CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
526-4 |
505-4 |
-21-0 |
-4.0% |
490-4 |
| High |
527-0 |
507-6 |
-19-2 |
-3.7% |
528-2 |
| Low |
507-0 |
498-2 |
-8-6 |
-1.7% |
490-0 |
| Close |
509-2 |
503-4 |
-5-6 |
-1.1% |
509-2 |
| Range |
20-0 |
9-4 |
-10-4 |
-52.5% |
38-2 |
| ATR |
14-7 |
14-5 |
-0-2 |
-1.9% |
0-0 |
| Volume |
172,259 |
112,443 |
-59,816 |
-34.7% |
689,684 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
531-5 |
527-1 |
508-6 |
|
| R3 |
522-1 |
517-5 |
506-1 |
|
| R2 |
512-5 |
512-5 |
505-2 |
|
| R1 |
508-1 |
508-1 |
504-3 |
505-5 |
| PP |
503-1 |
503-1 |
503-1 |
502-0 |
| S1 |
498-5 |
498-5 |
502-5 |
496-1 |
| S2 |
493-5 |
493-5 |
501-6 |
|
| S3 |
484-1 |
489-1 |
500-7 |
|
| S4 |
474-5 |
479-5 |
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 |
498-2 |
30-0 |
6.0% |
16-0 |
3.2% |
18% |
False |
True |
142,244 |
| 10 |
528-2 |
490-0 |
38-2 |
7.6% |
13-6 |
2.7% |
35% |
False |
False |
141,737 |
| 20 |
571-0 |
490-0 |
81-0 |
16.1% |
14-2 |
2.8% |
17% |
False |
False |
121,490 |
| 40 |
573-4 |
490-0 |
83-4 |
16.6% |
13-3 |
2.7% |
16% |
False |
False |
101,942 |
| 60 |
573-4 |
490-0 |
83-4 |
16.6% |
13-1 |
2.6% |
16% |
False |
False |
90,681 |
| 80 |
573-6 |
490-0 |
83-6 |
16.6% |
12-6 |
2.5% |
16% |
False |
False |
82,058 |
| 100 |
573-6 |
490-0 |
83-6 |
16.6% |
11-7 |
2.4% |
16% |
False |
False |
71,871 |
| 120 |
596-4 |
490-0 |
106-4 |
21.2% |
11-2 |
2.2% |
13% |
False |
False |
63,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
548-1 |
|
2.618 |
532-5 |
|
1.618 |
523-1 |
|
1.000 |
517-2 |
|
0.618 |
513-5 |
|
HIGH |
507-6 |
|
0.618 |
504-1 |
|
0.500 |
503-0 |
|
0.382 |
501-7 |
|
LOW |
498-2 |
|
0.618 |
492-3 |
|
1.000 |
488-6 |
|
1.618 |
482-7 |
|
2.618 |
473-3 |
|
4.250 |
457-7 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
503-3 |
513-2 |
| PP |
503-1 |
510-0 |
| S1 |
503-0 |
506-6 |
|