CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
542-0 |
534-6 |
-7-2 |
-1.3% |
550-0 |
| High |
542-0 |
534-6 |
-7-2 |
-1.3% |
551-0 |
| Low |
531-4 |
518-0 |
-13-4 |
-2.5% |
528-6 |
| Close |
533-0 |
522-6 |
-10-2 |
-1.9% |
547-0 |
| Range |
10-4 |
16-6 |
6-2 |
59.5% |
22-2 |
| ATR |
11-4 |
11-7 |
0-3 |
3.2% |
0-0 |
| Volume |
40,996 |
49,166 |
8,170 |
19.9% |
231,326 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575-3 |
565-7 |
532-0 |
|
| R3 |
558-5 |
549-1 |
527-3 |
|
| R2 |
541-7 |
541-7 |
525-7 |
|
| R1 |
532-3 |
532-3 |
524-2 |
528-6 |
| PP |
525-1 |
525-1 |
525-1 |
523-3 |
| S1 |
515-5 |
515-5 |
521-2 |
512-0 |
| S2 |
508-3 |
508-3 |
519-5 |
|
| S3 |
491-5 |
498-7 |
518-1 |
|
| S4 |
474-7 |
482-1 |
513-4 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609-0 |
600-2 |
559-2 |
|
| R3 |
586-6 |
578-0 |
553-1 |
|
| R2 |
564-4 |
564-4 |
551-1 |
|
| R1 |
555-6 |
555-6 |
549-0 |
549-0 |
| PP |
542-2 |
542-2 |
542-2 |
538-7 |
| S1 |
533-4 |
533-4 |
545-0 |
526-6 |
| S2 |
520-0 |
520-0 |
542-7 |
|
| S3 |
497-6 |
511-2 |
540-7 |
|
| S4 |
475-4 |
489-0 |
534-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551-0 |
518-0 |
33-0 |
6.3% |
12-5 |
2.4% |
14% |
False |
True |
46,790 |
| 10 |
551-0 |
518-0 |
33-0 |
6.3% |
13-2 |
2.5% |
14% |
False |
True |
47,550 |
| 20 |
573-6 |
518-0 |
55-6 |
10.7% |
12-4 |
2.4% |
9% |
False |
True |
57,440 |
| 40 |
573-6 |
518-0 |
55-6 |
10.7% |
10-2 |
2.0% |
9% |
False |
True |
45,315 |
| 60 |
596-4 |
518-0 |
78-4 |
15.0% |
9-5 |
1.9% |
6% |
False |
True |
38,459 |
| 80 |
605-0 |
518-0 |
87-0 |
16.6% |
9-4 |
1.8% |
5% |
False |
True |
33,846 |
| 100 |
647-0 |
518-0 |
129-0 |
24.7% |
9-3 |
1.8% |
4% |
False |
True |
29,351 |
| 120 |
647-0 |
518-0 |
129-0 |
24.7% |
9-3 |
1.8% |
4% |
False |
True |
26,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-0 |
|
2.618 |
578-5 |
|
1.618 |
561-7 |
|
1.000 |
551-4 |
|
0.618 |
545-1 |
|
HIGH |
534-6 |
|
0.618 |
528-3 |
|
0.500 |
526-3 |
|
0.382 |
524-3 |
|
LOW |
518-0 |
|
0.618 |
507-5 |
|
1.000 |
501-2 |
|
1.618 |
490-7 |
|
2.618 |
474-1 |
|
4.250 |
446-6 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
526-3 |
533-4 |
| PP |
525-1 |
529-7 |
| S1 |
524-0 |
526-3 |
|