CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
540-0 |
538-0 |
-2-0 |
-0.4% |
537-6 |
| High |
544-0 |
538-4 |
-5-4 |
-1.0% |
543-0 |
| Low |
535-2 |
530-6 |
-4-4 |
-0.8% |
522-6 |
| Close |
538-0 |
531-6 |
-6-2 |
-1.2% |
529-4 |
| Range |
8-6 |
7-6 |
-1-0 |
-11.4% |
20-2 |
| ATR |
13-5 |
13-2 |
-0-3 |
-3.1% |
0-0 |
| Volume |
101,086 |
51,935 |
-49,151 |
-48.6% |
335,183 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556-7 |
552-1 |
536-0 |
|
| R3 |
549-1 |
544-3 |
533-7 |
|
| R2 |
541-3 |
541-3 |
533-1 |
|
| R1 |
536-5 |
536-5 |
532-4 |
535-1 |
| PP |
533-5 |
533-5 |
533-5 |
533-0 |
| S1 |
528-7 |
528-7 |
531-0 |
527-3 |
| S2 |
525-7 |
525-7 |
530-3 |
|
| S3 |
518-1 |
521-1 |
529-5 |
|
| S4 |
510-3 |
513-3 |
527-4 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592-4 |
581-2 |
540-5 |
|
| R3 |
572-2 |
561-0 |
535-1 |
|
| R2 |
552-0 |
552-0 |
533-2 |
|
| R1 |
540-6 |
540-6 |
531-3 |
536-2 |
| PP |
531-6 |
531-6 |
531-6 |
529-4 |
| S1 |
520-4 |
520-4 |
527-5 |
516-0 |
| S2 |
511-4 |
511-4 |
525-6 |
|
| S3 |
491-2 |
500-2 |
523-7 |
|
| S4 |
471-0 |
480-0 |
518-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
544-0 |
522-6 |
21-2 |
4.0% |
13-4 |
2.5% |
42% |
False |
False |
75,034 |
| 10 |
560-6 |
522-6 |
38-0 |
7.1% |
12-1 |
2.3% |
24% |
False |
False |
71,076 |
| 20 |
570-0 |
517-0 |
53-0 |
10.0% |
12-7 |
2.4% |
28% |
False |
False |
67,817 |
| 40 |
573-6 |
517-0 |
56-6 |
10.7% |
12-1 |
2.3% |
26% |
False |
False |
61,459 |
| 60 |
573-6 |
517-0 |
56-6 |
10.7% |
10-6 |
2.0% |
26% |
False |
False |
51,241 |
| 80 |
596-4 |
517-0 |
79-4 |
15.0% |
10-1 |
1.9% |
19% |
False |
False |
44,266 |
| 100 |
617-2 |
517-0 |
100-2 |
18.9% |
10-0 |
1.9% |
15% |
False |
False |
39,131 |
| 120 |
647-0 |
517-0 |
130-0 |
24.4% |
9-6 |
1.8% |
11% |
False |
False |
34,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
571-4 |
|
2.618 |
558-6 |
|
1.618 |
551-0 |
|
1.000 |
546-2 |
|
0.618 |
543-2 |
|
HIGH |
538-4 |
|
0.618 |
535-4 |
|
0.500 |
534-5 |
|
0.382 |
533-6 |
|
LOW |
530-6 |
|
0.618 |
526-0 |
|
1.000 |
523-0 |
|
1.618 |
518-2 |
|
2.618 |
510-4 |
|
4.250 |
497-6 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
534-5 |
534-4 |
| PP |
533-5 |
533-5 |
| S1 |
532-6 |
532-5 |
|