CME Corn Future December 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
502-6 |
496-0 |
-6-6 |
-1.3% |
505-4 |
High |
502-6 |
496-4 |
-6-2 |
-1.2% |
518-4 |
Low |
493-2 |
482-0 |
-11-2 |
-2.3% |
491-0 |
Close |
498-0 |
485-4 |
-12-4 |
-2.5% |
500-6 |
Range |
9-4 |
14-4 |
5-0 |
52.6% |
27-4 |
ATR |
13-4 |
13-5 |
0-1 |
1.3% |
0-0 |
Volume |
128,696 |
87,931 |
-40,765 |
-31.7% |
535,930 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-4 |
523-0 |
493-4 |
|
R3 |
517-0 |
508-4 |
489-4 |
|
R2 |
502-4 |
502-4 |
488-1 |
|
R1 |
494-0 |
494-0 |
486-7 |
491-0 |
PP |
488-0 |
488-0 |
488-0 |
486-4 |
S1 |
479-4 |
479-4 |
484-1 |
476-4 |
S2 |
473-4 |
473-4 |
482-7 |
|
S3 |
459-0 |
465-0 |
481-4 |
|
S4 |
444-4 |
450-4 |
477-4 |
|
|
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 |
515-0 |
482-0 |
33-0 |
6.8% |
11-1 |
2.3% |
11% |
False |
True |
110,887 |
10 |
528-2 |
482-0 |
46-2 |
9.5% |
12-5 |
2.6% |
8% |
False |
True |
124,599 |
20 |
551-0 |
482-0 |
69-0 |
14.2% |
13-2 |
2.7% |
5% |
False |
True |
119,954 |
40 |
573-4 |
482-0 |
91-4 |
18.8% |
13-4 |
2.8% |
4% |
False |
True |
106,738 |
60 |
573-4 |
482-0 |
91-4 |
18.8% |
13-1 |
2.7% |
4% |
False |
True |
96,086 |
80 |
573-4 |
482-0 |
91-4 |
18.8% |
12-6 |
2.6% |
4% |
False |
True |
87,075 |
100 |
573-6 |
482-0 |
91-6 |
18.9% |
12-1 |
2.5% |
4% |
False |
True |
76,644 |
120 |
596-4 |
482-0 |
114-4 |
23.6% |
11-4 |
2.4% |
3% |
False |
True |
68,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
558-1 |
2.618 |
534-4 |
1.618 |
520-0 |
1.000 |
511-0 |
0.618 |
505-4 |
HIGH |
496-4 |
0.618 |
491-0 |
0.500 |
489-2 |
0.382 |
487-4 |
LOW |
482-0 |
0.618 |
473-0 |
1.000 |
467-4 |
1.618 |
458-4 |
2.618 |
444-0 |
4.250 |
420-3 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
489-2 |
492-3 |
PP |
488-0 |
490-1 |
S1 |
486-6 |
487-6 |
|