CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
537-6 |
540-0 |
2-2 |
0.4% |
530-6 |
| High |
542-6 |
541-4 |
-1-2 |
-0.2% |
570-0 |
| Low |
532-2 |
530-0 |
-2-2 |
-0.4% |
530-6 |
| Close |
538-2 |
539-2 |
1-0 |
0.2% |
553-4 |
| Range |
10-4 |
11-4 |
1-0 |
9.5% |
39-2 |
| ATR |
13-4 |
13-3 |
-0-1 |
-1.1% |
0-0 |
| Volume |
65,243 |
75,245 |
10,002 |
15.3% |
406,421 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
571-3 |
566-7 |
545-5 |
|
| R3 |
559-7 |
555-3 |
542-3 |
|
| R2 |
548-3 |
548-3 |
541-3 |
|
| R1 |
543-7 |
543-7 |
540-2 |
540-3 |
| PP |
536-7 |
536-7 |
536-7 |
535-2 |
| S1 |
532-3 |
532-3 |
538-2 |
528-7 |
| S2 |
525-3 |
525-3 |
537-1 |
|
| S3 |
513-7 |
520-7 |
536-1 |
|
| S4 |
502-3 |
509-3 |
532-7 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-1 |
650-5 |
575-1 |
|
| R3 |
629-7 |
611-3 |
564-2 |
|
| R2 |
590-5 |
590-5 |
560-6 |
|
| R1 |
572-1 |
572-1 |
557-1 |
581-3 |
| PP |
551-3 |
551-3 |
551-3 |
556-0 |
| S1 |
532-7 |
532-7 |
549-7 |
542-1 |
| S2 |
512-1 |
512-1 |
546-2 |
|
| S3 |
472-7 |
493-5 |
542-6 |
|
| S4 |
433-5 |
454-3 |
531-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
560-6 |
530-0 |
30-6 |
5.7% |
11-1 |
2.1% |
30% |
False |
True |
75,034 |
| 10 |
570-0 |
517-0 |
53-0 |
9.8% |
12-6 |
2.4% |
42% |
False |
False |
71,931 |
| 20 |
570-0 |
517-0 |
53-0 |
9.8% |
13-0 |
2.4% |
42% |
False |
False |
59,740 |
| 40 |
573-6 |
517-0 |
56-6 |
10.5% |
11-3 |
2.1% |
39% |
False |
False |
55,014 |
| 60 |
573-6 |
517-0 |
56-6 |
10.5% |
10-3 |
1.9% |
39% |
False |
False |
47,056 |
| 80 |
596-4 |
517-0 |
79-4 |
14.7% |
9-7 |
1.8% |
28% |
False |
False |
40,972 |
| 100 |
632-6 |
517-0 |
115-6 |
21.5% |
9-7 |
1.8% |
19% |
False |
False |
35,346 |
| 120 |
647-0 |
517-0 |
130-0 |
24.1% |
9-4 |
1.8% |
17% |
False |
False |
31,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
590-3 |
|
2.618 |
571-5 |
|
1.618 |
560-1 |
|
1.000 |
553-0 |
|
0.618 |
548-5 |
|
HIGH |
541-4 |
|
0.618 |
537-1 |
|
0.500 |
535-6 |
|
0.382 |
534-3 |
|
LOW |
530-0 |
|
0.618 |
522-7 |
|
1.000 |
518-4 |
|
1.618 |
511-3 |
|
2.618 |
499-7 |
|
4.250 |
481-1 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
538-1 |
545-3 |
| PP |
536-7 |
543-3 |
| S1 |
535-6 |
541-2 |
|