CME Corn Future December 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
490-4 |
502-4 |
12-0 |
2.4% |
506-6 |
High |
502-4 |
524-4 |
22-0 |
4.4% |
509-6 |
Low |
490-0 |
502-4 |
12-4 |
2.6% |
491-0 |
Close |
500-4 |
521-6 |
21-2 |
4.2% |
491-2 |
Range |
12-4 |
22-0 |
9-4 |
76.0% |
18-6 |
ATR |
13-6 |
14-4 |
0-6 |
5.4% |
0-0 |
Volume |
90,903 |
105,347 |
14,444 |
15.9% |
615,250 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-2 |
574-0 |
533-7 |
|
R3 |
560-2 |
552-0 |
527-6 |
|
R2 |
538-2 |
538-2 |
525-6 |
|
R1 |
530-0 |
530-0 |
523-6 |
534-1 |
PP |
516-2 |
516-2 |
516-2 |
518-2 |
S1 |
508-0 |
508-0 |
519-6 |
512-1 |
S2 |
494-2 |
494-2 |
517-6 |
|
S3 |
472-2 |
486-0 |
515-6 |
|
S4 |
450-2 |
464-0 |
509-5 |
|
|
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 |
524-4 |
490-0 |
34-4 |
6.6% |
14-2 |
2.7% |
92% |
True |
False |
115,804 |
10 |
551-0 |
490-0 |
61-0 |
11.7% |
13-6 |
2.6% |
52% |
False |
False |
115,310 |
20 |
571-0 |
490-0 |
81-0 |
15.5% |
13-6 |
2.6% |
39% |
False |
False |
107,988 |
40 |
573-4 |
490-0 |
83-4 |
16.0% |
13-0 |
2.5% |
38% |
False |
False |
94,440 |
60 |
573-4 |
490-0 |
83-4 |
16.0% |
13-1 |
2.5% |
38% |
False |
False |
83,551 |
80 |
573-6 |
490-0 |
83-6 |
16.1% |
12-3 |
2.4% |
38% |
False |
False |
75,926 |
100 |
573-6 |
490-0 |
83-6 |
16.1% |
11-5 |
2.2% |
38% |
False |
False |
66,848 |
120 |
596-4 |
490-0 |
106-4 |
20.4% |
11-0 |
2.1% |
30% |
False |
False |
59,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
618-0 |
2.618 |
582-1 |
1.618 |
560-1 |
1.000 |
546-4 |
0.618 |
538-1 |
HIGH |
524-4 |
0.618 |
516-1 |
0.500 |
513-4 |
0.382 |
510-7 |
LOW |
502-4 |
0.618 |
488-7 |
1.000 |
480-4 |
1.618 |
466-7 |
2.618 |
444-7 |
4.250 |
409-0 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
519-0 |
516-7 |
PP |
516-2 |
512-1 |
S1 |
513-4 |
507-2 |
|