CME Corn Future December 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
568-0 |
559-6 |
-8-2 |
-1.5% |
528-0 |
High |
568-4 |
565-0 |
-3-4 |
-0.6% |
571-0 |
Low |
552-0 |
553-6 |
1-6 |
0.3% |
525-6 |
Close |
560-4 |
556-2 |
-4-2 |
-0.8% |
556-2 |
Range |
16-4 |
11-2 |
-5-2 |
-31.8% |
45-2 |
ATR |
14-4 |
14-2 |
-0-2 |
-1.6% |
0-0 |
Volume |
166,078 |
113,185 |
-52,893 |
-31.8% |
578,299 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-1 |
585-3 |
562-4 |
|
R3 |
580-7 |
574-1 |
559-3 |
|
R2 |
569-5 |
569-5 |
558-2 |
|
R1 |
562-7 |
562-7 |
557-2 |
560-5 |
PP |
558-3 |
558-3 |
558-3 |
557-2 |
S1 |
551-5 |
551-5 |
555-2 |
549-3 |
S2 |
547-1 |
547-1 |
554-2 |
|
S3 |
535-7 |
540-3 |
553-1 |
|
S4 |
524-5 |
529-1 |
550-0 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-6 |
666-6 |
581-1 |
|
R3 |
641-4 |
621-4 |
568-6 |
|
R2 |
596-2 |
596-2 |
564-4 |
|
R1 |
576-2 |
576-2 |
560-3 |
586-2 |
PP |
551-0 |
551-0 |
551-0 |
556-0 |
S1 |
531-0 |
531-0 |
552-1 |
541-0 |
S2 |
505-6 |
505-6 |
548-0 |
|
S3 |
460-4 |
485-6 |
543-6 |
|
S4 |
415-2 |
440-4 |
531-3 |
|
|
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% |
16-4 |
3.0% |
67% |
False |
False |
115,659 |
10 |
571-0 |
525-6 |
45-2 |
8.1% |
14-3 |
2.6% |
67% |
False |
False |
99,567 |
20 |
573-4 |
525-6 |
47-6 |
8.6% |
14-0 |
2.5% |
64% |
False |
False |
92,075 |
40 |
573-4 |
512-0 |
61-4 |
11.1% |
13-2 |
2.4% |
72% |
False |
False |
82,984 |
60 |
573-4 |
512-0 |
61-4 |
11.1% |
13-1 |
2.4% |
72% |
False |
False |
75,203 |
80 |
573-6 |
512-0 |
61-6 |
11.1% |
11-6 |
2.1% |
72% |
False |
False |
65,015 |
100 |
596-4 |
512-0 |
84-4 |
15.2% |
11-1 |
2.0% |
52% |
False |
False |
57,262 |
120 |
605-0 |
512-0 |
93-0 |
16.7% |
10-6 |
1.9% |
48% |
False |
False |
51,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
612-6 |
2.618 |
594-4 |
1.618 |
583-2 |
1.000 |
576-2 |
0.618 |
572-0 |
HIGH |
565-0 |
0.618 |
560-6 |
0.500 |
559-3 |
0.382 |
558-0 |
LOW |
553-6 |
0.618 |
546-6 |
1.000 |
542-4 |
1.618 |
535-4 |
2.618 |
524-2 |
4.250 |
506-0 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
559-3 |
559-0 |
PP |
558-3 |
558-1 |
S1 |
557-2 |
557-1 |
|