CME Corn Future December 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
537-0 |
536-4 |
-0-4 |
-0.1% |
564-0 |
High |
542-6 |
540-4 |
-2-2 |
-0.4% |
573-6 |
Low |
525-4 |
529-4 |
4-0 |
0.8% |
535-6 |
Close |
535-4 |
536-4 |
1-0 |
0.2% |
538-4 |
Range |
17-2 |
11-0 |
-6-2 |
-36.2% |
38-0 |
ATR |
10-2 |
10-2 |
0-0 |
0.6% |
0-0 |
Volume |
196,933 |
101,840 |
-95,093 |
-48.3% |
160,925 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
568-4 |
563-4 |
542-4 |
|
R3 |
557-4 |
552-4 |
539-4 |
|
R2 |
546-4 |
546-4 |
538-4 |
|
R1 |
541-4 |
541-4 |
537-4 |
542-0 |
PP |
535-4 |
535-4 |
535-4 |
535-6 |
S1 |
530-4 |
530-4 |
535-4 |
531-0 |
S2 |
524-4 |
524-4 |
534-4 |
|
S3 |
513-4 |
519-4 |
533-4 |
|
S4 |
502-4 |
508-4 |
530-4 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-3 |
638-7 |
559-3 |
|
R3 |
625-3 |
600-7 |
549-0 |
|
R2 |
587-3 |
587-3 |
545-4 |
|
R1 |
562-7 |
562-7 |
542-0 |
556-1 |
PP |
549-3 |
549-3 |
549-3 |
546-0 |
S1 |
524-7 |
524-7 |
535-0 |
518-1 |
S2 |
511-3 |
511-3 |
531-4 |
|
S3 |
473-3 |
486-7 |
528-0 |
|
S4 |
435-3 |
448-7 |
517-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
573-6 |
525-4 |
48-2 |
9.0% |
15-1 |
2.8% |
23% |
False |
False |
83,820 |
10 |
573-6 |
525-4 |
48-2 |
9.0% |
11-0 |
2.1% |
23% |
False |
False |
59,349 |
20 |
573-6 |
525-4 |
48-2 |
9.0% |
9-6 |
1.8% |
23% |
False |
False |
46,937 |
40 |
596-4 |
525-4 |
71-0 |
13.2% |
9-3 |
1.7% |
15% |
False |
False |
37,288 |
60 |
596-4 |
525-4 |
71-0 |
13.2% |
9-0 |
1.7% |
15% |
False |
False |
32,156 |
80 |
647-0 |
525-4 |
121-4 |
22.6% |
9-1 |
1.7% |
9% |
False |
False |
26,924 |
100 |
647-0 |
525-4 |
121-4 |
22.6% |
9-1 |
1.7% |
9% |
False |
False |
23,710 |
120 |
647-0 |
525-4 |
121-4 |
22.6% |
9-0 |
1.7% |
9% |
False |
False |
21,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
587-2 |
2.618 |
569-2 |
1.618 |
558-2 |
1.000 |
551-4 |
0.618 |
547-2 |
HIGH |
540-4 |
0.618 |
536-2 |
0.500 |
535-0 |
0.382 |
533-6 |
LOW |
529-4 |
0.618 |
522-6 |
1.000 |
518-4 |
1.618 |
511-6 |
2.618 |
500-6 |
4.250 |
482-6 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
536-0 |
548-3 |
PP |
535-4 |
544-3 |
S1 |
535-0 |
540-4 |
|