CME Corn Future December 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
570-4 |
570-0 |
-0-4 |
-0.1% |
560-2 |
High |
572-6 |
573-6 |
1-0 |
0.2% |
569-6 |
Low |
567-2 |
567-4 |
0-2 |
0.0% |
556-0 |
Close |
571-0 |
571-0 |
0-0 |
0.0% |
565-2 |
Range |
5-4 |
6-2 |
0-6 |
13.6% |
13-6 |
ATR |
7-6 |
7-5 |
-0-1 |
-1.4% |
0-0 |
Volume |
34,610 |
47,984 |
13,374 |
38.6% |
161,123 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589-4 |
586-4 |
574-4 |
|
R3 |
583-2 |
580-2 |
572-6 |
|
R2 |
577-0 |
577-0 |
572-1 |
|
R1 |
574-0 |
574-0 |
571-5 |
575-4 |
PP |
570-6 |
570-6 |
570-6 |
571-4 |
S1 |
567-6 |
567-6 |
570-3 |
569-2 |
S2 |
564-4 |
564-4 |
569-7 |
|
S3 |
558-2 |
561-4 |
569-2 |
|
S4 |
552-0 |
555-2 |
567-4 |
|
|
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 |
573-6 |
562-4 |
11-2 |
2.0% |
6-4 |
1.1% |
76% |
True |
False |
40,193 |
10 |
573-6 |
552-4 |
21-2 |
3.7% |
6-6 |
1.2% |
87% |
True |
False |
34,783 |
20 |
573-6 |
538-4 |
35-2 |
6.2% |
7-7 |
1.4% |
92% |
True |
False |
34,451 |
40 |
596-4 |
538-4 |
58-0 |
10.2% |
8-2 |
1.4% |
56% |
False |
False |
30,351 |
60 |
605-0 |
538-4 |
66-4 |
11.6% |
8-4 |
1.5% |
49% |
False |
False |
27,094 |
80 |
647-0 |
538-4 |
108-4 |
19.0% |
8-4 |
1.5% |
30% |
False |
False |
23,059 |
100 |
647-0 |
538-4 |
108-4 |
19.0% |
8-5 |
1.5% |
30% |
False |
False |
20,900 |
120 |
647-0 |
538-4 |
108-4 |
19.0% |
8-6 |
1.5% |
30% |
False |
False |
18,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
600-2 |
2.618 |
590-1 |
1.618 |
583-7 |
1.000 |
580-0 |
0.618 |
577-5 |
HIGH |
573-6 |
0.618 |
571-3 |
0.500 |
570-5 |
0.382 |
569-7 |
LOW |
567-4 |
0.618 |
563-5 |
1.000 |
561-2 |
1.618 |
557-3 |
2.618 |
551-1 |
4.250 |
541-0 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
570-7 |
570-2 |
PP |
570-6 |
569-3 |
S1 |
570-5 |
568-5 |
|