CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
536-4 |
537-0 |
0-4 |
0.1% |
564-0 |
| High |
540-4 |
541-0 |
0-4 |
0.1% |
573-6 |
| Low |
529-4 |
533-2 |
3-6 |
0.7% |
535-6 |
| Close |
536-4 |
539-4 |
3-0 |
0.6% |
538-4 |
| Range |
11-0 |
7-6 |
-3-2 |
-29.5% |
38-0 |
| ATR |
10-2 |
10-1 |
-0-1 |
-1.8% |
0-0 |
| Volume |
101,840 |
61,242 |
-40,598 |
-39.9% |
160,925 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561-1 |
558-1 |
543-6 |
|
| R3 |
553-3 |
550-3 |
541-5 |
|
| R2 |
545-5 |
545-5 |
540-7 |
|
| R1 |
542-5 |
542-5 |
540-2 |
544-1 |
| PP |
537-7 |
537-7 |
537-7 |
538-6 |
| S1 |
534-7 |
534-7 |
538-6 |
536-3 |
| S2 |
530-1 |
530-1 |
538-1 |
|
| S3 |
522-3 |
527-1 |
537-3 |
|
| S4 |
514-5 |
519-3 |
535-2 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-3 |
638-7 |
559-3 |
|
| R3 |
625-3 |
600-7 |
549-0 |
|
| R2 |
587-3 |
587-3 |
545-4 |
|
| R1 |
562-7 |
562-7 |
542-0 |
556-1 |
| PP |
549-3 |
549-3 |
549-3 |
546-0 |
| S1 |
524-7 |
524-7 |
535-0 |
518-1 |
| S2 |
511-3 |
511-3 |
531-4 |
|
| S3 |
473-3 |
486-7 |
528-0 |
|
| S4 |
435-3 |
448-7 |
517-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
573-6 |
525-4 |
48-2 |
8.9% |
15-4 |
2.9% |
29% |
False |
False |
89,147 |
| 10 |
573-6 |
525-4 |
48-2 |
8.9% |
11-1 |
2.1% |
29% |
False |
False |
62,961 |
| 20 |
573-6 |
525-4 |
48-2 |
8.9% |
9-6 |
1.8% |
29% |
False |
False |
48,439 |
| 40 |
595-0 |
525-4 |
69-4 |
12.9% |
9-3 |
1.7% |
20% |
False |
False |
38,175 |
| 60 |
596-4 |
525-4 |
71-0 |
13.2% |
8-6 |
1.6% |
20% |
False |
False |
32,820 |
| 80 |
646-0 |
525-4 |
120-4 |
22.3% |
9-1 |
1.7% |
12% |
False |
False |
27,545 |
| 100 |
647-0 |
525-4 |
121-4 |
22.5% |
9-1 |
1.7% |
12% |
False |
False |
24,130 |
| 120 |
647-0 |
525-4 |
121-4 |
22.5% |
9-0 |
1.7% |
12% |
False |
False |
21,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
574-0 |
|
2.618 |
561-2 |
|
1.618 |
553-4 |
|
1.000 |
548-6 |
|
0.618 |
545-6 |
|
HIGH |
541-0 |
|
0.618 |
538-0 |
|
0.500 |
537-1 |
|
0.382 |
536-2 |
|
LOW |
533-2 |
|
0.618 |
528-4 |
|
1.000 |
525-4 |
|
1.618 |
520-6 |
|
2.618 |
513-0 |
|
4.250 |
500-2 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
538-6 |
537-6 |
| PP |
537-7 |
535-7 |
| S1 |
537-1 |
534-1 |
|