CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
529-6 |
533-4 |
3-6 |
0.7% |
517-0 |
| High |
537-4 |
536-6 |
-0-6 |
-0.1% |
537-4 |
| Low |
525-2 |
527-0 |
1-6 |
0.3% |
512-0 |
| Close |
534-6 |
536-4 |
1-6 |
0.3% |
536-4 |
| Range |
12-2 |
9-6 |
-2-4 |
-20.4% |
25-4 |
| ATR |
12-2 |
12-1 |
-0-1 |
-1.5% |
0-0 |
| Volume |
75,405 |
63,598 |
-11,807 |
-15.7% |
389,522 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562-5 |
559-3 |
541-7 |
|
| R3 |
552-7 |
549-5 |
539-1 |
|
| R2 |
543-1 |
543-1 |
538-2 |
|
| R1 |
539-7 |
539-7 |
537-3 |
541-4 |
| PP |
533-3 |
533-3 |
533-3 |
534-2 |
| S1 |
530-1 |
530-1 |
535-5 |
531-6 |
| S2 |
523-5 |
523-5 |
534-6 |
|
| S3 |
513-7 |
520-3 |
533-7 |
|
| S4 |
504-1 |
510-5 |
531-1 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
605-1 |
596-3 |
550-4 |
|
| R3 |
579-5 |
570-7 |
543-4 |
|
| R2 |
554-1 |
554-1 |
541-1 |
|
| R1 |
545-3 |
545-3 |
538-7 |
549-6 |
| PP |
528-5 |
528-5 |
528-5 |
530-7 |
| S1 |
519-7 |
519-7 |
534-1 |
524-2 |
| S2 |
503-1 |
503-1 |
531-7 |
|
| S3 |
477-5 |
494-3 |
529-4 |
|
| S4 |
452-1 |
468-7 |
522-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
537-4 |
512-0 |
25-4 |
4.8% |
10-4 |
1.9% |
96% |
False |
False |
77,904 |
| 10 |
544-0 |
512-0 |
32-0 |
6.0% |
10-4 |
2.0% |
77% |
False |
False |
75,406 |
| 20 |
570-0 |
512-0 |
58-0 |
10.8% |
12-4 |
2.3% |
42% |
False |
False |
74,783 |
| 40 |
570-0 |
512-0 |
58-0 |
10.8% |
12-0 |
2.2% |
42% |
False |
False |
67,413 |
| 60 |
573-6 |
512-0 |
61-6 |
11.5% |
11-1 |
2.1% |
40% |
False |
False |
56,581 |
| 80 |
596-4 |
512-0 |
84-4 |
15.8% |
10-4 |
2.0% |
29% |
False |
False |
49,153 |
| 100 |
605-0 |
512-0 |
93-0 |
17.3% |
10-2 |
1.9% |
26% |
False |
False |
43,511 |
| 120 |
647-0 |
512-0 |
135-0 |
25.2% |
10-0 |
1.9% |
18% |
False |
False |
38,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
578-2 |
|
2.618 |
562-2 |
|
1.618 |
552-4 |
|
1.000 |
546-4 |
|
0.618 |
542-6 |
|
HIGH |
536-6 |
|
0.618 |
533-0 |
|
0.500 |
531-7 |
|
0.382 |
530-6 |
|
LOW |
527-0 |
|
0.618 |
521-0 |
|
1.000 |
517-2 |
|
1.618 |
511-2 |
|
2.618 |
501-4 |
|
4.250 |
485-4 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
535-0 |
533-6 |
| PP |
533-3 |
531-1 |
| S1 |
531-7 |
528-3 |
|