CME Corn Future December 2013
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
503-0 |
490-4 |
-12-4 |
-2.5% |
506-6 |
High |
507-4 |
502-4 |
-5-0 |
-1.0% |
509-6 |
Low |
491-0 |
490-0 |
-1-0 |
-0.2% |
491-0 |
Close |
491-2 |
500-4 |
9-2 |
1.9% |
491-2 |
Range |
16-4 |
12-4 |
-4-0 |
-24.2% |
18-6 |
ATR |
13-6 |
13-6 |
-0-1 |
-0.7% |
0-0 |
Volume |
91,149 |
90,903 |
-246 |
-0.3% |
615,250 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
535-1 |
530-3 |
507-3 |
|
R3 |
522-5 |
517-7 |
504-0 |
|
R2 |
510-1 |
510-1 |
502-6 |
|
R1 |
505-3 |
505-3 |
501-5 |
507-6 |
PP |
497-5 |
497-5 |
497-5 |
498-7 |
S1 |
492-7 |
492-7 |
499-3 |
495-2 |
S2 |
485-1 |
485-1 |
498-2 |
|
S3 |
472-5 |
480-3 |
497-0 |
|
S4 |
460-1 |
467-7 |
493-5 |
|
|
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 |
509-6 |
490-0 |
19-6 |
3.9% |
11-4 |
2.3% |
53% |
False |
True |
141,230 |
10 |
551-0 |
490-0 |
61-0 |
12.2% |
12-2 |
2.4% |
17% |
False |
True |
114,028 |
20 |
571-0 |
490-0 |
81-0 |
16.2% |
13-2 |
2.7% |
13% |
False |
True |
106,797 |
40 |
573-4 |
490-0 |
83-4 |
16.7% |
12-7 |
2.6% |
13% |
False |
True |
93,665 |
60 |
573-4 |
490-0 |
83-4 |
16.7% |
12-7 |
2.6% |
13% |
False |
True |
82,586 |
80 |
573-6 |
490-0 |
83-6 |
16.7% |
12-2 |
2.4% |
13% |
False |
True |
75,003 |
100 |
573-6 |
490-0 |
83-6 |
16.7% |
11-4 |
2.3% |
13% |
False |
True |
66,214 |
120 |
596-4 |
490-0 |
106-4 |
21.3% |
10-7 |
2.2% |
10% |
False |
True |
58,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
555-5 |
2.618 |
535-2 |
1.618 |
522-6 |
1.000 |
515-0 |
0.618 |
510-2 |
HIGH |
502-4 |
0.618 |
497-6 |
0.500 |
496-2 |
0.382 |
494-6 |
LOW |
490-0 |
0.618 |
482-2 |
1.000 |
477-4 |
1.618 |
469-6 |
2.618 |
457-2 |
4.250 |
436-7 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
499-1 |
500-2 |
PP |
497-5 |
500-1 |
S1 |
496-2 |
499-7 |
|