CME Corn Future December 2013
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
485-4 |
480-2 |
-5-2 |
-1.1% |
505-4 |
High |
489-0 |
483-0 |
-6-0 |
-1.2% |
518-4 |
Low |
479-4 |
475-2 |
-4-2 |
-0.9% |
491-0 |
Close |
480-2 |
478-6 |
-1-4 |
-0.3% |
500-6 |
Range |
9-4 |
7-6 |
-1-6 |
-18.4% |
27-4 |
ATR |
13-3 |
13-0 |
-0-3 |
-3.0% |
0-0 |
Volume |
169,554 |
117,258 |
-52,296 |
-30.8% |
535,930 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
502-2 |
498-2 |
483-0 |
|
R3 |
494-4 |
490-4 |
480-7 |
|
R2 |
486-6 |
486-6 |
480-1 |
|
R1 |
482-6 |
482-6 |
479-4 |
480-7 |
PP |
479-0 |
479-0 |
479-0 |
478-0 |
S1 |
475-0 |
475-0 |
478-0 |
473-1 |
S2 |
471-2 |
471-2 |
477-3 |
|
S3 |
463-4 |
467-2 |
476-5 |
|
S4 |
455-6 |
459-4 |
474-4 |
|
|
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 |
502-6 |
475-2 |
27-4 |
5.7% |
10-3 |
2.2% |
13% |
False |
True |
125,359 |
10 |
527-0 |
475-2 |
51-6 |
10.8% |
11-4 |
2.4% |
7% |
False |
True |
121,162 |
20 |
544-4 |
475-2 |
69-2 |
14.5% |
13-1 |
2.8% |
5% |
False |
True |
125,989 |
40 |
573-4 |
475-2 |
98-2 |
20.5% |
13-1 |
2.7% |
4% |
False |
True |
110,194 |
60 |
573-4 |
475-2 |
98-2 |
20.5% |
12-6 |
2.7% |
4% |
False |
True |
98,004 |
80 |
573-4 |
475-2 |
98-2 |
20.5% |
12-5 |
2.6% |
4% |
False |
True |
86,926 |
100 |
573-6 |
475-2 |
98-4 |
20.6% |
12-0 |
2.5% |
4% |
False |
True |
78,928 |
120 |
596-4 |
475-2 |
121-2 |
25.3% |
11-4 |
2.4% |
3% |
False |
True |
70,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
516-0 |
2.618 |
503-2 |
1.618 |
495-4 |
1.000 |
490-6 |
0.618 |
487-6 |
HIGH |
483-0 |
0.618 |
480-0 |
0.500 |
479-1 |
0.382 |
478-2 |
LOW |
475-2 |
0.618 |
470-4 |
1.000 |
467-4 |
1.618 |
462-6 |
2.618 |
455-0 |
4.250 |
442-2 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
479-1 |
485-7 |
PP |
479-0 |
483-4 |
S1 |
478-7 |
481-1 |
|