CME Corn Future December 2013
Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
544-4 |
544-4 |
0-0 |
0.0% |
528-0 |
High |
550-0 |
544-4 |
-5-4 |
-1.0% |
571-0 |
Low |
542-0 |
535-2 |
-6-6 |
-1.2% |
525-6 |
Close |
544-0 |
538-4 |
-5-4 |
-1.0% |
556-2 |
Range |
8-0 |
9-2 |
1-2 |
15.6% |
45-2 |
ATR |
13-3 |
13-1 |
-0-2 |
-2.2% |
0-0 |
Volume |
76,218 |
78,407 |
2,189 |
2.9% |
578,299 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
567-1 |
562-1 |
543-5 |
|
R3 |
557-7 |
552-7 |
541-0 |
|
R2 |
548-5 |
548-5 |
540-2 |
|
R1 |
543-5 |
543-5 |
539-3 |
541-4 |
PP |
539-3 |
539-3 |
539-3 |
538-3 |
S1 |
534-3 |
534-3 |
537-5 |
532-2 |
S2 |
530-1 |
530-1 |
536-6 |
|
S3 |
520-7 |
525-1 |
536-0 |
|
S4 |
511-5 |
515-7 |
533-3 |
|
|
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 |
565-0 |
535-2 |
29-6 |
5.5% |
9-0 |
1.7% |
11% |
False |
True |
90,047 |
10 |
571-0 |
525-6 |
45-2 |
8.4% |
12-2 |
2.3% |
28% |
False |
False |
100,102 |
20 |
573-4 |
525-6 |
47-6 |
8.9% |
13-0 |
2.4% |
27% |
False |
False |
91,049 |
40 |
573-4 |
512-0 |
61-4 |
11.4% |
12-4 |
2.3% |
43% |
False |
False |
83,337 |
60 |
573-4 |
512-0 |
61-4 |
11.4% |
12-4 |
2.3% |
43% |
False |
False |
74,191 |
80 |
573-6 |
512-0 |
61-6 |
11.5% |
11-7 |
2.2% |
43% |
False |
False |
67,753 |
100 |
595-0 |
512-0 |
83-0 |
15.4% |
11-2 |
2.1% |
32% |
False |
False |
59,785 |
120 |
596-4 |
512-0 |
84-4 |
15.7% |
10-5 |
2.0% |
31% |
False |
False |
53,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
583-6 |
2.618 |
568-6 |
1.618 |
559-4 |
1.000 |
553-6 |
0.618 |
550-2 |
HIGH |
544-4 |
0.618 |
541-0 |
0.500 |
539-7 |
0.382 |
538-6 |
LOW |
535-2 |
0.618 |
529-4 |
1.000 |
526-0 |
1.618 |
520-2 |
2.618 |
511-0 |
4.250 |
496-0 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
539-7 |
543-1 |
PP |
539-3 |
541-5 |
S1 |
539-0 |
540-0 |
|