CME Corn Future December 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
506-6 |
501-2 |
-5-4 |
-1.1% |
547-4 |
High |
508-4 |
506-2 |
-2-2 |
-0.4% |
551-0 |
Low |
500-4 |
496-4 |
-4-0 |
-0.8% |
510-0 |
Close |
501-2 |
502-6 |
1-4 |
0.3% |
511-0 |
Range |
8-0 |
9-6 |
1-6 |
21.9% |
41-0 |
ATR |
14-1 |
13-7 |
-0-3 |
-2.2% |
0-0 |
Volume |
232,477 |
156,006 |
-76,471 |
-32.9% |
434,127 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-1 |
526-5 |
508-1 |
|
R3 |
521-3 |
516-7 |
505-3 |
|
R2 |
511-5 |
511-5 |
504-4 |
|
R1 |
507-1 |
507-1 |
503-5 |
509-3 |
PP |
501-7 |
501-7 |
501-7 |
503-0 |
S1 |
497-3 |
497-3 |
501-7 |
499-5 |
S2 |
492-1 |
492-1 |
501-0 |
|
S3 |
482-3 |
487-5 |
500-1 |
|
S4 |
472-5 |
477-7 |
497-3 |
|
|
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 |
550-0 |
496-4 |
53-4 |
10.6% |
13-2 |
2.6% |
12% |
False |
True |
128,036 |
10 |
571-0 |
496-4 |
74-4 |
14.8% |
13-3 |
2.7% |
8% |
False |
True |
123,761 |
20 |
571-0 |
496-4 |
74-4 |
14.8% |
13-0 |
2.6% |
8% |
False |
True |
101,706 |
40 |
573-4 |
496-4 |
77-0 |
15.3% |
12-7 |
2.6% |
8% |
False |
True |
90,613 |
60 |
573-4 |
496-4 |
77-0 |
15.3% |
12-7 |
2.6% |
8% |
False |
True |
79,705 |
80 |
573-6 |
496-4 |
77-2 |
15.4% |
12-1 |
2.4% |
8% |
False |
True |
72,265 |
100 |
573-6 |
496-4 |
77-2 |
15.4% |
11-3 |
2.3% |
8% |
False |
True |
64,017 |
120 |
596-4 |
496-4 |
100-0 |
19.9% |
10-7 |
2.2% |
6% |
False |
True |
57,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
547-6 |
2.618 |
531-6 |
1.618 |
522-0 |
1.000 |
516-0 |
0.618 |
512-2 |
HIGH |
506-2 |
0.618 |
502-4 |
0.500 |
501-3 |
0.382 |
500-2 |
LOW |
496-4 |
0.618 |
490-4 |
1.000 |
486-6 |
1.618 |
480-6 |
2.618 |
471-0 |
4.250 |
455-0 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
502-2 |
518-6 |
PP |
501-7 |
513-3 |
S1 |
501-3 |
508-1 |
|