CME Corn Future December 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
538-0 |
506-6 |
-31-2 |
-5.8% |
547-4 |
High |
541-0 |
508-4 |
-32-4 |
-6.0% |
551-0 |
Low |
510-0 |
500-4 |
-9-4 |
-1.9% |
510-0 |
Close |
511-0 |
501-2 |
-9-6 |
-1.9% |
511-0 |
Range |
31-0 |
8-0 |
-23-0 |
-74.2% |
41-0 |
ATR |
14-3 |
14-1 |
-0-2 |
-1.9% |
0-0 |
Volume |
97,073 |
232,477 |
135,404 |
139.5% |
434,127 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
527-3 |
522-3 |
505-5 |
|
R3 |
519-3 |
514-3 |
503-4 |
|
R2 |
511-3 |
511-3 |
502-6 |
|
R1 |
506-3 |
506-3 |
502-0 |
504-7 |
PP |
503-3 |
503-3 |
503-3 |
502-6 |
S1 |
498-3 |
498-3 |
500-4 |
496-7 |
S2 |
495-3 |
495-3 |
499-6 |
|
S3 |
487-3 |
490-3 |
499-0 |
|
S4 |
479-3 |
482-3 |
496-7 |
|
|
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 |
500-4 |
50-4 |
10.1% |
13-1 |
2.6% |
1% |
False |
True |
114,816 |
10 |
571-0 |
500-4 |
70-4 |
14.1% |
13-7 |
2.8% |
1% |
False |
True |
117,492 |
20 |
571-0 |
500-4 |
70-4 |
14.1% |
13-2 |
2.6% |
1% |
False |
True |
98,991 |
40 |
573-4 |
500-4 |
73-0 |
14.6% |
12-7 |
2.6% |
1% |
False |
True |
88,344 |
60 |
573-4 |
500-4 |
73-0 |
14.6% |
12-7 |
2.6% |
1% |
False |
True |
77,870 |
80 |
573-6 |
500-4 |
73-2 |
14.6% |
12-1 |
2.4% |
1% |
False |
True |
70,876 |
100 |
578-6 |
500-4 |
78-2 |
15.6% |
11-3 |
2.3% |
1% |
False |
True |
62,681 |
120 |
596-4 |
500-4 |
96-0 |
19.2% |
10-7 |
2.2% |
1% |
False |
True |
55,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
542-4 |
2.618 |
529-4 |
1.618 |
521-4 |
1.000 |
516-4 |
0.618 |
513-4 |
HIGH |
508-4 |
0.618 |
505-4 |
0.500 |
504-4 |
0.382 |
503-4 |
LOW |
500-4 |
0.618 |
495-4 |
1.000 |
492-4 |
1.618 |
487-4 |
2.618 |
479-4 |
4.250 |
466-4 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
504-4 |
522-4 |
PP |
503-3 |
515-3 |
S1 |
502-3 |
508-3 |
|