CME Corn Future December 2013
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
501-2 |
504-0 |
2-6 |
0.5% |
547-4 |
High |
506-2 |
509-6 |
3-4 |
0.7% |
551-0 |
Low |
496-4 |
499-0 |
2-4 |
0.5% |
510-0 |
Close |
502-6 |
502-6 |
0-0 |
0.0% |
511-0 |
Range |
9-6 |
10-6 |
1-0 |
10.3% |
41-0 |
ATR |
13-7 |
13-5 |
-0-2 |
-1.6% |
0-0 |
Volume |
156,006 |
135,618 |
-20,388 |
-13.1% |
434,127 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
536-1 |
530-1 |
508-5 |
|
R3 |
525-3 |
519-3 |
505-6 |
|
R2 |
514-5 |
514-5 |
504-6 |
|
R1 |
508-5 |
508-5 |
503-6 |
506-2 |
PP |
503-7 |
503-7 |
503-7 |
502-5 |
S1 |
497-7 |
497-7 |
501-6 |
495-4 |
S2 |
493-1 |
493-1 |
500-6 |
|
S3 |
482-3 |
487-1 |
499-6 |
|
S4 |
471-5 |
476-3 |
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 |
544-4 |
496-4 |
48-0 |
9.5% |
13-6 |
2.7% |
13% |
False |
False |
139,916 |
10 |
568-4 |
496-4 |
72-0 |
14.3% |
12-1 |
2.4% |
9% |
False |
False |
123,749 |
20 |
571-0 |
496-4 |
74-4 |
14.8% |
13-0 |
2.6% |
8% |
False |
False |
104,760 |
40 |
573-4 |
496-4 |
77-0 |
15.3% |
12-7 |
2.6% |
8% |
False |
False |
92,122 |
60 |
573-4 |
496-4 |
77-0 |
15.3% |
12-7 |
2.6% |
8% |
False |
False |
81,328 |
80 |
573-6 |
496-4 |
77-2 |
15.4% |
12-1 |
2.4% |
8% |
False |
False |
73,568 |
100 |
573-6 |
496-4 |
77-2 |
15.4% |
11-3 |
2.3% |
8% |
False |
False |
65,082 |
120 |
596-4 |
496-4 |
100-0 |
19.9% |
10-7 |
2.2% |
6% |
False |
False |
58,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
555-4 |
2.618 |
537-7 |
1.618 |
527-1 |
1.000 |
520-4 |
0.618 |
516-3 |
HIGH |
509-6 |
0.618 |
505-5 |
0.500 |
504-3 |
0.382 |
503-1 |
LOW |
499-0 |
0.618 |
492-3 |
1.000 |
488-2 |
1.618 |
481-5 |
2.618 |
470-7 |
4.250 |
453-2 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
504-3 |
503-1 |
PP |
503-7 |
503-0 |
S1 |
503-2 |
502-7 |
|