CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
528-0 |
538-4 |
10-4 |
2.0% |
551-2 |
| High |
541-4 |
551-0 |
9-4 |
1.8% |
554-2 |
| Low |
525-6 |
536-0 |
10-2 |
1.9% |
529-0 |
| Close |
538-4 |
550-4 |
12-0 |
2.2% |
533-0 |
| Range |
15-6 |
15-0 |
-0-6 |
-4.8% |
25-2 |
| ATR |
13-2 |
13-3 |
0-1 |
0.9% |
0-0 |
| Volume |
69,981 |
93,313 |
23,332 |
33.3% |
417,379 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590-7 |
585-5 |
558-6 |
|
| R3 |
575-7 |
570-5 |
554-5 |
|
| R2 |
560-7 |
560-7 |
553-2 |
|
| R1 |
555-5 |
555-5 |
551-7 |
558-2 |
| PP |
545-7 |
545-7 |
545-7 |
547-1 |
| S1 |
540-5 |
540-5 |
549-1 |
543-2 |
| S2 |
530-7 |
530-7 |
547-6 |
|
| S3 |
515-7 |
525-5 |
546-3 |
|
| S4 |
500-7 |
510-5 |
542-2 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-4 |
599-0 |
546-7 |
|
| R3 |
589-2 |
573-6 |
540-0 |
|
| R2 |
564-0 |
564-0 |
537-5 |
|
| R1 |
548-4 |
548-4 |
535-3 |
543-5 |
| PP |
538-6 |
538-6 |
538-6 |
536-2 |
| S1 |
523-2 |
523-2 |
530-5 |
518-3 |
| S2 |
513-4 |
513-4 |
528-3 |
|
| S3 |
488-2 |
498-0 |
526-0 |
|
| S4 |
463-0 |
472-6 |
519-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551-2 |
525-6 |
25-4 |
4.6% |
13-2 |
2.4% |
97% |
False |
False |
84,615 |
| 10 |
559-6 |
525-6 |
34-0 |
6.2% |
12-6 |
2.3% |
73% |
False |
False |
79,652 |
| 20 |
573-4 |
512-0 |
61-4 |
11.2% |
13-1 |
2.4% |
63% |
False |
False |
83,466 |
| 40 |
573-4 |
512-0 |
61-4 |
11.2% |
12-7 |
2.3% |
63% |
False |
False |
77,003 |
| 60 |
573-6 |
512-0 |
61-6 |
11.2% |
12-5 |
2.3% |
62% |
False |
False |
70,339 |
| 80 |
573-6 |
512-0 |
61-6 |
11.2% |
11-3 |
2.1% |
62% |
False |
False |
60,876 |
| 100 |
596-4 |
512-0 |
84-4 |
15.3% |
10-7 |
2.0% |
46% |
False |
False |
53,657 |
| 120 |
608-6 |
512-0 |
96-6 |
17.6% |
10-5 |
1.9% |
40% |
False |
False |
47,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-6 |
|
2.618 |
590-2 |
|
1.618 |
575-2 |
|
1.000 |
566-0 |
|
0.618 |
560-2 |
|
HIGH |
551-0 |
|
0.618 |
545-2 |
|
0.500 |
543-4 |
|
0.382 |
541-6 |
|
LOW |
536-0 |
|
0.618 |
526-6 |
|
1.000 |
521-0 |
|
1.618 |
511-6 |
|
2.618 |
496-6 |
|
4.250 |
472-2 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
548-1 |
546-4 |
| PP |
545-7 |
542-3 |
| S1 |
543-4 |
538-3 |
|