CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
562-0 |
565-0 |
3-0 |
0.5% |
542-6 |
| High |
573-0 |
573-4 |
0-4 |
0.1% |
573-0 |
| Low |
557-6 |
552-2 |
-5-4 |
-1.0% |
541-4 |
| Close |
567-2 |
560-0 |
-7-2 |
-1.3% |
567-2 |
| Range |
15-2 |
21-2 |
6-0 |
39.3% |
31-4 |
| ATR |
13-0 |
13-4 |
0-5 |
4.6% |
0-0 |
| Volume |
72,324 |
98,379 |
26,055 |
36.0% |
366,307 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-5 |
614-1 |
571-6 |
|
| R3 |
604-3 |
592-7 |
565-7 |
|
| R2 |
583-1 |
583-1 |
563-7 |
|
| R1 |
571-5 |
571-5 |
562-0 |
566-6 |
| PP |
561-7 |
561-7 |
561-7 |
559-4 |
| S1 |
550-3 |
550-3 |
558-0 |
545-4 |
| S2 |
540-5 |
540-5 |
556-1 |
|
| S3 |
519-3 |
529-1 |
554-1 |
|
| S4 |
498-1 |
507-7 |
548-2 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-1 |
642-5 |
584-5 |
|
| R3 |
623-5 |
611-1 |
575-7 |
|
| R2 |
592-1 |
592-1 |
573-0 |
|
| R1 |
579-5 |
579-5 |
570-1 |
585-7 |
| PP |
560-5 |
560-5 |
560-5 |
563-6 |
| S1 |
548-1 |
548-1 |
564-3 |
554-3 |
| S2 |
529-1 |
529-1 |
561-4 |
|
| S3 |
497-5 |
516-5 |
558-5 |
|
| S4 |
466-1 |
485-1 |
549-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
573-4 |
541-4 |
32-0 |
5.7% |
15-6 |
2.8% |
58% |
True |
False |
92,937 |
| 10 |
573-4 |
512-0 |
61-4 |
11.0% |
13-1 |
2.3% |
78% |
True |
False |
85,420 |
| 20 |
573-4 |
512-0 |
61-4 |
11.0% |
12-5 |
2.2% |
78% |
True |
False |
77,696 |
| 40 |
573-4 |
512-0 |
61-4 |
11.0% |
12-6 |
2.3% |
78% |
True |
False |
67,310 |
| 60 |
573-6 |
512-0 |
61-6 |
11.0% |
11-6 |
2.1% |
78% |
False |
False |
61,504 |
| 80 |
578-6 |
512-0 |
66-6 |
11.9% |
11-0 |
2.0% |
72% |
False |
False |
53,603 |
| 100 |
596-4 |
512-0 |
84-4 |
15.1% |
10-3 |
1.8% |
57% |
False |
False |
47,249 |
| 120 |
640-4 |
512-0 |
128-4 |
22.9% |
10-3 |
1.8% |
37% |
False |
False |
41,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663-6 |
|
2.618 |
629-1 |
|
1.618 |
607-7 |
|
1.000 |
594-6 |
|
0.618 |
586-5 |
|
HIGH |
573-4 |
|
0.618 |
565-3 |
|
0.500 |
562-7 |
|
0.382 |
560-3 |
|
LOW |
552-2 |
|
0.618 |
539-1 |
|
1.000 |
531-0 |
|
1.618 |
517-7 |
|
2.618 |
496-5 |
|
4.250 |
462-0 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
562-7 |
562-7 |
| PP |
561-7 |
561-7 |
| S1 |
561-0 |
561-0 |
|