CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
542-0 |
546-2 |
4-2 |
0.8% |
555-0 |
| High |
550-0 |
556-4 |
6-4 |
1.2% |
558-2 |
| Low |
539-0 |
546-2 |
7-2 |
1.3% |
538-4 |
| Close |
547-0 |
554-0 |
7-0 |
1.3% |
547-0 |
| Range |
11-0 |
10-2 |
-0-6 |
-6.8% |
19-6 |
| ATR |
8-4 |
8-5 |
0-1 |
1.4% |
0-0 |
| Volume |
44,860 |
31,378 |
-13,482 |
-30.1% |
179,803 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-0 |
578-6 |
559-5 |
|
| R3 |
572-6 |
568-4 |
556-7 |
|
| R2 |
562-4 |
562-4 |
555-7 |
|
| R1 |
558-2 |
558-2 |
555-0 |
560-3 |
| PP |
552-2 |
552-2 |
552-2 |
553-2 |
| S1 |
548-0 |
548-0 |
553-0 |
550-1 |
| S2 |
542-0 |
542-0 |
552-1 |
|
| S3 |
531-6 |
537-6 |
551-1 |
|
| S4 |
521-4 |
527-4 |
548-3 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-1 |
596-7 |
557-7 |
|
| R3 |
587-3 |
577-1 |
552-3 |
|
| R2 |
567-5 |
567-5 |
550-5 |
|
| R1 |
557-3 |
557-3 |
548-6 |
552-5 |
| PP |
547-7 |
547-7 |
547-7 |
545-4 |
| S1 |
537-5 |
537-5 |
545-2 |
532-7 |
| S2 |
528-1 |
528-1 |
543-3 |
|
| S3 |
508-3 |
517-7 |
541-5 |
|
| S4 |
488-5 |
498-1 |
536-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
556-4 |
538-4 |
18-0 |
3.2% |
8-6 |
1.6% |
86% |
True |
False |
37,434 |
| 10 |
558-6 |
538-4 |
20-2 |
3.7% |
8-5 |
1.6% |
77% |
False |
False |
33,133 |
| 20 |
568-0 |
538-4 |
29-4 |
5.3% |
8-5 |
1.6% |
53% |
False |
False |
31,139 |
| 40 |
596-4 |
538-4 |
58-0 |
10.5% |
8-4 |
1.5% |
27% |
False |
False |
26,929 |
| 60 |
632-6 |
538-4 |
94-2 |
17.0% |
8-7 |
1.6% |
16% |
False |
False |
22,234 |
| 80 |
647-0 |
538-4 |
108-4 |
19.6% |
8-5 |
1.6% |
14% |
False |
False |
19,178 |
| 100 |
647-0 |
538-4 |
108-4 |
19.6% |
8-6 |
1.6% |
14% |
False |
False |
17,425 |
| 120 |
647-0 |
538-4 |
108-4 |
19.6% |
9-2 |
1.7% |
14% |
False |
False |
15,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
600-0 |
|
2.618 |
583-3 |
|
1.618 |
573-1 |
|
1.000 |
566-6 |
|
0.618 |
562-7 |
|
HIGH |
556-4 |
|
0.618 |
552-5 |
|
0.500 |
551-3 |
|
0.382 |
550-1 |
|
LOW |
546-2 |
|
0.618 |
539-7 |
|
1.000 |
536-0 |
|
1.618 |
529-5 |
|
2.618 |
519-3 |
|
4.250 |
502-6 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
553-1 |
551-7 |
| PP |
552-2 |
549-5 |
| S1 |
551-3 |
547-4 |
|