CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
513-2 |
519-2 |
6-0 |
1.2% |
525-0 |
| High |
521-4 |
531-0 |
9-4 |
1.8% |
544-0 |
| Low |
512-0 |
519-2 |
7-2 |
1.4% |
517-4 |
| Close |
520-2 |
530-4 |
10-2 |
2.0% |
519-4 |
| Range |
9-4 |
11-6 |
2-2 |
23.7% |
26-4 |
| ATR |
12-2 |
12-2 |
0-0 |
-0.3% |
0-0 |
| Volume |
73,020 |
94,385 |
21,365 |
29.3% |
364,538 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562-1 |
558-1 |
537-0 |
|
| R3 |
550-3 |
546-3 |
533-6 |
|
| R2 |
538-5 |
538-5 |
532-5 |
|
| R1 |
534-5 |
534-5 |
531-5 |
536-5 |
| PP |
526-7 |
526-7 |
526-7 |
528-0 |
| S1 |
522-7 |
522-7 |
529-3 |
524-7 |
| S2 |
515-1 |
515-1 |
528-3 |
|
| S3 |
503-3 |
511-1 |
527-2 |
|
| S4 |
491-5 |
499-3 |
524-0 |
|
|
| 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 |
534-0 |
512-0 |
22-0 |
4.1% |
10-0 |
1.9% |
84% |
False |
False |
73,749 |
| 10 |
544-0 |
512-0 |
32-0 |
6.0% |
11-6 |
2.2% |
58% |
False |
False |
74,391 |
| 20 |
570-0 |
512-0 |
58-0 |
10.9% |
12-2 |
2.3% |
32% |
False |
False |
72,716 |
| 40 |
573-6 |
512-0 |
61-6 |
11.6% |
12-4 |
2.4% |
30% |
False |
False |
66,081 |
| 60 |
573-6 |
512-0 |
61-6 |
11.6% |
11-0 |
2.1% |
30% |
False |
False |
55,307 |
| 80 |
596-4 |
512-0 |
84-4 |
15.9% |
10-3 |
2.0% |
22% |
False |
False |
47,815 |
| 100 |
605-0 |
512-0 |
93-0 |
17.5% |
10-1 |
1.9% |
20% |
False |
False |
42,295 |
| 120 |
647-0 |
512-0 |
135-0 |
25.4% |
9-7 |
1.9% |
14% |
False |
False |
37,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
581-0 |
|
2.618 |
561-6 |
|
1.618 |
550-0 |
|
1.000 |
542-6 |
|
0.618 |
538-2 |
|
HIGH |
531-0 |
|
0.618 |
526-4 |
|
0.500 |
525-1 |
|
0.382 |
523-6 |
|
LOW |
519-2 |
|
0.618 |
512-0 |
|
1.000 |
507-4 |
|
1.618 |
500-2 |
|
2.618 |
488-4 |
|
4.250 |
469-2 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
528-6 |
527-4 |
| PP |
526-7 |
524-4 |
| S1 |
525-1 |
521-4 |
|