CME Corn Future December 2013
Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
592-0 |
587-6 |
-4-2 |
-0.7% |
599-0 |
High |
594-2 |
589-0 |
-5-2 |
-0.9% |
605-0 |
Low |
582-4 |
571-0 |
-11-4 |
-2.0% |
571-0 |
Close |
587-4 |
571-6 |
-15-6 |
-2.7% |
571-6 |
Range |
11-6 |
18-0 |
6-2 |
53.2% |
34-0 |
ATR |
9-3 |
10-0 |
0-5 |
6.6% |
0-0 |
Volume |
14,180 |
21,401 |
7,221 |
50.9% |
54,235 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
631-2 |
619-4 |
581-5 |
|
R3 |
613-2 |
601-4 |
576-6 |
|
R2 |
595-2 |
595-2 |
575-0 |
|
R1 |
583-4 |
583-4 |
573-3 |
580-3 |
PP |
577-2 |
577-2 |
577-2 |
575-6 |
S1 |
565-4 |
565-4 |
570-1 |
562-3 |
S2 |
559-2 |
559-2 |
568-4 |
|
S3 |
541-2 |
547-4 |
566-6 |
|
S4 |
523-2 |
529-4 |
561-7 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-5 |
662-1 |
590-4 |
|
R3 |
650-5 |
628-1 |
581-1 |
|
R2 |
616-5 |
616-5 |
578-0 |
|
R1 |
594-1 |
594-1 |
574-7 |
588-3 |
PP |
582-5 |
582-5 |
582-5 |
579-6 |
S1 |
560-1 |
560-1 |
568-5 |
554-3 |
S2 |
548-5 |
548-5 |
565-4 |
|
S3 |
514-5 |
526-1 |
562-3 |
|
S4 |
480-5 |
492-1 |
553-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
605-0 |
571-0 |
34-0 |
5.9% |
11-2 |
2.0% |
2% |
False |
True |
12,559 |
10 |
617-2 |
571-0 |
46-2 |
8.1% |
10-1 |
1.8% |
2% |
False |
True |
11,519 |
20 |
646-0 |
571-0 |
75-0 |
13.1% |
10-0 |
1.8% |
1% |
False |
True |
11,722 |
40 |
647-0 |
571-0 |
76-0 |
13.3% |
9-4 |
1.7% |
1% |
False |
True |
11,095 |
60 |
647-0 |
571-0 |
76-0 |
13.3% |
9-3 |
1.6% |
1% |
False |
True |
10,321 |
80 |
662-4 |
571-0 |
91-4 |
16.0% |
10-0 |
1.7% |
1% |
False |
True |
9,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
665-4 |
2.618 |
636-1 |
1.618 |
618-1 |
1.000 |
607-0 |
0.618 |
600-1 |
HIGH |
589-0 |
0.618 |
582-1 |
0.500 |
580-0 |
0.382 |
577-7 |
LOW |
571-0 |
0.618 |
559-7 |
1.000 |
553-0 |
1.618 |
541-7 |
2.618 |
523-7 |
4.250 |
494-4 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
580-0 |
588-0 |
PP |
577-2 |
582-5 |
S1 |
574-4 |
577-1 |
|