6 |
1.618 |
595-2 |
1.000 |
585-0 |
0.618 |
578-6 |
HIGH |
568-4 |
0.618 |
562-2 |
0.500 |
560-2 |
0.382 |
558-2 |
LOW |
552-0 |
0.618 |
541-6 |
1.000 |
535-4 |
1.618 |
525-2 |
2.618 |
508-6 |
4.250 |
481-7 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
560-3 |
558-1 |
PP |
560-3 |
555-7 |
S1 |
560-2 |
553-4 |
|