CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
524-0 |
517-0 |
-7-0 |
-1.3% |
525-0 |
| High |
527-0 |
523-0 |
-4-0 |
-0.8% |
544-0 |
| Low |
517-4 |
514-0 |
-3-4 |
-0.7% |
517-4 |
| Close |
519-4 |
520-2 |
0-6 |
0.1% |
519-4 |
| Range |
9-4 |
9-0 |
-0-4 |
-5.3% |
26-4 |
| ATR |
12-6 |
12-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
58,774 |
83,114 |
24,340 |
41.4% |
364,538 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546-1 |
542-1 |
525-2 |
|
| R3 |
537-1 |
533-1 |
522-6 |
|
| R2 |
528-1 |
528-1 |
521-7 |
|
| R1 |
524-1 |
524-1 |
521-1 |
526-1 |
| PP |
519-1 |
519-1 |
519-1 |
520-0 |
| S1 |
515-1 |
515-1 |
519-3 |
517-1 |
| S2 |
510-1 |
510-1 |
518-5 |
|
| S3 |
501-1 |
506-1 |
517-6 |
|
| S4 |
492-1 |
497-1 |
515-2 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-4 |
589-4 |
534-1 |
|
| R3 |
580-0 |
563-0 |
526-6 |
|
| R2 |
553-4 |
553-4 |
524-3 |
|
| R1 |
536-4 |
536-4 |
521-7 |
531-6 |
| PP |
527-0 |
527-0 |
527-0 |
524-5 |
| S1 |
510-0 |
510-0 |
517-1 |
505-2 |
| S2 |
500-4 |
500-4 |
514-5 |
|
| S3 |
474-0 |
483-4 |
512-2 |
|
| S4 |
447-4 |
457-0 |
504-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
544-0 |
514-0 |
30-0 |
5.8% |
9-1 |
1.7% |
21% |
False |
True |
70,872 |
| 10 |
544-0 |
514-0 |
30-0 |
5.8% |
11-7 |
2.3% |
21% |
False |
True |
71,759 |
| 20 |
570-0 |
514-0 |
56-0 |
10.8% |
12-5 |
2.4% |
11% |
False |
True |
70,541 |
| 40 |
573-6 |
514-0 |
59-6 |
11.5% |
12-3 |
2.4% |
10% |
False |
True |
63,776 |
| 60 |
573-6 |
514-0 |
59-6 |
11.5% |
10-7 |
2.1% |
10% |
False |
True |
53,346 |
| 80 |
596-4 |
514-0 |
82-4 |
15.9% |
10-2 |
2.0% |
8% |
False |
True |
46,205 |
| 100 |
608-6 |
514-0 |
94-6 |
18.2% |
10-0 |
1.9% |
7% |
False |
True |
40,713 |
| 120 |
647-0 |
514-0 |
133-0 |
25.6% |
9-7 |
1.9% |
5% |
False |
True |
35,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
561-2 |
|
2.618 |
546-4 |
|
1.618 |
537-4 |
|
1.000 |
532-0 |
|
0.618 |
528-4 |
|
HIGH |
523-0 |
|
0.618 |
519-4 |
|
0.500 |
518-4 |
|
0.382 |
517-4 |
|
LOW |
514-0 |
|
0.618 |
508-4 |
|
1.000 |
505-0 |
|
1.618 |
499-4 |
|
2.618 |
490-4 |
|
4.250 |
475-6 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
519-5 |
524-0 |
| PP |
519-1 |
522-6 |
| S1 |
518-4 |
521-4 |
|