CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
553-4 |
556-6 |
3-2 |
0.6% |
555-0 |
| High |
559-4 |
558-6 |
-0-6 |
-0.1% |
558-2 |
| Low |
551-4 |
548-0 |
-3-4 |
-0.6% |
538-4 |
| Close |
557-2 |
555-0 |
-2-2 |
-0.4% |
547-0 |
| Range |
8-0 |
10-6 |
2-6 |
34.4% |
19-6 |
| ATR |
8-5 |
8-6 |
0-1 |
1.8% |
0-0 |
| Volume |
32,654 |
34,577 |
1,923 |
5.9% |
179,803 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586-1 |
581-3 |
560-7 |
|
| R3 |
575-3 |
570-5 |
558-0 |
|
| R2 |
564-5 |
564-5 |
557-0 |
|
| R1 |
559-7 |
559-7 |
556-0 |
556-7 |
| PP |
553-7 |
553-7 |
553-7 |
552-4 |
| S1 |
549-1 |
549-1 |
554-0 |
546-1 |
| S2 |
543-1 |
543-1 |
553-0 |
|
| S3 |
532-3 |
538-3 |
552-0 |
|
| S4 |
521-5 |
527-5 |
549-1 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-1 |
596-7 |
557-7 |
|
| R3 |
587-3 |
577-1 |
552-3 |
|
| R2 |
567-5 |
567-5 |
550-5 |
|
| R1 |
557-3 |
557-3 |
548-6 |
552-5 |
| PP |
547-7 |
547-7 |
547-7 |
545-4 |
| S1 |
537-5 |
537-5 |
545-2 |
532-7 |
| S2 |
528-1 |
528-1 |
543-3 |
|
| S3 |
508-3 |
517-7 |
541-5 |
|
| S4 |
488-5 |
498-1 |
536-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
559-4 |
538-4 |
21-0 |
3.8% |
9-6 |
1.7% |
79% |
False |
False |
38,515 |
| 10 |
559-4 |
538-4 |
21-0 |
3.8% |
9-0 |
1.6% |
79% |
False |
False |
34,119 |
| 20 |
568-0 |
538-4 |
29-4 |
5.3% |
8-4 |
1.5% |
56% |
False |
False |
31,055 |
| 40 |
596-4 |
538-4 |
58-0 |
10.5% |
8-2 |
1.5% |
28% |
False |
False |
26,644 |
| 60 |
632-6 |
538-4 |
94-2 |
17.0% |
8-7 |
1.6% |
18% |
False |
False |
23,001 |
| 80 |
647-0 |
538-4 |
108-4 |
19.5% |
8-5 |
1.6% |
15% |
False |
False |
19,753 |
| 100 |
647-0 |
538-4 |
108-4 |
19.5% |
8-6 |
1.6% |
15% |
False |
False |
18,004 |
| 120 |
647-0 |
538-4 |
108-4 |
19.5% |
9-2 |
1.7% |
15% |
False |
False |
16,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
604-4 |
|
2.618 |
586-7 |
|
1.618 |
576-1 |
|
1.000 |
569-4 |
|
0.618 |
565-3 |
|
HIGH |
558-6 |
|
0.618 |
554-5 |
|
0.500 |
553-3 |
|
0.382 |
552-1 |
|
LOW |
548-0 |
|
0.618 |
541-3 |
|
1.000 |
537-2 |
|
1.618 |
530-5 |
|
2.618 |
519-7 |
|
4.250 |
502-2 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
554-4 |
554-2 |
| PP |
553-7 |
553-5 |
| S1 |
553-3 |
552-7 |
|