CME Corn Future December 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
599-0 |
603-4 |
4-4 |
0.8% |
606-6 |
High |
601-2 |
605-0 |
3-6 |
0.6% |
608-6 |
Low |
595-6 |
588-6 |
-7-0 |
-1.2% |
594-2 |
Close |
599-6 |
592-2 |
-7-4 |
-1.3% |
599-6 |
Range |
5-4 |
16-2 |
10-6 |
195.5% |
14-4 |
ATR |
8-5 |
9-2 |
0-4 |
6.3% |
0-0 |
Volume |
8,773 |
9,881 |
1,108 |
12.6% |
23,934 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-1 |
634-3 |
601-2 |
|
R3 |
627-7 |
618-1 |
596-6 |
|
R2 |
611-5 |
611-5 |
595-2 |
|
R1 |
601-7 |
601-7 |
593-6 |
598-5 |
PP |
595-3 |
595-3 |
595-3 |
593-6 |
S1 |
585-5 |
585-5 |
590-6 |
582-3 |
S2 |
579-1 |
579-1 |
589-2 |
|
S3 |
562-7 |
569-3 |
587-6 |
|
S4 |
546-5 |
553-1 |
583-2 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-3 |
636-5 |
607-6 |
|
R3 |
629-7 |
622-1 |
603-6 |
|
R2 |
615-3 |
615-3 |
602-3 |
|
R1 |
607-5 |
607-5 |
601-1 |
604-2 |
PP |
600-7 |
600-7 |
600-7 |
599-2 |
S1 |
593-1 |
593-1 |
598-3 |
589-6 |
S2 |
586-3 |
586-3 |
597-1 |
|
S3 |
571-7 |
578-5 |
595-6 |
|
S4 |
557-3 |
564-1 |
591-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
608-6 |
588-6 |
20-0 |
3.4% |
9-2 |
1.6% |
18% |
False |
True |
7,278 |
10 |
626-2 |
588-6 |
37-4 |
6.3% |
9-3 |
1.6% |
9% |
False |
True |
9,912 |
20 |
647-0 |
588-6 |
58-2 |
9.8% |
9-2 |
1.6% |
6% |
False |
True |
10,891 |
40 |
647-0 |
588-6 |
58-2 |
9.8% |
9-1 |
1.5% |
6% |
False |
True |
11,409 |
60 |
647-0 |
588-6 |
58-2 |
9.8% |
9-0 |
1.5% |
6% |
False |
True |
9,881 |
80 |
664-0 |
588-6 |
75-2 |
12.7% |
9-7 |
1.7% |
5% |
False |
True |
8,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
674-0 |
2.618 |
647-4 |
1.618 |
631-2 |
1.000 |
621-2 |
0.618 |
615-0 |
HIGH |
605-0 |
0.618 |
598-6 |
0.500 |
596-7 |
0.382 |
595-0 |
LOW |
588-6 |
0.618 |
578-6 |
1.000 |
572-4 |
1.618 |
562-4 |
2.618 |
546-2 |
4.250 |
519-6 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
596-7 |
596-7 |
PP |
595-3 |
595-3 |
S1 |
593-6 |
593-6 |
|