CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
568-0 |
564-0 |
-4-0 |
-0.7% |
560-2 |
| High |
568-6 |
572-4 |
3-6 |
0.7% |
569-6 |
| Low |
562-4 |
563-4 |
1-0 |
0.2% |
556-0 |
| Close |
565-2 |
572-0 |
6-6 |
1.2% |
565-2 |
| Range |
6-2 |
9-0 |
2-6 |
44.0% |
13-6 |
| ATR |
7-7 |
8-0 |
0-1 |
1.0% |
0-0 |
| Volume |
36,062 |
40,594 |
4,532 |
12.6% |
161,123 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-3 |
593-1 |
577-0 |
|
| R3 |
587-3 |
584-1 |
574-4 |
|
| R2 |
578-3 |
578-3 |
573-5 |
|
| R1 |
575-1 |
575-1 |
572-7 |
576-6 |
| PP |
569-3 |
569-3 |
569-3 |
570-1 |
| S1 |
566-1 |
566-1 |
571-1 |
567-6 |
| S2 |
560-3 |
560-3 |
570-3 |
|
| S3 |
551-3 |
557-1 |
569-4 |
|
| S4 |
542-3 |
548-1 |
567-0 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604-7 |
598-7 |
572-6 |
|
| R3 |
591-1 |
585-1 |
569-0 |
|
| R2 |
577-3 |
577-3 |
567-6 |
|
| R1 |
571-3 |
571-3 |
566-4 |
574-3 |
| PP |
563-5 |
563-5 |
563-5 |
565-2 |
| S1 |
557-5 |
557-5 |
564-0 |
560-5 |
| S2 |
549-7 |
549-7 |
562-6 |
|
| S3 |
536-1 |
543-7 |
561-4 |
|
| S4 |
522-3 |
530-1 |
557-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
572-4 |
556-0 |
16-4 |
2.9% |
7-0 |
1.2% |
97% |
True |
False |
34,878 |
| 10 |
572-4 |
548-0 |
24-4 |
4.3% |
7-4 |
1.3% |
98% |
True |
False |
33,246 |
| 20 |
572-4 |
538-4 |
34-0 |
5.9% |
8-0 |
1.4% |
99% |
True |
False |
33,189 |
| 40 |
596-4 |
538-4 |
58-0 |
10.1% |
8-2 |
1.4% |
58% |
False |
False |
28,968 |
| 60 |
605-0 |
538-4 |
66-4 |
11.6% |
8-4 |
1.5% |
50% |
False |
False |
25,981 |
| 80 |
647-0 |
538-4 |
108-4 |
19.0% |
8-5 |
1.5% |
31% |
False |
False |
22,329 |
| 100 |
647-0 |
538-4 |
108-4 |
19.0% |
8-6 |
1.5% |
31% |
False |
False |
20,165 |
| 120 |
647-0 |
538-4 |
108-4 |
19.0% |
8-6 |
1.5% |
31% |
False |
False |
17,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610-6 |
|
2.618 |
596-0 |
|
1.618 |
587-0 |
|
1.000 |
581-4 |
|
0.618 |
578-0 |
|
HIGH |
572-4 |
|
0.618 |
569-0 |
|
0.500 |
568-0 |
|
0.382 |
567-0 |
|
LOW |
563-4 |
|
0.618 |
558-0 |
|
1.000 |
554-4 |
|
1.618 |
549-0 |
|
2.618 |
540-0 |
|
4.250 |
525-2 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
570-5 |
570-4 |
| PP |
569-3 |
569-0 |
| S1 |
568-0 |
567-4 |
|