CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
565-0 |
558-4 |
-6-4 |
-1.2% |
542-6 |
| High |
573-4 |
558-4 |
-15-0 |
-2.6% |
573-0 |
| Low |
552-2 |
546-2 |
-6-0 |
-1.1% |
541-4 |
| Close |
560-0 |
553-0 |
-7-0 |
-1.3% |
567-2 |
| Range |
21-2 |
12-2 |
-9-0 |
-42.4% |
31-4 |
| ATR |
13-4 |
13-5 |
0-0 |
0.1% |
0-0 |
| Volume |
98,379 |
101,707 |
3,328 |
3.4% |
366,307 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
589-3 |
583-3 |
559-6 |
|
| R3 |
577-1 |
571-1 |
556-3 |
|
| R2 |
564-7 |
564-7 |
555-2 |
|
| R1 |
558-7 |
558-7 |
554-1 |
555-6 |
| PP |
552-5 |
552-5 |
552-5 |
551-0 |
| S1 |
546-5 |
546-5 |
551-7 |
543-4 |
| S2 |
540-3 |
540-3 |
550-6 |
|
| S3 |
528-1 |
534-3 |
549-5 |
|
| S4 |
515-7 |
522-1 |
546-2 |
|
|
| 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 |
546-2 |
27-2 |
4.9% |
15-6 |
2.8% |
25% |
False |
True |
104,911 |
| 10 |
573-4 |
512-0 |
61-4 |
11.1% |
13-4 |
2.4% |
67% |
False |
False |
87,280 |
| 20 |
573-4 |
512-0 |
61-4 |
11.1% |
12-5 |
2.3% |
67% |
False |
False |
79,519 |
| 40 |
573-4 |
512-0 |
61-4 |
11.1% |
12-6 |
2.3% |
67% |
False |
False |
68,704 |
| 60 |
573-6 |
512-0 |
61-6 |
11.2% |
11-6 |
2.1% |
66% |
False |
False |
62,451 |
| 80 |
573-6 |
512-0 |
61-6 |
11.2% |
11-0 |
2.0% |
66% |
False |
False |
54,595 |
| 100 |
596-4 |
512-0 |
84-4 |
15.3% |
10-3 |
1.9% |
49% |
False |
False |
48,099 |
| 120 |
637-0 |
512-0 |
125-0 |
22.6% |
10-3 |
1.9% |
33% |
False |
False |
42,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610-4 |
|
2.618 |
590-5 |
|
1.618 |
578-3 |
|
1.000 |
570-6 |
|
0.618 |
566-1 |
|
HIGH |
558-4 |
|
0.618 |
553-7 |
|
0.500 |
552-3 |
|
0.382 |
550-7 |
|
LOW |
546-2 |
|
0.618 |
538-5 |
|
1.000 |
534-0 |
|
1.618 |
526-3 |
|
2.618 |
514-1 |
|
4.250 |
494-2 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
552-6 |
559-7 |
| PP |
552-5 |
557-5 |
| S1 |
552-3 |
555-2 |
|