CME Corn Future December 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
462-2 |
460-0 |
-2-2 |
-0.5% |
475-0 |
High |
465-0 |
462-2 |
-2-6 |
-0.6% |
480-4 |
Low |
456-0 |
455-0 |
-1-0 |
-0.2% |
462-4 |
Close |
460-4 |
459-2 |
-1-2 |
-0.3% |
463-6 |
Range |
9-0 |
7-2 |
-1-6 |
-19.4% |
18-0 |
ATR |
11-1 |
10-7 |
-0-2 |
-2.5% |
0-0 |
Volume |
131,251 |
126,683 |
-4,568 |
-3.5% |
563,079 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-5 |
477-1 |
463-2 |
|
R3 |
473-3 |
469-7 |
461-2 |
|
R2 |
466-1 |
466-1 |
460-5 |
|
R1 |
462-5 |
462-5 |
459-7 |
460-6 |
PP |
458-7 |
458-7 |
458-7 |
457-7 |
S1 |
455-3 |
455-3 |
458-5 |
453-4 |
S2 |
451-5 |
451-5 |
457-7 |
|
S3 |
444-3 |
448-1 |
457-2 |
|
S4 |
437-1 |
440-7 |
455-2 |
|
|
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 |
455-0 |
25-4 |
5.6% |
9-1 |
2.0% |
17% |
False |
True |
126,454 |
10 |
489-0 |
455-0 |
34-0 |
7.4% |
8-2 |
1.8% |
13% |
False |
True |
126,208 |
20 |
528-2 |
455-0 |
73-2 |
15.9% |
10-4 |
2.3% |
6% |
False |
True |
125,403 |
40 |
571-0 |
455-0 |
116-0 |
25.3% |
12-1 |
2.6% |
4% |
False |
True |
116,696 |
60 |
573-4 |
455-0 |
118-4 |
25.8% |
12-1 |
2.6% |
4% |
False |
True |
104,761 |
80 |
573-4 |
455-0 |
118-4 |
25.8% |
12-4 |
2.7% |
4% |
False |
True |
94,014 |
100 |
573-6 |
455-0 |
118-6 |
25.9% |
12-0 |
2.6% |
4% |
False |
True |
85,821 |
120 |
573-6 |
455-0 |
118-6 |
25.9% |
11-3 |
2.5% |
4% |
False |
True |
76,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
493-0 |
2.618 |
481-2 |
1.618 |
474-0 |
1.000 |
469-4 |
0.618 |
466-6 |
HIGH |
462-2 |
0.618 |
459-4 |
0.500 |
458-5 |
0.382 |
457-6 |
LOW |
455-0 |
0.618 |
450-4 |
1.000 |
447-6 |
1.618 |
443-2 |
2.618 |
436-0 |
4.250 |
424-2 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
459-0 |
462-3 |
PP |
458-7 |
461-3 |
S1 |
458-5 |
460-2 |
|