CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
553-0 |
542-2 |
-10-6 |
-1.9% |
542-6 |
| High |
553-4 |
549-6 |
-3-6 |
-0.7% |
573-0 |
| Low |
541-2 |
539-4 |
-1-6 |
-0.3% |
541-4 |
| Close |
542-2 |
548-2 |
6-0 |
1.1% |
567-2 |
| Range |
12-2 |
10-2 |
-2-0 |
-16.3% |
31-4 |
| ATR |
13-4 |
13-2 |
-0-2 |
-1.7% |
0-0 |
| Volume |
74,543 |
87,439 |
12,896 |
17.3% |
366,307 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
576-5 |
572-5 |
553-7 |
|
| R3 |
566-3 |
562-3 |
551-1 |
|
| R2 |
556-1 |
556-1 |
550-1 |
|
| R1 |
552-1 |
552-1 |
549-2 |
554-1 |
| PP |
545-7 |
545-7 |
545-7 |
546-6 |
| S1 |
541-7 |
541-7 |
547-2 |
543-7 |
| S2 |
535-5 |
535-5 |
546-3 |
|
| S3 |
525-3 |
531-5 |
545-3 |
|
| S4 |
515-1 |
521-3 |
542-5 |
|
|
| 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 |
539-4 |
34-0 |
6.2% |
14-2 |
2.6% |
26% |
False |
True |
86,878 |
| 10 |
573-4 |
525-2 |
48-2 |
8.8% |
13-5 |
2.5% |
48% |
False |
False |
86,737 |
| 20 |
573-4 |
512-0 |
61-4 |
11.2% |
12-5 |
2.3% |
59% |
False |
False |
80,564 |
| 40 |
573-4 |
512-0 |
61-4 |
11.2% |
12-5 |
2.3% |
59% |
False |
False |
70,754 |
| 60 |
573-6 |
512-0 |
61-6 |
11.3% |
11-7 |
2.2% |
59% |
False |
False |
64,084 |
| 80 |
573-6 |
512-0 |
61-6 |
11.3% |
11-0 |
2.0% |
59% |
False |
False |
55,822 |
| 100 |
596-4 |
512-0 |
84-4 |
15.4% |
10-3 |
1.9% |
43% |
False |
False |
49,359 |
| 120 |
632-6 |
512-0 |
120-6 |
22.0% |
10-3 |
1.9% |
30% |
False |
False |
43,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593-2 |
|
2.618 |
576-5 |
|
1.618 |
566-3 |
|
1.000 |
560-0 |
|
0.618 |
556-1 |
|
HIGH |
549-6 |
|
0.618 |
545-7 |
|
0.500 |
544-5 |
|
0.382 |
543-3 |
|
LOW |
539-4 |
|
0.618 |
533-1 |
|
1.000 |
529-2 |
|
1.618 |
522-7 |
|
2.618 |
512-5 |
|
4.250 |
496-0 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
547-0 |
549-0 |
| PP |
545-7 |
548-6 |
| S1 |
544-5 |
548-4 |
|