CME Corn Future December 2013
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
467-0 |
462-2 |
-4-6 |
-1.0% |
475-0 |
High |
469-6 |
465-0 |
-4-6 |
-1.0% |
480-4 |
Low |
462-4 |
456-0 |
-6-4 |
-1.4% |
462-4 |
Close |
463-6 |
460-4 |
-3-2 |
-0.7% |
463-6 |
Range |
7-2 |
9-0 |
1-6 |
24.1% |
18-0 |
ATR |
11-3 |
11-1 |
-0-1 |
-1.5% |
0-0 |
Volume |
147,102 |
131,251 |
-15,851 |
-10.8% |
563,079 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487-4 |
483-0 |
465-4 |
|
R3 |
478-4 |
474-0 |
463-0 |
|
R2 |
469-4 |
469-4 |
462-1 |
|
R1 |
465-0 |
465-0 |
461-3 |
462-6 |
PP |
460-4 |
460-4 |
460-4 |
459-3 |
S1 |
456-0 |
456-0 |
459-5 |
453-6 |
S2 |
451-4 |
451-4 |
458-7 |
|
S3 |
442-4 |
447-0 |
458-0 |
|
S4 |
433-4 |
438-0 |
455-4 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522-7 |
511-3 |
473-5 |
|
R3 |
504-7 |
493-3 |
468-6 |
|
R2 |
486-7 |
486-7 |
467-0 |
|
R1 |
475-3 |
475-3 |
465-3 |
472-1 |
PP |
468-7 |
468-7 |
468-7 |
467-2 |
S1 |
457-3 |
457-3 |
462-1 |
454-1 |
S2 |
450-7 |
450-7 |
460-4 |
|
S3 |
432-7 |
439-3 |
458-6 |
|
S4 |
414-7 |
421-3 |
453-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
480-4 |
456-0 |
24-4 |
5.3% |
8-7 |
1.9% |
18% |
False |
True |
120,924 |
10 |
496-4 |
456-0 |
40-4 |
8.8% |
9-0 |
2.0% |
11% |
False |
True |
122,333 |
20 |
528-2 |
456-0 |
72-2 |
15.7% |
11-2 |
2.4% |
6% |
False |
True |
124,337 |
40 |
571-0 |
456-0 |
115-0 |
25.0% |
12-2 |
2.7% |
4% |
False |
True |
115,567 |
60 |
573-4 |
456-0 |
117-4 |
25.5% |
12-2 |
2.7% |
4% |
False |
True |
103,889 |
80 |
573-4 |
456-0 |
117-4 |
25.5% |
12-4 |
2.7% |
4% |
False |
True |
93,024 |
100 |
573-6 |
456-0 |
117-6 |
25.6% |
12-0 |
2.6% |
4% |
False |
True |
84,870 |
120 |
573-6 |
456-0 |
117-6 |
25.6% |
11-3 |
2.5% |
4% |
False |
True |
75,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
503-2 |
2.618 |
488-4 |
1.618 |
479-4 |
1.000 |
474-0 |
0.618 |
470-4 |
HIGH |
465-0 |
0.618 |
461-4 |
0.500 |
460-4 |
0.382 |
459-4 |
LOW |
456-0 |
0.618 |
450-4 |
1.000 |
447-0 |
1.618 |
441-4 |
2.618 |
432-4 |
4.250 |
417-6 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
460-4 |
467-4 |
PP |
460-4 |
465-1 |
S1 |
460-4 |
462-7 |
|