CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
557-6 |
537-6 |
-20-0 |
-3.6% |
530-6 |
| High |
560-6 |
542-6 |
-18-0 |
-3.2% |
570-0 |
| Low |
552-0 |
532-2 |
-19-6 |
-3.6% |
530-6 |
| Close |
553-4 |
538-2 |
-15-2 |
-2.8% |
553-4 |
| Range |
8-6 |
10-4 |
1-6 |
20.0% |
39-2 |
| ATR |
12-7 |
13-4 |
0-5 |
4.6% |
0-0 |
| Volume |
63,240 |
65,243 |
2,003 |
3.2% |
406,421 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-2 |
564-2 |
544-0 |
|
| R3 |
558-6 |
553-6 |
541-1 |
|
| R2 |
548-2 |
548-2 |
540-1 |
|
| R1 |
543-2 |
543-2 |
539-2 |
545-6 |
| PP |
537-6 |
537-6 |
537-6 |
539-0 |
| S1 |
532-6 |
532-6 |
537-2 |
535-2 |
| S2 |
527-2 |
527-2 |
536-3 |
|
| S3 |
516-6 |
522-2 |
535-3 |
|
| S4 |
506-2 |
511-6 |
532-4 |
|
|
| 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 |
532-2 |
37-6 |
7.0% |
11-6 |
2.2% |
16% |
False |
True |
86,043 |
| 10 |
570-0 |
517-0 |
53-0 |
9.8% |
13-2 |
2.5% |
40% |
False |
False |
69,323 |
| 20 |
570-0 |
517-0 |
53-0 |
9.8% |
13-0 |
2.4% |
40% |
False |
False |
57,889 |
| 40 |
573-6 |
517-0 |
56-6 |
10.5% |
11-2 |
2.1% |
37% |
False |
False |
53,917 |
| 60 |
573-6 |
517-0 |
56-6 |
10.5% |
10-3 |
1.9% |
37% |
False |
False |
46,287 |
| 80 |
596-4 |
517-0 |
79-4 |
14.8% |
9-7 |
1.8% |
27% |
False |
False |
40,244 |
| 100 |
637-0 |
517-0 |
120-0 |
22.3% |
9-7 |
1.8% |
18% |
False |
False |
34,732 |
| 120 |
647-0 |
517-0 |
130-0 |
24.2% |
9-5 |
1.8% |
16% |
False |
False |
30,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
587-3 |
|
2.618 |
570-2 |
|
1.618 |
559-6 |
|
1.000 |
553-2 |
|
0.618 |
549-2 |
|
HIGH |
542-6 |
|
0.618 |
538-6 |
|
0.500 |
537-4 |
|
0.382 |
536-2 |
|
LOW |
532-2 |
|
0.618 |
525-6 |
|
1.000 |
521-6 |
|
1.618 |
515-2 |
|
2.618 |
504-6 |
|
4.250 |
487-5 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
538-0 |
546-4 |
| PP |
537-6 |
543-6 |
| S1 |
537-4 |
541-0 |
|