CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
592-0 |
593-0 |
1-0 |
0.2% |
584-4 |
| High |
596-4 |
595-0 |
-1-4 |
-0.3% |
595-0 |
| Low |
590-4 |
585-0 |
-5-4 |
-0.9% |
583-4 |
| Close |
593-6 |
590-0 |
-3-6 |
-0.6% |
592-0 |
| Range |
6-0 |
10-0 |
4-0 |
66.7% |
11-4 |
| ATR |
7-6 |
7-7 |
0-1 |
2.1% |
0-0 |
| Volume |
25,739 |
18,136 |
-7,603 |
-29.5% |
86,306 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620-0 |
615-0 |
595-4 |
|
| R3 |
610-0 |
605-0 |
592-6 |
|
| R2 |
600-0 |
600-0 |
591-7 |
|
| R1 |
595-0 |
595-0 |
590-7 |
592-4 |
| PP |
590-0 |
590-0 |
590-0 |
588-6 |
| S1 |
585-0 |
585-0 |
589-1 |
582-4 |
| S2 |
580-0 |
580-0 |
588-1 |
|
| S3 |
570-0 |
575-0 |
587-2 |
|
| S4 |
560-0 |
565-0 |
584-4 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-5 |
619-7 |
598-3 |
|
| R3 |
613-1 |
608-3 |
595-1 |
|
| R2 |
601-5 |
601-5 |
594-1 |
|
| R1 |
596-7 |
596-7 |
593-0 |
599-2 |
| PP |
590-1 |
590-1 |
590-1 |
591-3 |
| S1 |
585-3 |
585-3 |
591-0 |
587-6 |
| S2 |
578-5 |
578-5 |
589-7 |
|
| S3 |
567-1 |
573-7 |
588-7 |
|
| S4 |
555-5 |
562-3 |
585-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
596-4 |
585-0 |
11-4 |
1.9% |
7-1 |
1.2% |
43% |
False |
True |
20,583 |
| 10 |
596-4 |
582-6 |
13-6 |
2.3% |
6-5 |
1.1% |
53% |
False |
False |
18,926 |
| 20 |
596-4 |
570-0 |
26-4 |
4.5% |
7-6 |
1.3% |
75% |
False |
False |
21,533 |
| 40 |
644-2 |
570-0 |
74-2 |
12.6% |
8-7 |
1.5% |
27% |
False |
False |
16,984 |
| 60 |
647-0 |
570-0 |
77-0 |
13.1% |
8-7 |
1.5% |
26% |
False |
False |
14,796 |
| 80 |
647-0 |
570-0 |
77-0 |
13.1% |
8-7 |
1.5% |
26% |
False |
False |
13,428 |
| 100 |
662-4 |
570-0 |
92-4 |
15.7% |
9-4 |
1.6% |
22% |
False |
False |
11,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-4 |
|
2.618 |
621-1 |
|
1.618 |
611-1 |
|
1.000 |
605-0 |
|
0.618 |
601-1 |
|
HIGH |
595-0 |
|
0.618 |
591-1 |
|
0.500 |
590-0 |
|
0.382 |
588-7 |
|
LOW |
585-0 |
|
0.618 |
578-7 |
|
1.000 |
575-0 |
|
1.618 |
568-7 |
|
2.618 |
558-7 |
|
4.250 |
542-4 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
590-0 |
590-6 |
| PP |
590-0 |
590-4 |
| S1 |
590-0 |
590-2 |
|