CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
587-6 |
572-0 |
-15-6 |
-2.7% |
599-0 |
| High |
589-0 |
577-6 |
-11-2 |
-1.9% |
605-0 |
| Low |
571-0 |
570-0 |
-1-0 |
-0.2% |
571-0 |
| Close |
571-6 |
574-4 |
2-6 |
0.5% |
571-6 |
| Range |
18-0 |
7-6 |
-10-2 |
-56.9% |
34-0 |
| ATR |
10-0 |
9-7 |
-0-1 |
-1.6% |
0-0 |
| Volume |
21,401 |
29,646 |
8,245 |
38.5% |
54,235 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
597-3 |
593-5 |
578-6 |
|
| R3 |
589-5 |
585-7 |
576-5 |
|
| R2 |
581-7 |
581-7 |
575-7 |
|
| R1 |
578-1 |
578-1 |
575-2 |
580-0 |
| PP |
574-1 |
574-1 |
574-1 |
575-0 |
| S1 |
570-3 |
570-3 |
573-6 |
572-2 |
| S2 |
566-3 |
566-3 |
573-1 |
|
| S3 |
558-5 |
562-5 |
572-3 |
|
| S4 |
550-7 |
554-7 |
570-2 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-5 |
662-1 |
590-4 |
|
| R3 |
650-5 |
628-1 |
581-1 |
|
| R2 |
616-5 |
616-5 |
578-0 |
|
| R1 |
594-1 |
594-1 |
574-7 |
588-3 |
| PP |
582-5 |
582-5 |
582-5 |
579-6 |
| S1 |
560-1 |
560-1 |
568-5 |
554-3 |
| S2 |
548-5 |
548-5 |
565-4 |
|
| S3 |
514-5 |
526-1 |
562-3 |
|
| S4 |
480-5 |
492-1 |
553-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605-0 |
570-0 |
35-0 |
6.1% |
11-7 |
2.1% |
13% |
False |
True |
16,776 |
| 10 |
608-6 |
570-0 |
38-6 |
6.7% |
9-3 |
1.6% |
12% |
False |
True |
12,734 |
| 20 |
644-2 |
570-0 |
74-2 |
12.9% |
10-1 |
1.8% |
6% |
False |
True |
12,435 |
| 40 |
647-0 |
570-0 |
77-0 |
13.4% |
9-4 |
1.6% |
6% |
False |
True |
11,427 |
| 60 |
647-0 |
570-0 |
77-0 |
13.4% |
9-3 |
1.6% |
6% |
False |
True |
10,726 |
| 80 |
662-4 |
570-0 |
92-4 |
16.1% |
9-7 |
1.7% |
5% |
False |
True |
9,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610-6 |
|
2.618 |
598-0 |
|
1.618 |
590-2 |
|
1.000 |
585-4 |
|
0.618 |
582-4 |
|
HIGH |
577-6 |
|
0.618 |
574-6 |
|
0.500 |
573-7 |
|
0.382 |
573-0 |
|
LOW |
570-0 |
|
0.618 |
565-2 |
|
1.000 |
562-2 |
|
1.618 |
557-4 |
|
2.618 |
549-6 |
|
4.250 |
537-0 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
574-2 |
582-1 |
| PP |
574-1 |
579-5 |
| S1 |
573-7 |
577-0 |
|