CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
542-6 |
551-0 |
8-2 |
1.5% |
517-0 |
| High |
554-2 |
568-0 |
13-6 |
2.5% |
537-4 |
| Low |
541-4 |
549-0 |
7-4 |
1.4% |
512-0 |
| Close |
551-0 |
565-6 |
14-6 |
2.7% |
536-4 |
| Range |
12-6 |
19-0 |
6-2 |
49.0% |
25-4 |
| ATR |
12-4 |
13-0 |
0-4 |
3.7% |
0-0 |
| Volume |
41,838 |
106,717 |
64,879 |
155.1% |
389,522 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-7 |
610-7 |
576-2 |
|
| R3 |
598-7 |
591-7 |
571-0 |
|
| R2 |
579-7 |
579-7 |
569-2 |
|
| R1 |
572-7 |
572-7 |
567-4 |
576-3 |
| PP |
560-7 |
560-7 |
560-7 |
562-6 |
| S1 |
553-7 |
553-7 |
564-0 |
557-3 |
| S2 |
541-7 |
541-7 |
562-2 |
|
| S3 |
522-7 |
534-7 |
560-4 |
|
| S4 |
503-7 |
515-7 |
555-2 |
|
|
| 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 |
568-0 |
519-2 |
48-6 |
8.6% |
13-1 |
2.3% |
95% |
True |
False |
76,388 |
| 10 |
568-0 |
512-0 |
56-0 |
9.9% |
11-1 |
2.0% |
96% |
True |
False |
70,824 |
| 20 |
568-0 |
512-0 |
56-0 |
9.9% |
11-7 |
2.1% |
96% |
True |
False |
73,624 |
| 40 |
570-0 |
512-0 |
58-0 |
10.3% |
12-1 |
2.1% |
93% |
False |
False |
63,657 |
| 60 |
573-6 |
512-0 |
61-6 |
10.9% |
11-3 |
2.0% |
87% |
False |
False |
58,084 |
| 80 |
596-4 |
512-0 |
84-4 |
14.9% |
10-6 |
1.9% |
64% |
False |
False |
50,473 |
| 100 |
596-4 |
512-0 |
84-4 |
14.9% |
10-2 |
1.8% |
64% |
False |
False |
44,756 |
| 120 |
647-0 |
512-0 |
135-0 |
23.9% |
10-1 |
1.8% |
40% |
False |
False |
39,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-6 |
|
2.618 |
617-6 |
|
1.618 |
598-6 |
|
1.000 |
587-0 |
|
0.618 |
579-6 |
|
HIGH |
568-0 |
|
0.618 |
560-6 |
|
0.500 |
558-4 |
|
0.382 |
556-2 |
|
LOW |
549-0 |
|
0.618 |
537-2 |
|
1.000 |
530-0 |
|
1.618 |
518-2 |
|
2.618 |
499-2 |
|
4.250 |
468-2 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
563-3 |
559-5 |
| PP |
560-7 |
553-5 |
| S1 |
558-4 |
547-4 |
|