CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
478-0 |
475-0 |
-3-0 |
-0.6% |
502-6 |
| High |
481-0 |
479-2 |
-1-6 |
-0.4% |
502-6 |
| Low |
475-0 |
471-2 |
-3-6 |
-0.8% |
475-0 |
| Close |
476-0 |
473-2 |
-2-6 |
-0.6% |
476-0 |
| Range |
6-0 |
8-0 |
2-0 |
33.3% |
27-6 |
| ATR |
12-4 |
12-1 |
-0-3 |
-2.6% |
0-0 |
| Volume |
154,262 |
89,707 |
-64,555 |
-41.8% |
657,701 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498-5 |
493-7 |
477-5 |
|
| R3 |
490-5 |
485-7 |
475-4 |
|
| R2 |
482-5 |
482-5 |
474-6 |
|
| R1 |
477-7 |
477-7 |
474-0 |
476-2 |
| PP |
474-5 |
474-5 |
474-5 |
473-6 |
| S1 |
469-7 |
469-7 |
472-4 |
468-2 |
| S2 |
466-5 |
466-5 |
471-6 |
|
| S3 |
458-5 |
461-7 |
471-0 |
|
| S4 |
450-5 |
453-7 |
468-7 |
|
|
| 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 |
496-4 |
471-2 |
25-2 |
5.3% |
9-1 |
1.9% |
8% |
False |
True |
123,742 |
| 10 |
518-4 |
471-2 |
47-2 |
10.0% |
10-0 |
2.1% |
4% |
False |
True |
117,089 |
| 20 |
528-2 |
471-2 |
57-0 |
12.0% |
11-7 |
2.5% |
4% |
False |
True |
129,413 |
| 40 |
573-4 |
471-2 |
102-2 |
21.6% |
12-7 |
2.7% |
2% |
False |
True |
110,850 |
| 60 |
573-4 |
471-2 |
102-2 |
21.6% |
12-4 |
2.7% |
2% |
False |
True |
99,213 |
| 80 |
573-4 |
471-2 |
102-2 |
21.6% |
12-5 |
2.7% |
2% |
False |
True |
88,544 |
| 100 |
573-6 |
471-2 |
102-4 |
21.7% |
12-0 |
2.5% |
2% |
False |
True |
80,750 |
| 120 |
590-2 |
471-2 |
119-0 |
25.1% |
11-4 |
2.4% |
2% |
False |
True |
72,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513-2 |
|
2.618 |
500-2 |
|
1.618 |
492-2 |
|
1.000 |
487-2 |
|
0.618 |
484-2 |
|
HIGH |
479-2 |
|
0.618 |
476-2 |
|
0.500 |
475-2 |
|
0.382 |
474-2 |
|
LOW |
471-2 |
|
0.618 |
466-2 |
|
1.000 |
463-2 |
|
1.618 |
458-2 |
|
2.618 |
450-2 |
|
4.250 |
437-2 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
475-2 |
477-1 |
| PP |
474-5 |
475-7 |
| S1 |
473-7 |
474-4 |
|