CME Corn Future December 2013
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
544-4 |
538-0 |
-6-4 |
-1.2% |
547-4 |
High |
544-4 |
541-0 |
-3-4 |
-0.6% |
551-0 |
Low |
535-2 |
510-0 |
-25-2 |
-4.7% |
510-0 |
Close |
538-4 |
511-0 |
-27-4 |
-5.1% |
511-0 |
Range |
9-2 |
31-0 |
21-6 |
235.1% |
41-0 |
ATR |
13-1 |
14-3 |
1-2 |
9.7% |
0-0 |
Volume |
78,407 |
97,073 |
18,666 |
23.8% |
434,127 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-5 |
593-3 |
528-0 |
|
R3 |
582-5 |
562-3 |
519-4 |
|
R2 |
551-5 |
551-5 |
516-5 |
|
R1 |
531-3 |
531-3 |
513-7 |
526-0 |
PP |
520-5 |
520-5 |
520-5 |
518-0 |
S1 |
500-3 |
500-3 |
508-1 |
495-0 |
S2 |
489-5 |
489-5 |
505-3 |
|
S3 |
458-5 |
469-3 |
502-4 |
|
S4 |
427-5 |
438-3 |
494-0 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
647-0 |
620-0 |
533-4 |
|
R3 |
606-0 |
579-0 |
522-2 |
|
R2 |
565-0 |
565-0 |
518-4 |
|
R1 |
538-0 |
538-0 |
514-6 |
531-0 |
PP |
524-0 |
524-0 |
524-0 |
520-4 |
S1 |
497-0 |
497-0 |
507-2 |
490-0 |
S2 |
483-0 |
483-0 |
503-4 |
|
S3 |
442-0 |
456-0 |
499-6 |
|
S4 |
401-0 |
415-0 |
488-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
551-0 |
510-0 |
41-0 |
8.0% |
12-7 |
2.5% |
2% |
False |
True |
86,825 |
10 |
571-0 |
510-0 |
61-0 |
11.9% |
14-6 |
2.9% |
2% |
False |
True |
101,242 |
20 |
573-4 |
510-0 |
63-4 |
12.4% |
13-7 |
2.7% |
2% |
False |
True |
92,286 |
40 |
573-4 |
510-0 |
63-4 |
12.4% |
12-7 |
2.5% |
2% |
False |
True |
84,113 |
60 |
573-4 |
510-0 |
63-4 |
12.4% |
12-7 |
2.5% |
2% |
False |
True |
74,921 |
80 |
573-6 |
510-0 |
63-6 |
12.5% |
12-1 |
2.4% |
2% |
False |
True |
68,584 |
100 |
590-2 |
510-0 |
80-2 |
15.7% |
11-4 |
2.2% |
1% |
False |
True |
60,574 |
120 |
596-4 |
510-0 |
86-4 |
16.9% |
10-7 |
2.1% |
1% |
False |
True |
54,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
672-6 |
2.618 |
622-1 |
1.618 |
591-1 |
1.000 |
572-0 |
0.618 |
560-1 |
HIGH |
541-0 |
0.618 |
529-1 |
0.500 |
525-4 |
0.382 |
521-7 |
LOW |
510-0 |
0.618 |
490-7 |
1.000 |
479-0 |
1.618 |
459-7 |
2.618 |
428-7 |
4.250 |
378-2 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
525-4 |
530-0 |
PP |
520-5 |
523-5 |
S1 |
515-7 |
517-3 |
|