CME Corn Future December 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
480-2 |
478-0 |
-2-2 |
-0.5% |
502-6 |
High |
483-0 |
481-0 |
-2-0 |
-0.4% |
502-6 |
Low |
475-2 |
475-0 |
-0-2 |
-0.1% |
475-0 |
Close |
478-6 |
476-0 |
-2-6 |
-0.6% |
476-0 |
Range |
7-6 |
6-0 |
-1-6 |
-22.6% |
27-6 |
ATR |
13-0 |
12-4 |
-0-4 |
-3.8% |
0-0 |
Volume |
117,258 |
154,262 |
37,004 |
31.6% |
657,701 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
495-3 |
491-5 |
479-2 |
|
R3 |
489-3 |
485-5 |
477-5 |
|
R2 |
483-3 |
483-3 |
477-1 |
|
R1 |
479-5 |
479-5 |
476-4 |
478-4 |
PP |
477-3 |
477-3 |
477-3 |
476-6 |
S1 |
473-5 |
473-5 |
475-4 |
472-4 |
S2 |
471-3 |
471-3 |
474-7 |
|
S3 |
465-3 |
467-5 |
474-3 |
|
S4 |
459-3 |
461-5 |
472-6 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
567-7 |
549-5 |
491-2 |
|
R3 |
540-1 |
521-7 |
483-5 |
|
R2 |
512-3 |
512-3 |
481-1 |
|
R1 |
494-1 |
494-1 |
478-4 |
489-3 |
PP |
484-5 |
484-5 |
484-5 |
482-2 |
S1 |
466-3 |
466-3 |
473-4 |
461-5 |
S2 |
456-7 |
456-7 |
470-7 |
|
S3 |
429-1 |
438-5 |
468-3 |
|
S4 |
401-3 |
410-7 |
460-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
502-6 |
475-0 |
27-6 |
5.8% |
9-4 |
2.0% |
4% |
False |
True |
131,540 |
10 |
518-4 |
475-0 |
43-4 |
9.1% |
10-1 |
2.1% |
2% |
False |
True |
119,363 |
20 |
541-0 |
475-0 |
66-0 |
13.9% |
13-0 |
2.7% |
2% |
False |
True |
129,781 |
40 |
573-4 |
475-0 |
98-4 |
20.7% |
13-0 |
2.7% |
1% |
False |
True |
110,415 |
60 |
573-4 |
475-0 |
98-4 |
20.7% |
12-5 |
2.7% |
1% |
False |
True |
98,818 |
80 |
573-4 |
475-0 |
98-4 |
20.7% |
12-5 |
2.7% |
1% |
False |
True |
88,089 |
100 |
573-6 |
475-0 |
98-6 |
20.7% |
12-0 |
2.5% |
1% |
False |
True |
80,159 |
120 |
595-0 |
475-0 |
120-0 |
25.2% |
11-4 |
2.4% |
1% |
False |
True |
71,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
506-4 |
2.618 |
496-6 |
1.618 |
490-6 |
1.000 |
487-0 |
0.618 |
484-6 |
HIGH |
481-0 |
0.618 |
478-6 |
0.500 |
478-0 |
0.382 |
477-2 |
LOW |
475-0 |
0.618 |
471-2 |
1.000 |
469-0 |
1.618 |
465-2 |
2.618 |
459-2 |
4.250 |
449-4 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
478-0 |
482-0 |
PP |
477-3 |
480-0 |
S1 |
476-5 |
478-0 |
|