CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
748-4 |
742-0 |
-6-4 |
-0.9% |
757-0 |
High |
748-4 |
742-0 |
-6-4 |
-0.9% |
757-2 |
Low |
746-0 |
732-6 |
-13-2 |
-1.8% |
732-6 |
Close |
747-6 |
732-6 |
-15-0 |
-2.0% |
732-6 |
Range |
2-4 |
9-2 |
6-6 |
270.0% |
24-4 |
ATR |
10-2 |
10-4 |
0-3 |
3.4% |
0-0 |
Volume |
3,380 |
4,652 |
1,272 |
37.6% |
37,918 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763-5 |
757-3 |
737-7 |
|
R3 |
754-3 |
748-1 |
735-2 |
|
R2 |
745-1 |
745-1 |
734-4 |
|
R1 |
738-7 |
738-7 |
733-5 |
737-3 |
PP |
735-7 |
735-7 |
735-7 |
735-0 |
S1 |
729-5 |
729-5 |
731-7 |
728-1 |
S2 |
726-5 |
726-5 |
731-0 |
|
S3 |
717-3 |
720-3 |
730-2 |
|
S4 |
708-1 |
711-1 |
727-5 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-3 |
798-1 |
746-2 |
|
R3 |
789-7 |
773-5 |
739-4 |
|
R2 |
765-3 |
765-3 |
737-2 |
|
R1 |
749-1 |
749-1 |
735-0 |
745-0 |
PP |
740-7 |
740-7 |
740-7 |
738-7 |
S1 |
724-5 |
724-5 |
730-4 |
720-4 |
S2 |
716-3 |
716-3 |
728-2 |
|
S3 |
691-7 |
700-1 |
726-0 |
|
S4 |
667-3 |
675-5 |
719-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
757-2 |
732-6 |
24-4 |
3.3% |
6-0 |
0.8% |
0% |
False |
True |
7,583 |
10 |
762-6 |
732-6 |
30-0 |
4.1% |
7-0 |
1.0% |
0% |
False |
True |
59,837 |
20 |
762-6 |
710-4 |
52-2 |
7.1% |
9-0 |
1.2% |
43% |
False |
False |
112,675 |
40 |
769-0 |
710-4 |
58-4 |
8.0% |
9-1 |
1.2% |
38% |
False |
False |
122,604 |
60 |
789-0 |
710-0 |
79-0 |
10.8% |
10-5 |
1.4% |
29% |
False |
False |
130,493 |
80 |
840-0 |
710-0 |
130-0 |
17.7% |
11-0 |
1.5% |
18% |
False |
False |
133,147 |
100 |
840-0 |
710-0 |
130-0 |
17.7% |
11-6 |
1.6% |
18% |
False |
False |
140,098 |
120 |
840-0 |
548-2 |
291-6 |
39.8% |
12-6 |
1.7% |
63% |
False |
False |
148,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
781-2 |
2.618 |
766-2 |
1.618 |
757-0 |
1.000 |
751-2 |
0.618 |
747-6 |
HIGH |
742-0 |
0.618 |
738-4 |
0.500 |
737-3 |
0.382 |
736-2 |
LOW |
732-6 |
0.618 |
727-0 |
1.000 |
723-4 |
1.618 |
717-6 |
2.618 |
708-4 |
4.250 |
693-4 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
737-3 |
743-1 |
PP |
735-7 |
739-5 |
S1 |
734-2 |
736-2 |
|