CME Corn Future December 2013
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
522-0 |
522-4 |
0-4 |
0.1% |
506-6 |
High |
527-4 |
528-2 |
0-6 |
0.1% |
509-6 |
Low |
516-6 |
510-2 |
-6-4 |
-1.3% |
491-0 |
Close |
521-4 |
527-0 |
5-4 |
1.1% |
491-2 |
Range |
10-6 |
18-0 |
7-2 |
67.4% |
18-6 |
ATR |
14-1 |
14-4 |
0-2 |
1.9% |
0-0 |
Volume |
173,955 |
147,220 |
-26,735 |
-15.4% |
615,250 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
575-7 |
569-3 |
536-7 |
|
R3 |
557-7 |
551-3 |
532-0 |
|
R2 |
539-7 |
539-7 |
530-2 |
|
R1 |
533-3 |
533-3 |
528-5 |
536-5 |
PP |
521-7 |
521-7 |
521-7 |
523-4 |
S1 |
515-3 |
515-3 |
525-3 |
518-5 |
S2 |
503-7 |
503-7 |
523-6 |
|
S3 |
485-7 |
497-3 |
522-0 |
|
S4 |
467-7 |
479-3 |
517-1 |
|
|
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 |
528-2 |
490-0 |
38-2 |
7.3% |
16-0 |
3.0% |
97% |
True |
False |
121,714 |
10 |
544-4 |
490-0 |
54-4 |
10.3% |
14-7 |
2.8% |
68% |
False |
False |
130,815 |
20 |
571-0 |
490-0 |
81-0 |
15.4% |
13-5 |
2.6% |
46% |
False |
False |
116,713 |
40 |
573-4 |
490-0 |
83-4 |
15.8% |
13-1 |
2.5% |
44% |
False |
False |
97,610 |
60 |
573-4 |
490-0 |
83-4 |
15.8% |
13-1 |
2.5% |
44% |
False |
False |
87,445 |
80 |
573-6 |
490-0 |
83-6 |
15.9% |
12-5 |
2.4% |
44% |
False |
False |
79,199 |
100 |
573-6 |
490-0 |
83-6 |
15.9% |
11-6 |
2.2% |
44% |
False |
False |
69,458 |
120 |
596-4 |
490-0 |
106-4 |
20.2% |
11-1 |
2.1% |
35% |
False |
False |
61,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
604-6 |
2.618 |
575-3 |
1.618 |
557-3 |
1.000 |
546-2 |
0.618 |
539-3 |
HIGH |
528-2 |
0.618 |
521-3 |
0.500 |
519-2 |
0.382 |
517-1 |
LOW |
510-2 |
0.618 |
499-1 |
1.000 |
492-2 |
1.618 |
481-1 |
2.618 |
463-1 |
4.250 |
433-6 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
524-3 |
523-1 |
PP |
521-7 |
519-2 |
S1 |
519-2 |
515-3 |
|