CME Corn Future December 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
581-0 |
583-4 |
2-4 |
0.4% |
572-0 |
High |
585-0 |
592-0 |
7-0 |
1.2% |
592-0 |
Low |
580-2 |
573-2 |
-7-0 |
-1.2% |
570-0 |
Close |
584-0 |
577-0 |
-7-0 |
-1.2% |
577-0 |
Range |
4-6 |
18-6 |
14-0 |
294.7% |
22-0 |
ATR |
9-3 |
10-0 |
0-5 |
7.2% |
0-0 |
Volume |
17,057 |
18,946 |
1,889 |
11.1% |
98,163 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
637-0 |
625-6 |
587-2 |
|
R3 |
618-2 |
607-0 |
582-1 |
|
R2 |
599-4 |
599-4 |
580-4 |
|
R1 |
588-2 |
588-2 |
578-6 |
584-4 |
PP |
580-6 |
580-6 |
580-6 |
578-7 |
S1 |
569-4 |
569-4 |
575-2 |
565-6 |
S2 |
562-0 |
562-0 |
573-4 |
|
S3 |
543-2 |
550-6 |
571-7 |
|
S4 |
524-4 |
532-0 |
566-6 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-5 |
633-3 |
589-1 |
|
R3 |
623-5 |
611-3 |
583-0 |
|
R2 |
601-5 |
601-5 |
581-0 |
|
R1 |
589-3 |
589-3 |
579-0 |
595-4 |
PP |
579-5 |
579-5 |
579-5 |
582-6 |
S1 |
567-3 |
567-3 |
575-0 |
573-4 |
S2 |
557-5 |
557-5 |
573-0 |
|
S3 |
535-5 |
545-3 |
571-0 |
|
S4 |
513-5 |
523-3 |
564-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
592-0 |
570-0 |
22-0 |
3.8% |
9-7 |
1.7% |
32% |
True |
False |
19,632 |
10 |
605-0 |
570-0 |
35-0 |
6.1% |
10-4 |
1.8% |
20% |
False |
False |
16,096 |
20 |
632-6 |
570-0 |
62-6 |
10.9% |
10-2 |
1.8% |
11% |
False |
False |
13,140 |
40 |
647-0 |
570-0 |
77-0 |
13.3% |
9-0 |
1.6% |
9% |
False |
False |
11,545 |
60 |
647-0 |
570-0 |
77-0 |
13.3% |
9-1 |
1.6% |
9% |
False |
False |
11,320 |
80 |
647-0 |
570-0 |
77-0 |
13.3% |
9-6 |
1.7% |
9% |
False |
False |
10,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-6 |
2.618 |
641-1 |
1.618 |
622-3 |
1.000 |
610-6 |
0.618 |
603-5 |
HIGH |
592-0 |
0.618 |
584-7 |
0.500 |
582-5 |
0.382 |
580-3 |
LOW |
573-2 |
0.618 |
561-5 |
1.000 |
554-4 |
1.618 |
542-7 |
2.618 |
524-1 |
4.250 |
493-4 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
582-5 |
582-5 |
PP |
580-6 |
580-6 |
S1 |
578-7 |
578-7 |
|