CME Corn Future December 2013
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
505-4 |
508-0 |
2-4 |
0.5% |
490-4 |
High |
507-6 |
518-4 |
10-6 |
2.1% |
528-2 |
Low |
498-2 |
506-0 |
7-6 |
1.6% |
490-0 |
Close |
503-4 |
510-6 |
7-2 |
1.4% |
509-2 |
Range |
9-4 |
12-4 |
3-0 |
31.6% |
38-2 |
ATR |
14-5 |
14-5 |
0-0 |
0.2% |
0-0 |
Volume |
112,443 |
85,677 |
-26,766 |
-23.8% |
689,684 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
549-2 |
542-4 |
517-5 |
|
R3 |
536-6 |
530-0 |
514-2 |
|
R2 |
524-2 |
524-2 |
513-0 |
|
R1 |
517-4 |
517-4 |
511-7 |
520-7 |
PP |
511-6 |
511-6 |
511-6 |
513-4 |
S1 |
505-0 |
505-0 |
509-5 |
508-3 |
S2 |
499-2 |
499-2 |
508-4 |
|
S3 |
486-6 |
492-4 |
507-2 |
|
S4 |
474-2 |
480-0 |
503-7 |
|
|
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 |
5.9% |
14-1 |
2.8% |
42% |
False |
False |
138,310 |
10 |
528-2 |
490-0 |
38-2 |
7.5% |
14-2 |
2.8% |
54% |
False |
False |
127,057 |
20 |
571-0 |
490-0 |
81-0 |
15.9% |
14-1 |
2.8% |
26% |
False |
False |
122,274 |
40 |
573-4 |
490-0 |
83-4 |
16.3% |
13-3 |
2.6% |
25% |
False |
False |
102,615 |
60 |
573-4 |
490-0 |
83-4 |
16.3% |
13-1 |
2.6% |
25% |
False |
False |
91,222 |
80 |
573-6 |
490-0 |
83-6 |
16.4% |
12-7 |
2.5% |
25% |
False |
False |
82,607 |
100 |
573-6 |
490-0 |
83-6 |
16.4% |
11-7 |
2.3% |
25% |
False |
False |
72,530 |
120 |
596-4 |
490-0 |
106-4 |
20.9% |
11-3 |
2.2% |
19% |
False |
False |
64,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
571-5 |
2.618 |
551-2 |
1.618 |
538-6 |
1.000 |
531-0 |
0.618 |
526-2 |
HIGH |
518-4 |
0.618 |
513-6 |
0.500 |
512-2 |
0.382 |
510-6 |
LOW |
506-0 |
0.618 |
498-2 |
1.000 |
493-4 |
1.618 |
485-6 |
2.618 |
473-2 |
4.250 |
452-7 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
512-2 |
512-5 |
PP |
511-6 |
512-0 |
S1 |
511-2 |
511-3 |
|