CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
476-4 |
479-0 |
2-4 |
0.5% |
502-6 |
| High |
480-4 |
479-0 |
-1-4 |
-0.3% |
502-6 |
| Low |
473-2 |
464-0 |
-9-2 |
-2.0% |
475-0 |
| Close |
479-0 |
467-0 |
-12-0 |
-2.5% |
476-0 |
| Range |
7-2 |
15-0 |
7-6 |
106.9% |
27-6 |
| ATR |
11-3 |
11-5 |
0-2 |
2.3% |
0-0 |
| Volume |
106,695 |
120,542 |
13,847 |
13.0% |
657,701 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
515-0 |
506-0 |
475-2 |
|
| R3 |
500-0 |
491-0 |
471-1 |
|
| R2 |
485-0 |
485-0 |
469-6 |
|
| R1 |
476-0 |
476-0 |
468-3 |
473-0 |
| PP |
470-0 |
470-0 |
470-0 |
468-4 |
| S1 |
461-0 |
461-0 |
465-5 |
458-0 |
| S2 |
455-0 |
455-0 |
464-2 |
|
| S3 |
440-0 |
446-0 |
462-7 |
|
| S4 |
425-0 |
431-0 |
458-6 |
|
|
| 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 |
481-0 |
464-0 |
17-0 |
3.6% |
8-3 |
1.8% |
18% |
False |
True |
114,047 |
| 10 |
502-6 |
464-0 |
38-6 |
8.3% |
9-3 |
2.0% |
8% |
False |
True |
119,703 |
| 20 |
528-2 |
464-0 |
64-2 |
13.8% |
11-7 |
2.5% |
5% |
False |
True |
119,522 |
| 40 |
571-0 |
464-0 |
107-0 |
22.9% |
12-3 |
2.7% |
3% |
False |
True |
112,141 |
| 60 |
573-4 |
464-0 |
109-4 |
23.4% |
12-4 |
2.7% |
3% |
False |
True |
101,255 |
| 80 |
573-4 |
464-0 |
109-4 |
23.4% |
12-5 |
2.7% |
3% |
False |
True |
90,876 |
| 100 |
573-6 |
464-0 |
109-6 |
23.5% |
12-0 |
2.6% |
3% |
False |
True |
82,759 |
| 120 |
573-6 |
464-0 |
109-6 |
23.5% |
11-4 |
2.5% |
3% |
False |
True |
74,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
542-6 |
|
2.618 |
518-2 |
|
1.618 |
503-2 |
|
1.000 |
494-0 |
|
0.618 |
488-2 |
|
HIGH |
479-0 |
|
0.618 |
473-2 |
|
0.500 |
471-4 |
|
0.382 |
469-6 |
|
LOW |
464-0 |
|
0.618 |
454-6 |
|
1.000 |
449-0 |
|
1.618 |
439-6 |
|
2.618 |
424-6 |
|
4.250 |
400-2 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
471-4 |
472-2 |
| PP |
470-0 |
470-4 |
| S1 |
468-4 |
468-6 |
|