CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
592-4 |
591-0 |
-1-4 |
-0.3% |
584-4 |
| High |
594-6 |
595-0 |
0-2 |
0.0% |
595-0 |
| Low |
587-0 |
590-0 |
3-0 |
0.5% |
583-4 |
| Close |
591-0 |
592-0 |
1-0 |
0.2% |
592-0 |
| Range |
7-6 |
5-0 |
-2-6 |
-35.5% |
11-4 |
| ATR |
8-0 |
7-7 |
-0-2 |
-2.7% |
0-0 |
| Volume |
21,319 |
21,647 |
328 |
1.5% |
86,306 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-3 |
604-5 |
594-6 |
|
| R3 |
602-3 |
599-5 |
593-3 |
|
| R2 |
597-3 |
597-3 |
592-7 |
|
| R1 |
594-5 |
594-5 |
592-4 |
596-0 |
| PP |
592-3 |
592-3 |
592-3 |
593-0 |
| S1 |
589-5 |
589-5 |
591-4 |
591-0 |
| S2 |
587-3 |
587-3 |
591-1 |
|
| S3 |
582-3 |
584-5 |
590-5 |
|
| S4 |
577-3 |
579-5 |
589-2 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-5 |
619-7 |
598-3 |
|
| R3 |
613-1 |
608-3 |
595-1 |
|
| R2 |
601-5 |
601-5 |
594-1 |
|
| R1 |
596-7 |
596-7 |
593-0 |
599-2 |
| PP |
590-1 |
590-1 |
590-1 |
591-3 |
| S1 |
585-3 |
585-3 |
591-0 |
587-6 |
| S2 |
578-5 |
578-5 |
589-7 |
|
| S3 |
567-1 |
573-7 |
588-7 |
|
| S4 |
555-5 |
562-3 |
585-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
595-0 |
583-4 |
11-4 |
1.9% |
6-2 |
1.0% |
74% |
True |
False |
17,261 |
| 10 |
595-0 |
582-6 |
12-2 |
2.1% |
6-0 |
1.0% |
76% |
True |
False |
17,641 |
| 20 |
595-0 |
570-0 |
25-0 |
4.2% |
8-1 |
1.4% |
88% |
True |
False |
21,891 |
| 40 |
647-0 |
570-0 |
77-0 |
13.0% |
8-7 |
1.5% |
29% |
False |
False |
16,560 |
| 60 |
647-0 |
570-0 |
77-0 |
13.0% |
8-7 |
1.5% |
29% |
False |
False |
14,658 |
| 80 |
647-0 |
570-0 |
77-0 |
13.0% |
8-7 |
1.5% |
29% |
False |
False |
13,003 |
| 100 |
662-4 |
570-0 |
92-4 |
15.6% |
9-4 |
1.6% |
24% |
False |
False |
11,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616-2 |
|
2.618 |
608-1 |
|
1.618 |
603-1 |
|
1.000 |
600-0 |
|
0.618 |
598-1 |
|
HIGH |
595-0 |
|
0.618 |
593-1 |
|
0.500 |
592-4 |
|
0.382 |
591-7 |
|
LOW |
590-0 |
|
0.618 |
586-7 |
|
1.000 |
585-0 |
|
1.618 |
581-7 |
|
2.618 |
576-7 |
|
4.250 |
568-6 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
592-4 |
591-4 |
| PP |
592-3 |
591-0 |
| S1 |
592-1 |
590-4 |
|