CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
540-6 |
546-4 |
5-6 |
1.1% |
534-0 |
| High |
548-6 |
551-0 |
2-2 |
0.4% |
550-0 |
| Low |
536-6 |
540-0 |
3-2 |
0.6% |
528-0 |
| Close |
547-2 |
541-2 |
-6-0 |
-1.1% |
550-0 |
| Range |
12-0 |
11-0 |
-1-0 |
-8.3% |
22-0 |
| ATR |
11-1 |
11-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
37,927 |
52,600 |
14,673 |
38.7% |
238,164 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577-1 |
570-1 |
547-2 |
|
| R3 |
566-1 |
559-1 |
544-2 |
|
| R2 |
555-1 |
555-1 |
543-2 |
|
| R1 |
548-1 |
548-1 |
542-2 |
546-1 |
| PP |
544-1 |
544-1 |
544-1 |
543-0 |
| S1 |
537-1 |
537-1 |
540-2 |
535-1 |
| S2 |
533-1 |
533-1 |
539-2 |
|
| S3 |
522-1 |
526-1 |
538-2 |
|
| S4 |
511-1 |
515-1 |
535-2 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-5 |
601-3 |
562-1 |
|
| R3 |
586-5 |
579-3 |
556-0 |
|
| R2 |
564-5 |
564-5 |
554-0 |
|
| R1 |
557-3 |
557-3 |
552-0 |
561-0 |
| PP |
542-5 |
542-5 |
542-5 |
544-4 |
| S1 |
535-3 |
535-3 |
548-0 |
539-0 |
| S2 |
520-5 |
520-5 |
546-0 |
|
| S3 |
498-5 |
513-3 |
544-0 |
|
| S4 |
476-5 |
491-3 |
537-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551-0 |
528-6 |
22-2 |
4.1% |
12-6 |
2.3% |
56% |
True |
False |
45,100 |
| 10 |
551-0 |
528-0 |
23-0 |
4.2% |
12-1 |
2.2% |
58% |
True |
False |
47,174 |
| 20 |
573-6 |
525-4 |
48-2 |
8.9% |
11-5 |
2.1% |
33% |
False |
False |
56,187 |
| 40 |
573-6 |
525-4 |
48-2 |
8.9% |
9-7 |
1.8% |
33% |
False |
False |
43,655 |
| 60 |
596-4 |
525-4 |
71-0 |
13.1% |
9-3 |
1.7% |
22% |
False |
False |
37,053 |
| 80 |
608-6 |
525-4 |
83-2 |
15.4% |
9-2 |
1.7% |
19% |
False |
False |
32,399 |
| 100 |
647-0 |
525-4 |
121-4 |
22.4% |
9-1 |
1.7% |
13% |
False |
False |
28,111 |
| 120 |
647-0 |
525-4 |
121-4 |
22.4% |
9-2 |
1.7% |
13% |
False |
False |
25,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597-6 |
|
2.618 |
579-6 |
|
1.618 |
568-6 |
|
1.000 |
562-0 |
|
0.618 |
557-6 |
|
HIGH |
551-0 |
|
0.618 |
546-6 |
|
0.500 |
545-4 |
|
0.382 |
544-2 |
|
LOW |
540-0 |
|
0.618 |
533-2 |
|
1.000 |
529-0 |
|
1.618 |
522-2 |
|
2.618 |
511-2 |
|
4.250 |
493-2 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
545-4 |
540-6 |
| PP |
544-1 |
540-3 |
| S1 |
542-5 |
539-7 |
|