CME Corn Future December 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
496-0 |
485-4 |
-10-4 |
-2.1% |
505-4 |
High |
496-4 |
489-0 |
-7-4 |
-1.5% |
518-4 |
Low |
482-0 |
479-4 |
-2-4 |
-0.5% |
491-0 |
Close |
485-4 |
480-2 |
-5-2 |
-1.1% |
500-6 |
Range |
14-4 |
9-4 |
-5-0 |
-34.5% |
27-4 |
ATR |
13-5 |
13-3 |
-0-2 |
-2.2% |
0-0 |
Volume |
87,931 |
169,554 |
81,623 |
92.8% |
535,930 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511-3 |
505-3 |
485-4 |
|
R3 |
501-7 |
495-7 |
482-7 |
|
R2 |
492-3 |
492-3 |
482-0 |
|
R1 |
486-3 |
486-3 |
481-1 |
484-5 |
PP |
482-7 |
482-7 |
482-7 |
482-0 |
S1 |
476-7 |
476-7 |
479-3 |
475-1 |
S2 |
473-3 |
473-3 |
478-4 |
|
S3 |
463-7 |
467-3 |
477-5 |
|
S4 |
454-3 |
457-7 |
475-0 |
|
|
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 |
502-6 |
479-4 |
23-2 |
4.8% |
10-3 |
2.2% |
3% |
False |
True |
121,462 |
10 |
528-2 |
479-4 |
48-6 |
10.2% |
12-4 |
2.6% |
2% |
False |
True |
124,159 |
20 |
550-0 |
479-4 |
70-4 |
14.7% |
13-2 |
2.7% |
1% |
False |
True |
123,937 |
40 |
573-4 |
479-4 |
94-0 |
19.6% |
13-4 |
2.8% |
1% |
False |
True |
109,931 |
60 |
573-4 |
479-4 |
94-0 |
19.6% |
12-7 |
2.7% |
1% |
False |
True |
98,221 |
80 |
573-4 |
479-4 |
94-0 |
19.6% |
12-6 |
2.6% |
1% |
False |
True |
86,733 |
100 |
573-6 |
479-4 |
94-2 |
19.6% |
12-1 |
2.5% |
1% |
False |
True |
77,996 |
120 |
596-4 |
479-4 |
117-0 |
24.4% |
11-4 |
2.4% |
1% |
False |
True |
69,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
529-3 |
2.618 |
513-7 |
1.618 |
504-3 |
1.000 |
498-4 |
0.618 |
494-7 |
HIGH |
489-0 |
0.618 |
485-3 |
0.500 |
484-2 |
0.382 |
483-1 |
LOW |
479-4 |
0.618 |
473-5 |
1.000 |
470-0 |
1.618 |
464-1 |
2.618 |
454-5 |
4.250 |
439-1 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
484-2 |
491-1 |
PP |
482-7 |
487-4 |
S1 |
481-5 |
483-7 |
|