CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
519-2 |
529-6 |
10-4 |
2.0% |
525-0 |
| High |
531-0 |
537-4 |
6-4 |
1.2% |
544-0 |
| Low |
519-2 |
525-2 |
6-0 |
1.2% |
517-4 |
| Close |
530-4 |
534-6 |
4-2 |
0.8% |
519-4 |
| Range |
11-6 |
12-2 |
0-4 |
4.3% |
26-4 |
| ATR |
12-2 |
12-2 |
0-0 |
0.0% |
0-0 |
| Volume |
94,385 |
75,405 |
-18,980 |
-20.1% |
364,538 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-2 |
564-2 |
541-4 |
|
| R3 |
557-0 |
552-0 |
538-1 |
|
| R2 |
544-6 |
544-6 |
537-0 |
|
| R1 |
539-6 |
539-6 |
535-7 |
542-2 |
| PP |
532-4 |
532-4 |
532-4 |
533-6 |
| S1 |
527-4 |
527-4 |
533-5 |
530-0 |
| S2 |
520-2 |
520-2 |
532-4 |
|
| S3 |
508-0 |
515-2 |
531-3 |
|
| S4 |
495-6 |
503-0 |
528-0 |
|
|
| 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 |
537-4 |
512-0 |
25-4 |
4.8% |
10-3 |
1.9% |
89% |
True |
False |
76,939 |
| 10 |
544-0 |
512-0 |
32-0 |
6.0% |
11-2 |
2.1% |
71% |
False |
False |
76,482 |
| 20 |
570-0 |
512-0 |
58-0 |
10.8% |
12-4 |
2.3% |
39% |
False |
False |
73,893 |
| 40 |
571-2 |
512-0 |
59-2 |
11.1% |
12-6 |
2.4% |
38% |
False |
False |
66,766 |
| 60 |
573-6 |
512-0 |
61-6 |
11.5% |
11-1 |
2.1% |
37% |
False |
False |
55,994 |
| 80 |
596-4 |
512-0 |
84-4 |
15.8% |
10-4 |
2.0% |
27% |
False |
False |
48,559 |
| 100 |
605-0 |
512-0 |
93-0 |
17.4% |
10-1 |
1.9% |
24% |
False |
False |
42,963 |
| 120 |
647-0 |
512-0 |
135-0 |
25.2% |
9-7 |
1.9% |
17% |
False |
False |
37,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
589-4 |
|
2.618 |
569-5 |
|
1.618 |
557-3 |
|
1.000 |
549-6 |
|
0.618 |
545-1 |
|
HIGH |
537-4 |
|
0.618 |
532-7 |
|
0.500 |
531-3 |
|
0.382 |
529-7 |
|
LOW |
525-2 |
|
0.618 |
517-5 |
|
1.000 |
513-0 |
|
1.618 |
505-3 |
|
2.618 |
493-1 |
|
4.250 |
473-2 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
533-5 |
531-3 |
| PP |
532-4 |
528-1 |
| S1 |
531-3 |
524-6 |
|