CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
517-0 |
513-2 |
-3-6 |
-0.7% |
525-0 |
| High |
523-0 |
521-4 |
-1-4 |
-0.3% |
544-0 |
| Low |
514-0 |
512-0 |
-2-0 |
-0.4% |
517-4 |
| Close |
520-2 |
520-2 |
0-0 |
0.0% |
519-4 |
| Range |
9-0 |
9-4 |
0-4 |
5.6% |
26-4 |
| ATR |
12-4 |
12-2 |
-0-2 |
-1.7% |
0-0 |
| Volume |
83,114 |
73,020 |
-10,094 |
-12.1% |
364,538 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546-3 |
542-7 |
525-4 |
|
| R3 |
536-7 |
533-3 |
522-7 |
|
| R2 |
527-3 |
527-3 |
522-0 |
|
| R1 |
523-7 |
523-7 |
521-1 |
525-5 |
| PP |
517-7 |
517-7 |
517-7 |
518-6 |
| S1 |
514-3 |
514-3 |
519-3 |
516-1 |
| S2 |
508-3 |
508-3 |
518-4 |
|
| S3 |
498-7 |
504-7 |
517-5 |
|
| S4 |
489-3 |
495-3 |
515-0 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-4 |
589-4 |
534-1 |
|
| R3 |
580-0 |
563-0 |
526-6 |
|
| R2 |
553-4 |
553-4 |
524-3 |
|
| R1 |
536-4 |
536-4 |
521-7 |
531-6 |
| PP |
527-0 |
527-0 |
527-0 |
524-5 |
| S1 |
510-0 |
510-0 |
517-1 |
505-2 |
| S2 |
500-4 |
500-4 |
514-5 |
|
| S3 |
474-0 |
483-4 |
512-2 |
|
| S4 |
447-4 |
457-0 |
504-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
538-4 |
512-0 |
26-4 |
5.1% |
9-2 |
1.8% |
31% |
False |
True |
65,259 |
| 10 |
544-0 |
512-0 |
32-0 |
6.2% |
11-6 |
2.2% |
26% |
False |
True |
71,536 |
| 20 |
570-0 |
512-0 |
58-0 |
11.1% |
12-2 |
2.3% |
14% |
False |
True |
71,733 |
| 40 |
573-6 |
512-0 |
61-6 |
11.9% |
12-3 |
2.4% |
13% |
False |
True |
64,587 |
| 60 |
573-6 |
512-0 |
61-6 |
11.9% |
11-0 |
2.1% |
13% |
False |
True |
54,121 |
| 80 |
596-4 |
512-0 |
84-4 |
16.2% |
10-3 |
2.0% |
10% |
False |
True |
46,777 |
| 100 |
605-0 |
512-0 |
93-0 |
17.9% |
10-0 |
1.9% |
9% |
False |
True |
41,423 |
| 120 |
647-0 |
512-0 |
135-0 |
25.9% |
9-7 |
1.9% |
6% |
False |
True |
36,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
561-7 |
|
2.618 |
546-3 |
|
1.618 |
536-7 |
|
1.000 |
531-0 |
|
0.618 |
527-3 |
|
HIGH |
521-4 |
|
0.618 |
517-7 |
|
0.500 |
516-6 |
|
0.382 |
515-5 |
|
LOW |
512-0 |
|
0.618 |
506-1 |
|
1.000 |
502-4 |
|
1.618 |
496-5 |
|
2.618 |
487-1 |
|
4.250 |
471-5 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
519-1 |
520-0 |
| PP |
517-7 |
519-6 |
| S1 |
516-6 |
519-4 |
|