CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
587-2 |
592-4 |
5-2 |
0.9% |
590-6 |
| High |
593-0 |
594-6 |
1-6 |
0.3% |
594-4 |
| Low |
586-0 |
587-0 |
1-0 |
0.2% |
582-6 |
| Close |
593-0 |
591-0 |
-2-0 |
-0.3% |
584-2 |
| Range |
7-0 |
7-6 |
0-6 |
10.7% |
11-6 |
| ATR |
8-1 |
8-0 |
0-0 |
-0.3% |
0-0 |
| Volume |
16,074 |
21,319 |
5,245 |
32.6% |
73,478 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-1 |
610-3 |
595-2 |
|
| R3 |
606-3 |
602-5 |
593-1 |
|
| R2 |
598-5 |
598-5 |
592-3 |
|
| R1 |
594-7 |
594-7 |
591-6 |
592-7 |
| PP |
590-7 |
590-7 |
590-7 |
590-0 |
| S1 |
587-1 |
587-1 |
590-2 |
585-1 |
| S2 |
583-1 |
583-1 |
589-5 |
|
| S3 |
575-3 |
579-3 |
588-7 |
|
| S4 |
567-5 |
571-5 |
586-6 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622-3 |
615-1 |
590-6 |
|
| R3 |
610-5 |
603-3 |
587-4 |
|
| R2 |
598-7 |
598-7 |
586-3 |
|
| R1 |
591-5 |
591-5 |
585-3 |
589-3 |
| PP |
587-1 |
587-1 |
587-1 |
586-0 |
| S1 |
579-7 |
579-7 |
583-1 |
577-5 |
| S2 |
575-3 |
575-3 |
582-1 |
|
| S3 |
563-5 |
568-1 |
581-0 |
|
| S4 |
551-7 |
556-3 |
577-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
594-6 |
582-6 |
12-0 |
2.0% |
6-4 |
1.1% |
69% |
True |
False |
18,373 |
| 10 |
594-6 |
582-6 |
12-0 |
2.0% |
6-2 |
1.1% |
69% |
True |
False |
17,684 |
| 20 |
594-6 |
570-0 |
24-6 |
4.2% |
8-4 |
1.4% |
85% |
True |
False |
21,518 |
| 40 |
647-0 |
570-0 |
77-0 |
13.0% |
8-7 |
1.5% |
27% |
False |
False |
16,204 |
| 60 |
647-0 |
570-0 |
77-0 |
13.0% |
9-0 |
1.5% |
27% |
False |
False |
14,779 |
| 80 |
647-0 |
570-0 |
77-0 |
13.0% |
8-7 |
1.5% |
27% |
False |
False |
12,791 |
| 100 |
664-0 |
570-0 |
94-0 |
15.9% |
9-5 |
1.6% |
22% |
False |
False |
11,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627-6 |
|
2.618 |
615-0 |
|
1.618 |
607-2 |
|
1.000 |
602-4 |
|
0.618 |
599-4 |
|
HIGH |
594-6 |
|
0.618 |
591-6 |
|
0.500 |
590-7 |
|
0.382 |
590-0 |
|
LOW |
587-0 |
|
0.618 |
582-2 |
|
1.000 |
579-2 |
|
1.618 |
574-4 |
|
2.618 |
566-6 |
|
4.250 |
554-0 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
591-0 |
590-6 |
| PP |
590-7 |
590-5 |
| S1 |
590-7 |
590-3 |
|