CME Corn Future December 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
499-4 |
499-2 |
-0-2 |
-0.1% |
505-4 |
High |
501-6 |
501-4 |
-0-2 |
0.0% |
518-4 |
Low |
494-0 |
491-0 |
-3-0 |
-0.6% |
491-0 |
Close |
500-6 |
500-6 |
0-0 |
0.0% |
500-6 |
Range |
7-6 |
10-4 |
2-6 |
35.5% |
27-4 |
ATR |
14-0 |
13-6 |
-0-2 |
-1.8% |
0-0 |
Volume |
97,774 |
123,358 |
25,584 |
26.2% |
535,930 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-2 |
525-4 |
506-4 |
|
R3 |
518-6 |
515-0 |
503-5 |
|
R2 |
508-2 |
508-2 |
502-5 |
|
R1 |
504-4 |
504-4 |
501-6 |
506-3 |
PP |
497-6 |
497-6 |
497-6 |
498-6 |
S1 |
494-0 |
494-0 |
499-6 |
495-7 |
S2 |
487-2 |
487-2 |
498-7 |
|
S3 |
476-6 |
483-4 |
497-7 |
|
S4 |
466-2 |
473-0 |
495-0 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
585-7 |
570-7 |
515-7 |
|
R3 |
558-3 |
543-3 |
508-2 |
|
R2 |
530-7 |
530-7 |
505-6 |
|
R1 |
515-7 |
515-7 |
503-2 |
509-5 |
PP |
503-3 |
503-3 |
503-3 |
500-2 |
S1 |
488-3 |
488-3 |
498-2 |
482-1 |
S2 |
475-7 |
475-7 |
495-6 |
|
S3 |
448-3 |
460-7 |
493-2 |
|
S4 |
420-7 |
433-3 |
485-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
518-4 |
491-0 |
27-4 |
5.5% |
10-6 |
2.1% |
35% |
False |
True |
107,186 |
10 |
528-2 |
490-0 |
38-2 |
7.6% |
13-6 |
2.7% |
28% |
False |
False |
122,561 |
20 |
565-0 |
490-0 |
75-0 |
15.0% |
12-7 |
2.6% |
14% |
False |
False |
119,408 |
40 |
573-4 |
490-0 |
83-4 |
16.7% |
13-4 |
2.7% |
13% |
False |
False |
104,797 |
60 |
573-4 |
490-0 |
83-4 |
16.7% |
13-0 |
2.6% |
13% |
False |
False |
94,104 |
80 |
573-6 |
490-0 |
83-6 |
16.7% |
13-0 |
2.6% |
13% |
False |
False |
85,439 |
100 |
573-6 |
490-0 |
83-6 |
16.7% |
12-0 |
2.4% |
13% |
False |
False |
75,103 |
120 |
596-4 |
490-0 |
106-4 |
21.3% |
11-3 |
2.3% |
10% |
False |
False |
66,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
546-1 |
2.618 |
529-0 |
1.618 |
518-4 |
1.000 |
512-0 |
0.618 |
508-0 |
HIGH |
501-4 |
0.618 |
497-4 |
0.500 |
496-2 |
0.382 |
495-0 |
LOW |
491-0 |
0.618 |
484-4 |
1.000 |
480-4 |
1.618 |
474-0 |
2.618 |
463-4 |
4.250 |
446-3 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
499-2 |
503-0 |
PP |
497-6 |
502-2 |
S1 |
496-2 |
501-4 |
|