CME Corn Future December 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
555-0 |
558-4 |
3-4 |
0.6% |
546-2 |
High |
559-6 |
562-0 |
2-2 |
0.4% |
562-0 |
Low |
552-4 |
554-2 |
1-6 |
0.3% |
546-2 |
Close |
559-2 |
561-6 |
2-4 |
0.4% |
561-6 |
Range |
7-2 |
7-6 |
0-4 |
6.9% |
15-6 |
ATR |
8-5 |
8-5 |
-0-1 |
-0.7% |
0-0 |
Volume |
31,531 |
31,988 |
457 |
1.4% |
162,128 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-5 |
579-7 |
566-0 |
|
R3 |
574-7 |
572-1 |
563-7 |
|
R2 |
567-1 |
567-1 |
563-1 |
|
R1 |
564-3 |
564-3 |
562-4 |
565-6 |
PP |
559-3 |
559-3 |
559-3 |
560-0 |
S1 |
556-5 |
556-5 |
561-0 |
558-0 |
S2 |
551-5 |
551-5 |
560-3 |
|
S3 |
543-7 |
548-7 |
559-5 |
|
S4 |
536-1 |
541-1 |
557-4 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-7 |
598-5 |
570-3 |
|
R3 |
588-1 |
582-7 |
566-1 |
|
R2 |
572-3 |
572-3 |
564-5 |
|
R1 |
567-1 |
567-1 |
563-2 |
569-6 |
PP |
556-5 |
556-5 |
556-5 |
558-0 |
S1 |
551-3 |
551-3 |
560-2 |
554-0 |
S2 |
540-7 |
540-7 |
558-7 |
|
S3 |
525-1 |
535-5 |
557-3 |
|
S4 |
509-3 |
519-7 |
553-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
562-0 |
546-2 |
15-6 |
2.8% |
8-6 |
1.6% |
98% |
True |
False |
32,425 |
10 |
562-0 |
538-4 |
23-4 |
4.2% |
9-1 |
1.6% |
99% |
True |
False |
34,193 |
20 |
568-0 |
538-4 |
29-4 |
5.3% |
8-2 |
1.5% |
79% |
False |
False |
30,263 |
40 |
596-4 |
538-4 |
58-0 |
10.3% |
8-1 |
1.4% |
40% |
False |
False |
26,730 |
60 |
626-2 |
538-4 |
87-6 |
15.6% |
8-6 |
1.6% |
26% |
False |
False |
23,697 |
80 |
647-0 |
538-4 |
108-4 |
19.3% |
8-5 |
1.5% |
21% |
False |
False |
20,403 |
100 |
647-0 |
538-4 |
108-4 |
19.3% |
8-6 |
1.6% |
21% |
False |
False |
18,536 |
120 |
647-0 |
538-4 |
108-4 |
19.3% |
9-2 |
1.6% |
21% |
False |
False |
16,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
595-0 |
2.618 |
582-2 |
1.618 |
574-4 |
1.000 |
569-6 |
0.618 |
566-6 |
HIGH |
562-0 |
0.618 |
559-0 |
0.500 |
558-1 |
0.382 |
557-2 |
LOW |
554-2 |
0.618 |
549-4 |
1.000 |
546-4 |
1.618 |
541-6 |
2.618 |
534-0 |
4.250 |
521-2 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
560-4 |
559-4 |
PP |
559-3 |
557-2 |
S1 |
558-1 |
555-0 |
|