CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
540-0 |
542-6 |
2-6 |
0.5% |
537-0 |
| High |
549-6 |
549-0 |
-0-6 |
-0.1% |
542-6 |
| Low |
531-2 |
538-4 |
7-2 |
1.4% |
525-4 |
| Close |
543-0 |
544-0 |
1-0 |
0.2% |
535-0 |
| Range |
18-4 |
10-4 |
-8-0 |
-43.2% |
17-2 |
| ATR |
10-3 |
10-3 |
0-0 |
0.1% |
0-0 |
| Volume |
41,775 |
64,798 |
23,023 |
55.1% |
468,820 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575-3 |
570-1 |
549-6 |
|
| R3 |
564-7 |
559-5 |
546-7 |
|
| R2 |
554-3 |
554-3 |
545-7 |
|
| R1 |
549-1 |
549-1 |
545-0 |
551-6 |
| PP |
543-7 |
543-7 |
543-7 |
545-1 |
| S1 |
538-5 |
538-5 |
543-0 |
541-2 |
| S2 |
533-3 |
533-3 |
542-1 |
|
| S3 |
522-7 |
528-1 |
541-1 |
|
| S4 |
512-3 |
517-5 |
538-2 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586-1 |
577-7 |
544-4 |
|
| R3 |
568-7 |
560-5 |
539-6 |
|
| R2 |
551-5 |
551-5 |
538-1 |
|
| R1 |
543-3 |
543-3 |
536-5 |
538-7 |
| PP |
534-3 |
534-3 |
534-3 |
532-2 |
| S1 |
526-1 |
526-1 |
533-3 |
521-5 |
| S2 |
517-1 |
517-1 |
531-7 |
|
| S3 |
499-7 |
508-7 |
530-2 |
|
| S4 |
482-5 |
491-5 |
525-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549-6 |
528-0 |
21-6 |
4.0% |
11-4 |
2.1% |
74% |
False |
False |
49,249 |
| 10 |
571-2 |
525-4 |
45-6 |
8.4% |
13-5 |
2.5% |
40% |
False |
False |
69,728 |
| 20 |
573-6 |
525-4 |
48-2 |
8.9% |
10-1 |
1.9% |
38% |
False |
False |
52,255 |
| 40 |
573-6 |
525-4 |
48-2 |
8.9% |
9-3 |
1.7% |
38% |
False |
False |
41,655 |
| 60 |
596-4 |
525-4 |
71-0 |
13.1% |
8-7 |
1.6% |
26% |
False |
False |
35,181 |
| 80 |
632-6 |
525-4 |
107-2 |
19.7% |
9-2 |
1.7% |
17% |
False |
False |
30,315 |
| 100 |
647-0 |
525-4 |
121-4 |
22.3% |
9-0 |
1.6% |
15% |
False |
False |
26,253 |
| 120 |
647-0 |
525-4 |
121-4 |
22.3% |
9-0 |
1.7% |
15% |
False |
False |
23,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593-5 |
|
2.618 |
576-4 |
|
1.618 |
566-0 |
|
1.000 |
559-4 |
|
0.618 |
555-4 |
|
HIGH |
549-0 |
|
0.618 |
545-0 |
|
0.500 |
543-6 |
|
0.382 |
542-4 |
|
LOW |
538-4 |
|
0.618 |
532-0 |
|
1.000 |
528-0 |
|
1.618 |
521-4 |
|
2.618 |
511-0 |
|
4.250 |
493-7 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
543-7 |
542-6 |
| PP |
543-7 |
541-4 |
| S1 |
543-6 |
540-2 |
|