CME Corn Future December 2013
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
475-0 |
473-4 |
-1-4 |
-0.3% |
502-6 |
High |
479-2 |
478-6 |
-0-4 |
-0.1% |
502-6 |
Low |
471-2 |
473-0 |
1-6 |
0.4% |
475-0 |
Close |
473-2 |
477-4 |
4-2 |
0.9% |
476-0 |
Range |
8-0 |
5-6 |
-2-2 |
-28.1% |
27-6 |
ATR |
12-1 |
11-6 |
-0-4 |
-3.8% |
0-0 |
Volume |
89,707 |
99,033 |
9,326 |
10.4% |
657,701 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
493-5 |
491-3 |
480-5 |
|
R3 |
487-7 |
485-5 |
479-1 |
|
R2 |
482-1 |
482-1 |
478-4 |
|
R1 |
479-7 |
479-7 |
478-0 |
481-0 |
PP |
476-3 |
476-3 |
476-3 |
477-0 |
S1 |
474-1 |
474-1 |
477-0 |
475-2 |
S2 |
470-5 |
470-5 |
476-4 |
|
S3 |
464-7 |
468-3 |
475-7 |
|
S4 |
459-1 |
462-5 |
474-3 |
|
|
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 |
489-0 |
471-2 |
17-6 |
3.7% |
7-3 |
1.5% |
35% |
False |
False |
125,962 |
10 |
515-0 |
471-2 |
43-6 |
9.2% |
9-2 |
1.9% |
14% |
False |
False |
118,425 |
20 |
528-2 |
471-2 |
57-0 |
11.9% |
11-6 |
2.5% |
11% |
False |
False |
122,741 |
40 |
571-0 |
471-2 |
99-6 |
20.9% |
12-4 |
2.6% |
6% |
False |
False |
110,866 |
60 |
573-4 |
471-2 |
102-2 |
21.4% |
12-4 |
2.6% |
6% |
False |
False |
99,809 |
80 |
573-4 |
471-2 |
102-2 |
21.4% |
12-5 |
2.6% |
6% |
False |
False |
89,088 |
100 |
573-6 |
471-2 |
102-4 |
21.5% |
12-0 |
2.5% |
6% |
False |
False |
81,249 |
120 |
578-6 |
471-2 |
107-4 |
22.5% |
11-4 |
2.4% |
6% |
False |
False |
72,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
503-2 |
2.618 |
493-6 |
1.618 |
488-0 |
1.000 |
484-4 |
0.618 |
482-2 |
HIGH |
478-6 |
0.618 |
476-4 |
0.500 |
475-7 |
0.382 |
475-2 |
LOW |
473-0 |
0.618 |
469-4 |
1.000 |
467-2 |
1.618 |
463-6 |
2.618 |
458-0 |
4.250 |
448-4 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
477-0 |
477-0 |
PP |
476-3 |
476-5 |
S1 |
475-7 |
476-1 |
|