CME Corn Future December 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
561-0 |
561-2 |
0-2 |
0.0% |
546-2 |
High |
562-4 |
567-4 |
5-0 |
0.9% |
562-0 |
Low |
556-0 |
560-0 |
4-0 |
0.7% |
546-2 |
Close |
562-2 |
567-0 |
4-6 |
0.8% |
561-6 |
Range |
6-4 |
7-4 |
1-0 |
15.4% |
15-6 |
ATR |
8-2 |
8-2 |
0-0 |
-0.7% |
0-0 |
Volume |
25,127 |
30,892 |
5,765 |
22.9% |
162,128 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
587-3 |
584-5 |
571-1 |
|
R3 |
579-7 |
577-1 |
569-0 |
|
R2 |
572-3 |
572-3 |
568-3 |
|
R1 |
569-5 |
569-5 |
567-6 |
571-0 |
PP |
564-7 |
564-7 |
564-7 |
565-4 |
S1 |
562-1 |
562-1 |
566-2 |
563-4 |
S2 |
557-3 |
557-3 |
565-5 |
|
S3 |
549-7 |
554-5 |
565-0 |
|
S4 |
542-3 |
547-1 |
562-7 |
|
|
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 |
567-4 |
552-4 |
15-0 |
2.6% |
7-0 |
1.2% |
97% |
True |
False |
29,372 |
10 |
567-4 |
538-4 |
29-0 |
5.1% |
8-3 |
1.5% |
98% |
True |
False |
33,944 |
20 |
567-4 |
538-4 |
29-0 |
5.1% |
8-0 |
1.4% |
98% |
True |
False |
31,123 |
40 |
596-4 |
538-4 |
58-0 |
10.2% |
8-2 |
1.4% |
49% |
False |
False |
27,486 |
60 |
608-6 |
538-4 |
70-2 |
12.4% |
8-4 |
1.5% |
41% |
False |
False |
24,469 |
80 |
647-0 |
538-4 |
108-4 |
19.1% |
8-5 |
1.5% |
26% |
False |
False |
21,092 |
100 |
647-0 |
538-4 |
108-4 |
19.1% |
8-6 |
1.5% |
26% |
False |
False |
19,207 |
120 |
647-0 |
538-4 |
108-4 |
19.1% |
9-1 |
1.6% |
26% |
False |
False |
17,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
599-3 |
2.618 |
587-1 |
1.618 |
579-5 |
1.000 |
575-0 |
0.618 |
572-1 |
HIGH |
567-4 |
0.618 |
564-5 |
0.500 |
563-6 |
0.382 |
562-7 |
LOW |
560-0 |
0.618 |
555-3 |
1.000 |
552-4 |
1.618 |
547-7 |
2.618 |
540-3 |
4.250 |
528-1 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
565-7 |
565-2 |
PP |
564-7 |
563-4 |
S1 |
563-6 |
561-6 |
|