CME Corn Future December 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
546-2 |
553-4 |
7-2 |
1.3% |
555-0 |
High |
556-4 |
559-4 |
3-0 |
0.5% |
558-2 |
Low |
546-2 |
551-4 |
5-2 |
1.0% |
538-4 |
Close |
554-0 |
557-2 |
3-2 |
0.6% |
547-0 |
Range |
10-2 |
8-0 |
-2-2 |
-22.0% |
19-6 |
ATR |
8-5 |
8-5 |
0-0 |
-0.5% |
0-0 |
Volume |
31,378 |
32,654 |
1,276 |
4.1% |
179,803 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
580-1 |
576-5 |
561-5 |
|
R3 |
572-1 |
568-5 |
559-4 |
|
R2 |
564-1 |
564-1 |
558-6 |
|
R1 |
560-5 |
560-5 |
558-0 |
562-3 |
PP |
556-1 |
556-1 |
556-1 |
557-0 |
S1 |
552-5 |
552-5 |
556-4 |
554-3 |
S2 |
548-1 |
548-1 |
555-6 |
|
S3 |
540-1 |
544-5 |
555-0 |
|
S4 |
532-1 |
536-5 |
552-7 |
|
|
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 |
559-4 |
538-4 |
21-0 |
3.8% |
9-2 |
1.7% |
89% |
True |
False |
37,725 |
10 |
559-4 |
538-4 |
21-0 |
3.8% |
8-4 |
1.5% |
89% |
True |
False |
34,079 |
20 |
568-0 |
538-4 |
29-4 |
5.3% |
8-4 |
1.5% |
64% |
False |
False |
31,037 |
40 |
596-4 |
538-4 |
58-0 |
10.4% |
8-2 |
1.5% |
32% |
False |
False |
27,272 |
60 |
632-6 |
538-4 |
94-2 |
16.9% |
8-7 |
1.6% |
20% |
False |
False |
22,561 |
80 |
647-0 |
538-4 |
108-4 |
19.5% |
8-5 |
1.5% |
17% |
False |
False |
19,409 |
100 |
647-0 |
538-4 |
108-4 |
19.5% |
8-6 |
1.6% |
17% |
False |
False |
17,701 |
120 |
647-0 |
538-4 |
108-4 |
19.5% |
9-2 |
1.7% |
17% |
False |
False |
15,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
593-4 |
2.618 |
580-4 |
1.618 |
572-4 |
1.000 |
567-4 |
0.618 |
564-4 |
HIGH |
559-4 |
0.618 |
556-4 |
0.500 |
555-4 |
0.382 |
554-4 |
LOW |
551-4 |
0.618 |
546-4 |
1.000 |
543-4 |
1.618 |
538-4 |
2.618 |
530-4 |
4.250 |
517-4 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
556-5 |
554-5 |
PP |
556-1 |
551-7 |
S1 |
555-4 |
549-2 |
|