CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
548-6 |
557-6 |
9-0 |
1.6% |
530-6 |
| High |
559-4 |
560-6 |
1-2 |
0.2% |
570-0 |
| Low |
547-0 |
552-0 |
5-0 |
0.9% |
530-6 |
| Close |
559-0 |
553-4 |
-5-4 |
-1.0% |
553-4 |
| Range |
12-4 |
8-6 |
-3-6 |
-30.0% |
39-2 |
| ATR |
13-2 |
12-7 |
-0-3 |
-2.4% |
0-0 |
| Volume |
66,029 |
63,240 |
-2,789 |
-4.2% |
406,421 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581-5 |
576-3 |
558-2 |
|
| R3 |
572-7 |
567-5 |
555-7 |
|
| R2 |
564-1 |
564-1 |
555-1 |
|
| R1 |
558-7 |
558-7 |
554-2 |
557-1 |
| PP |
555-3 |
555-3 |
555-3 |
554-4 |
| S1 |
550-1 |
550-1 |
552-6 |
548-3 |
| S2 |
546-5 |
546-5 |
551-7 |
|
| S3 |
537-7 |
541-3 |
551-1 |
|
| S4 |
529-1 |
532-5 |
548-6 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-1 |
650-5 |
575-1 |
|
| R3 |
629-7 |
611-3 |
564-2 |
|
| R2 |
590-5 |
590-5 |
560-6 |
|
| R1 |
572-1 |
572-1 |
557-1 |
581-3 |
| PP |
551-3 |
551-3 |
551-3 |
556-0 |
| S1 |
532-7 |
532-7 |
549-7 |
542-1 |
| S2 |
512-1 |
512-1 |
546-2 |
|
| S3 |
472-7 |
493-5 |
542-6 |
|
| S4 |
433-5 |
454-3 |
531-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
570-0 |
530-6 |
39-2 |
7.1% |
15-4 |
2.8% |
58% |
False |
False |
81,284 |
| 10 |
570-0 |
517-0 |
53-0 |
9.6% |
13-2 |
2.4% |
69% |
False |
False |
66,898 |
| 20 |
570-0 |
517-0 |
53-0 |
9.6% |
12-7 |
2.3% |
69% |
False |
False |
56,923 |
| 40 |
573-6 |
517-0 |
56-6 |
10.3% |
11-2 |
2.0% |
64% |
False |
False |
53,408 |
| 60 |
578-6 |
517-0 |
61-6 |
11.2% |
10-3 |
1.9% |
59% |
False |
False |
45,572 |
| 80 |
596-4 |
517-0 |
79-4 |
14.4% |
9-6 |
1.8% |
46% |
False |
False |
39,637 |
| 100 |
640-4 |
517-0 |
123-4 |
22.3% |
9-7 |
1.8% |
30% |
False |
False |
34,248 |
| 120 |
647-0 |
517-0 |
130-0 |
23.5% |
9-6 |
1.8% |
28% |
False |
False |
30,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
598-0 |
|
2.618 |
583-5 |
|
1.618 |
574-7 |
|
1.000 |
569-4 |
|
0.618 |
566-1 |
|
HIGH |
560-6 |
|
0.618 |
557-3 |
|
0.500 |
556-3 |
|
0.382 |
555-3 |
|
LOW |
552-0 |
|
0.618 |
546-5 |
|
1.000 |
543-2 |
|
1.618 |
537-7 |
|
2.618 |
529-1 |
|
4.250 |
514-6 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
556-3 |
553-0 |
| PP |
555-3 |
552-4 |
| S1 |
554-4 |
552-0 |
|