CME Corn Future December 2013
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
508-0 |
512-6 |
4-6 |
0.9% |
490-4 |
High |
518-4 |
515-0 |
-3-4 |
-0.7% |
528-2 |
Low |
506-0 |
501-4 |
-4-4 |
-0.9% |
490-0 |
Close |
510-6 |
502-0 |
-8-6 |
-1.7% |
509-2 |
Range |
12-4 |
13-4 |
1-0 |
8.0% |
38-2 |
ATR |
14-5 |
14-4 |
-0-1 |
-0.5% |
0-0 |
Volume |
85,677 |
116,678 |
31,001 |
36.2% |
689,684 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
546-5 |
537-7 |
509-3 |
|
R3 |
533-1 |
524-3 |
505-6 |
|
R2 |
519-5 |
519-5 |
504-4 |
|
R1 |
510-7 |
510-7 |
503-2 |
508-4 |
PP |
506-1 |
506-1 |
506-1 |
505-0 |
S1 |
497-3 |
497-3 |
500-6 |
495-0 |
S2 |
492-5 |
492-5 |
499-4 |
|
S3 |
479-1 |
483-7 |
498-2 |
|
S4 |
465-5 |
470-3 |
494-5 |
|
|
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% |
14-6 |
2.9% |
13% |
False |
False |
126,855 |
10 |
528-2 |
490-0 |
38-2 |
7.6% |
14-5 |
2.9% |
31% |
False |
False |
123,124 |
20 |
571-0 |
490-0 |
81-0 |
16.1% |
14-0 |
2.8% |
15% |
False |
False |
123,443 |
40 |
573-4 |
490-0 |
83-4 |
16.6% |
13-4 |
2.7% |
14% |
False |
False |
103,454 |
60 |
573-4 |
490-0 |
83-4 |
16.6% |
13-2 |
2.6% |
14% |
False |
False |
92,483 |
80 |
573-6 |
490-0 |
83-6 |
16.7% |
13-0 |
2.6% |
14% |
False |
False |
83,615 |
100 |
573-6 |
490-0 |
83-6 |
16.7% |
11-7 |
2.4% |
14% |
False |
False |
73,389 |
120 |
596-4 |
490-0 |
106-4 |
21.2% |
11-3 |
2.3% |
11% |
False |
False |
65,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
572-3 |
2.618 |
550-3 |
1.618 |
536-7 |
1.000 |
528-4 |
0.618 |
523-3 |
HIGH |
515-0 |
0.618 |
509-7 |
0.500 |
508-2 |
0.382 |
506-5 |
LOW |
501-4 |
0.618 |
493-1 |
1.000 |
488-0 |
1.618 |
479-5 |
2.618 |
466-1 |
4.250 |
444-1 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
508-2 |
508-3 |
PP |
506-1 |
506-2 |
S1 |
504-1 |
504-1 |
|