CME Corn Future December 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
564-0 |
570-4 |
6-4 |
1.2% |
560-2 |
High |
572-4 |
572-6 |
0-2 |
0.0% |
569-6 |
Low |
563-4 |
567-2 |
3-6 |
0.7% |
556-0 |
Close |
572-0 |
571-0 |
-1-0 |
-0.2% |
565-2 |
Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
13-6 |
ATR |
8-0 |
7-6 |
-0-1 |
-2.2% |
0-0 |
Volume |
40,594 |
34,610 |
-5,984 |
-14.7% |
161,123 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
586-7 |
584-3 |
574-0 |
|
R3 |
581-3 |
578-7 |
572-4 |
|
R2 |
575-7 |
575-7 |
572-0 |
|
R1 |
573-3 |
573-3 |
571-4 |
574-5 |
PP |
570-3 |
570-3 |
570-3 |
571-0 |
S1 |
567-7 |
567-7 |
570-4 |
569-1 |
S2 |
564-7 |
564-7 |
570-0 |
|
S3 |
559-3 |
562-3 |
569-4 |
|
S4 |
553-7 |
556-7 |
568-0 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-7 |
598-7 |
572-6 |
|
R3 |
591-1 |
585-1 |
569-0 |
|
R2 |
577-3 |
577-3 |
567-6 |
|
R1 |
571-3 |
571-3 |
566-4 |
574-3 |
PP |
563-5 |
563-5 |
563-5 |
565-2 |
S1 |
557-5 |
557-5 |
564-0 |
560-5 |
S2 |
549-7 |
549-7 |
562-6 |
|
S3 |
536-1 |
543-7 |
561-4 |
|
S4 |
522-3 |
530-1 |
557-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
572-6 |
560-0 |
12-6 |
2.2% |
6-6 |
1.2% |
86% |
True |
False |
36,774 |
10 |
572-6 |
548-0 |
24-6 |
4.3% |
7-2 |
1.3% |
93% |
True |
False |
33,442 |
20 |
572-6 |
538-4 |
34-2 |
6.0% |
7-7 |
1.4% |
95% |
True |
False |
33,761 |
40 |
596-4 |
538-4 |
58-0 |
10.2% |
8-2 |
1.4% |
56% |
False |
False |
29,550 |
60 |
605-0 |
538-4 |
66-4 |
11.6% |
8-3 |
1.5% |
49% |
False |
False |
26,437 |
80 |
647-0 |
538-4 |
108-4 |
19.0% |
8-4 |
1.5% |
30% |
False |
False |
22,634 |
100 |
647-0 |
538-4 |
108-4 |
19.0% |
8-6 |
1.5% |
30% |
False |
False |
20,462 |
120 |
647-0 |
538-4 |
108-4 |
19.0% |
8-6 |
1.5% |
30% |
False |
False |
18,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-1 |
2.618 |
587-1 |
1.618 |
581-5 |
1.000 |
578-2 |
0.618 |
576-1 |
HIGH |
572-6 |
0.618 |
570-5 |
0.500 |
570-0 |
0.382 |
569-3 |
LOW |
567-2 |
0.618 |
563-7 |
1.000 |
561-6 |
1.618 |
558-3 |
2.618 |
552-7 |
4.250 |
543-7 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
570-5 |
569-7 |
PP |
570-3 |
568-6 |
S1 |
570-0 |
567-5 |
|