CME Corn Future December 2013
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
522-4 |
526-4 |
4-0 |
0.8% |
490-4 |
High |
528-2 |
527-0 |
-1-2 |
-0.2% |
528-2 |
Low |
510-2 |
507-0 |
-3-2 |
-0.6% |
490-0 |
Close |
527-0 |
509-2 |
-17-6 |
-3.4% |
509-2 |
Range |
18-0 |
20-0 |
2-0 |
11.1% |
38-2 |
ATR |
14-4 |
14-7 |
0-3 |
2.7% |
0-0 |
Volume |
147,220 |
172,259 |
25,039 |
17.0% |
689,684 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574-3 |
561-7 |
520-2 |
|
R3 |
554-3 |
541-7 |
514-6 |
|
R2 |
534-3 |
534-3 |
512-7 |
|
R1 |
521-7 |
521-7 |
511-1 |
518-1 |
PP |
514-3 |
514-3 |
514-3 |
512-4 |
S1 |
501-7 |
501-7 |
507-3 |
498-1 |
S2 |
494-3 |
494-3 |
505-5 |
|
S3 |
474-3 |
481-7 |
503-6 |
|
S4 |
454-3 |
461-7 |
498-2 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-7 |
604-7 |
530-2 |
|
R3 |
585-5 |
566-5 |
519-6 |
|
R2 |
547-3 |
547-3 |
516-2 |
|
R1 |
528-3 |
528-3 |
512-6 |
537-7 |
PP |
509-1 |
509-1 |
509-1 |
514-0 |
S1 |
490-1 |
490-1 |
505-6 |
499-5 |
S2 |
470-7 |
470-7 |
502-2 |
|
S3 |
432-5 |
451-7 |
498-6 |
|
S4 |
394-3 |
413-5 |
488-2 |
|
|
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 |
7.5% |
16-5 |
3.3% |
50% |
False |
False |
137,936 |
10 |
541-0 |
490-0 |
51-0 |
10.0% |
15-7 |
3.1% |
38% |
False |
False |
140,200 |
20 |
571-0 |
490-0 |
81-0 |
15.9% |
14-1 |
2.8% |
24% |
False |
False |
120,151 |
40 |
573-4 |
490-0 |
83-4 |
16.4% |
13-3 |
2.6% |
23% |
False |
False |
100,618 |
60 |
573-4 |
490-0 |
83-4 |
16.4% |
13-2 |
2.6% |
23% |
False |
False |
89,684 |
80 |
573-6 |
490-0 |
83-6 |
16.4% |
12-6 |
2.5% |
23% |
False |
False |
81,038 |
100 |
573-6 |
490-0 |
83-6 |
16.4% |
11-6 |
2.3% |
23% |
False |
False |
70,991 |
120 |
596-4 |
490-0 |
106-4 |
20.9% |
11-2 |
2.2% |
18% |
False |
False |
63,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
612-0 |
2.618 |
579-3 |
1.618 |
559-3 |
1.000 |
547-0 |
0.618 |
539-3 |
HIGH |
527-0 |
0.618 |
519-3 |
0.500 |
517-0 |
0.382 |
514-5 |
LOW |
507-0 |
0.618 |
494-5 |
1.000 |
487-0 |
1.618 |
474-5 |
2.618 |
454-5 |
4.250 |
422-0 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
517-0 |
517-5 |
PP |
514-3 |
514-7 |
S1 |
511-7 |
512-0 |
|