CME Corn Future December 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
473-4 |
476-4 |
3-0 |
0.6% |
502-6 |
High |
478-6 |
480-4 |
1-6 |
0.4% |
502-6 |
Low |
473-0 |
473-2 |
0-2 |
0.1% |
475-0 |
Close |
477-4 |
479-0 |
1-4 |
0.3% |
476-0 |
Range |
5-6 |
7-2 |
1-4 |
26.1% |
27-6 |
ATR |
11-6 |
11-3 |
-0-3 |
-2.7% |
0-0 |
Volume |
99,033 |
106,695 |
7,662 |
7.7% |
657,701 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
499-3 |
496-3 |
483-0 |
|
R3 |
492-1 |
489-1 |
481-0 |
|
R2 |
484-7 |
484-7 |
480-3 |
|
R1 |
481-7 |
481-7 |
479-5 |
483-3 |
PP |
477-5 |
477-5 |
477-5 |
478-2 |
S1 |
474-5 |
474-5 |
478-3 |
476-1 |
S2 |
470-3 |
470-3 |
477-5 |
|
S3 |
463-1 |
467-3 |
477-0 |
|
S4 |
455-7 |
460-1 |
475-0 |
|
|
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 |
483-0 |
471-2 |
11-6 |
2.5% |
7-0 |
1.5% |
66% |
False |
False |
113,391 |
10 |
502-6 |
471-2 |
31-4 |
6.6% |
8-5 |
1.8% |
25% |
False |
False |
117,426 |
20 |
528-2 |
471-2 |
57-0 |
11.9% |
11-5 |
2.4% |
14% |
False |
False |
120,275 |
40 |
571-0 |
471-2 |
99-6 |
20.8% |
12-3 |
2.6% |
8% |
False |
False |
110,991 |
60 |
573-4 |
471-2 |
102-2 |
21.3% |
12-4 |
2.6% |
8% |
False |
False |
100,500 |
80 |
573-4 |
471-2 |
102-2 |
21.3% |
12-5 |
2.6% |
8% |
False |
False |
89,847 |
100 |
573-6 |
471-2 |
102-4 |
21.4% |
12-0 |
2.5% |
8% |
False |
False |
81,867 |
120 |
573-6 |
471-2 |
102-4 |
21.4% |
11-3 |
2.4% |
8% |
False |
False |
73,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
511-2 |
2.618 |
499-4 |
1.618 |
492-2 |
1.000 |
487-6 |
0.618 |
485-0 |
HIGH |
480-4 |
0.618 |
477-6 |
0.500 |
476-7 |
0.382 |
476-0 |
LOW |
473-2 |
0.618 |
468-6 |
1.000 |
466-0 |
1.618 |
461-4 |
2.618 |
454-2 |
4.250 |
442-4 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
478-2 |
478-0 |
PP |
477-5 |
476-7 |
S1 |
476-7 |
475-7 |
|