CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
579-4 |
584-0 |
4-4 |
0.8% |
572-0 |
| High |
584-4 |
591-4 |
7-0 |
1.2% |
592-0 |
| Low |
575-0 |
580-6 |
5-6 |
1.0% |
570-0 |
| Close |
584-0 |
589-2 |
5-2 |
0.9% |
577-0 |
| Range |
9-4 |
10-6 |
1-2 |
13.2% |
22-0 |
| ATR |
10-0 |
10-0 |
0-0 |
0.5% |
0-0 |
| Volume |
59,673 |
33,204 |
-26,469 |
-44.4% |
98,163 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-3 |
615-1 |
595-1 |
|
| R3 |
608-5 |
604-3 |
592-2 |
|
| R2 |
597-7 |
597-7 |
591-2 |
|
| R1 |
593-5 |
593-5 |
590-2 |
595-6 |
| PP |
587-1 |
587-1 |
587-1 |
588-2 |
| S1 |
582-7 |
582-7 |
588-2 |
585-0 |
| S2 |
576-3 |
576-3 |
587-2 |
|
| S3 |
565-5 |
572-1 |
586-2 |
|
| S4 |
554-7 |
561-3 |
583-3 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645-5 |
633-3 |
589-1 |
|
| R3 |
623-5 |
611-3 |
583-0 |
|
| R2 |
601-5 |
601-5 |
581-0 |
|
| R1 |
589-3 |
589-3 |
579-0 |
595-4 |
| PP |
579-5 |
579-5 |
579-5 |
582-6 |
| S1 |
567-3 |
567-3 |
575-0 |
573-4 |
| S2 |
557-5 |
557-5 |
573-0 |
|
| S3 |
535-5 |
545-3 |
571-0 |
|
| S4 |
513-5 |
523-3 |
564-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
592-0 |
573-2 |
18-6 |
3.2% |
10-4 |
1.8% |
85% |
False |
False |
29,107 |
| 10 |
605-0 |
570-0 |
35-0 |
5.9% |
11-4 |
2.0% |
55% |
False |
False |
23,650 |
| 20 |
632-6 |
570-0 |
62-6 |
10.6% |
10-2 |
1.7% |
31% |
False |
False |
16,709 |
| 40 |
647-0 |
570-0 |
77-0 |
13.1% |
9-2 |
1.6% |
25% |
False |
False |
13,524 |
| 60 |
647-0 |
570-0 |
77-0 |
13.1% |
9-1 |
1.6% |
25% |
False |
False |
12,730 |
| 80 |
647-0 |
570-0 |
77-0 |
13.1% |
9-6 |
1.7% |
25% |
False |
False |
11,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-2 |
|
2.618 |
619-5 |
|
1.618 |
608-7 |
|
1.000 |
602-2 |
|
0.618 |
598-1 |
|
HIGH |
591-4 |
|
0.618 |
587-3 |
|
0.500 |
586-1 |
|
0.382 |
584-7 |
|
LOW |
580-6 |
|
0.618 |
574-1 |
|
1.000 |
570-0 |
|
1.618 |
563-3 |
|
2.618 |
552-5 |
|
4.250 |
535-0 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
588-2 |
587-0 |
| PP |
587-1 |
584-7 |
| S1 |
586-1 |
582-5 |
|