CME Corn Future December 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
603-4 |
592-0 |
-11-4 |
-1.9% |
606-6 |
High |
605-0 |
594-2 |
-10-6 |
-1.8% |
608-6 |
Low |
588-6 |
582-4 |
-6-2 |
-1.1% |
594-2 |
Close |
592-2 |
587-4 |
-4-6 |
-0.8% |
599-6 |
Range |
16-2 |
11-6 |
-4-4 |
-27.7% |
14-4 |
ATR |
9-2 |
9-3 |
0-1 |
2.0% |
0-0 |
Volume |
9,881 |
14,180 |
4,299 |
43.5% |
23,934 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-3 |
617-1 |
594-0 |
|
R3 |
611-5 |
605-3 |
590-6 |
|
R2 |
599-7 |
599-7 |
589-5 |
|
R1 |
593-5 |
593-5 |
588-5 |
590-7 |
PP |
588-1 |
588-1 |
588-1 |
586-6 |
S1 |
581-7 |
581-7 |
586-3 |
579-1 |
S2 |
576-3 |
576-3 |
585-3 |
|
S3 |
564-5 |
570-1 |
584-2 |
|
S4 |
552-7 |
558-3 |
581-0 |
|
|
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 |
605-0 |
582-4 |
22-4 |
3.8% |
9-4 |
1.6% |
22% |
False |
True |
9,723 |
10 |
626-2 |
582-4 |
43-6 |
7.4% |
9-6 |
1.7% |
11% |
False |
True |
10,291 |
20 |
647-0 |
582-4 |
64-4 |
11.0% |
9-4 |
1.6% |
8% |
False |
True |
11,229 |
40 |
647-0 |
582-4 |
64-4 |
11.0% |
9-2 |
1.6% |
8% |
False |
True |
11,041 |
60 |
647-0 |
582-4 |
64-4 |
11.0% |
9-1 |
1.6% |
8% |
False |
True |
10,040 |
80 |
662-4 |
582-4 |
80-0 |
13.6% |
9-7 |
1.7% |
6% |
False |
True |
8,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-2 |
2.618 |
625-0 |
1.618 |
613-2 |
1.000 |
606-0 |
0.618 |
601-4 |
HIGH |
594-2 |
0.618 |
589-6 |
0.500 |
588-3 |
0.382 |
587-0 |
LOW |
582-4 |
0.618 |
575-2 |
1.000 |
570-6 |
1.618 |
563-4 |
2.618 |
551-6 |
4.250 |
532-4 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
588-3 |
593-6 |
PP |
588-1 |
591-5 |
S1 |
587-6 |
589-5 |
|