CME Corn Future December 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
504-0 |
503-0 |
-1-0 |
-0.2% |
506-6 |
High |
509-6 |
507-4 |
-2-2 |
-0.4% |
509-6 |
Low |
499-0 |
491-0 |
-8-0 |
-1.6% |
491-0 |
Close |
502-6 |
491-2 |
-11-4 |
-2.3% |
491-2 |
Range |
10-6 |
16-4 |
5-6 |
53.5% |
18-6 |
ATR |
13-5 |
13-6 |
0-2 |
1.5% |
0-0 |
Volume |
135,618 |
91,149 |
-44,469 |
-32.8% |
615,250 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
546-1 |
535-1 |
500-3 |
|
R3 |
529-5 |
518-5 |
495-6 |
|
R2 |
513-1 |
513-1 |
494-2 |
|
R1 |
502-1 |
502-1 |
492-6 |
499-3 |
PP |
496-5 |
496-5 |
496-5 |
495-2 |
S1 |
485-5 |
485-5 |
489-6 |
482-7 |
S2 |
480-1 |
480-1 |
488-2 |
|
S3 |
463-5 |
469-1 |
486-6 |
|
S4 |
447-1 |
452-5 |
482-1 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
553-5 |
541-1 |
501-4 |
|
R3 |
534-7 |
522-3 |
496-3 |
|
R2 |
516-1 |
516-1 |
494-6 |
|
R1 |
503-5 |
503-5 |
493-0 |
500-4 |
PP |
497-3 |
497-3 |
497-3 |
495-6 |
S1 |
484-7 |
484-7 |
489-4 |
481-6 |
S2 |
478-5 |
478-5 |
487-6 |
|
S3 |
459-7 |
466-1 |
486-1 |
|
S4 |
441-1 |
447-3 |
481-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
541-0 |
491-0 |
50-0 |
10.2% |
15-2 |
3.1% |
1% |
False |
True |
142,464 |
10 |
565-0 |
491-0 |
74-0 |
15.1% |
12-1 |
2.5% |
0% |
False |
True |
116,256 |
20 |
571-0 |
491-0 |
80-0 |
16.3% |
13-2 |
2.7% |
0% |
False |
True |
104,946 |
40 |
573-4 |
491-0 |
82-4 |
16.8% |
13-0 |
2.6% |
0% |
False |
True |
92,755 |
60 |
573-4 |
491-0 |
82-4 |
16.8% |
12-7 |
2.6% |
0% |
False |
True |
82,151 |
80 |
573-6 |
491-0 |
82-6 |
16.8% |
12-2 |
2.5% |
0% |
False |
True |
74,299 |
100 |
573-6 |
491-0 |
82-6 |
16.8% |
11-4 |
2.3% |
0% |
False |
True |
65,647 |
120 |
596-4 |
491-0 |
105-4 |
21.5% |
10-7 |
2.2% |
0% |
False |
True |
58,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
577-5 |
2.618 |
550-6 |
1.618 |
534-2 |
1.000 |
524-0 |
0.618 |
517-6 |
HIGH |
507-4 |
0.618 |
501-2 |
0.500 |
499-2 |
0.382 |
497-2 |
LOW |
491-0 |
0.618 |
480-6 |
1.000 |
474-4 |
1.618 |
464-2 |
2.618 |
447-6 |
4.250 |
420-7 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
499-2 |
500-3 |
PP |
496-5 |
497-3 |
S1 |
493-7 |
494-2 |
|