CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
742-0 |
721-4 |
-20-4 |
-2.8% |
757-0 |
High |
742-0 |
728-0 |
-14-0 |
-1.9% |
757-2 |
Low |
732-6 |
721-4 |
-11-2 |
-1.5% |
732-6 |
Close |
732-6 |
726-6 |
-6-0 |
-0.8% |
732-6 |
Range |
9-2 |
6-4 |
-2-6 |
-29.7% |
24-4 |
ATR |
10-4 |
10-5 |
0-0 |
0.5% |
0-0 |
Volume |
4,652 |
3,979 |
-673 |
-14.5% |
37,918 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
744-7 |
742-3 |
730-3 |
|
R3 |
738-3 |
735-7 |
728-4 |
|
R2 |
731-7 |
731-7 |
728-0 |
|
R1 |
729-3 |
729-3 |
727-3 |
730-5 |
PP |
725-3 |
725-3 |
725-3 |
726-0 |
S1 |
722-7 |
722-7 |
726-1 |
724-1 |
S2 |
718-7 |
718-7 |
725-4 |
|
S3 |
712-3 |
716-3 |
725-0 |
|
S4 |
705-7 |
709-7 |
723-1 |
|
|
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 |
753-4 |
721-4 |
32-0 |
4.4% |
4-7 |
0.7% |
16% |
False |
True |
5,945 |
10 |
762-6 |
721-4 |
41-2 |
5.7% |
7-0 |
1.0% |
13% |
False |
True |
46,894 |
20 |
762-6 |
710-4 |
52-2 |
7.2% |
8-3 |
1.2% |
31% |
False |
False |
99,860 |
40 |
769-0 |
710-4 |
58-4 |
8.0% |
8-7 |
1.2% |
28% |
False |
False |
118,983 |
60 |
776-0 |
710-0 |
66-0 |
9.1% |
10-4 |
1.5% |
25% |
False |
False |
128,191 |
80 |
840-0 |
710-0 |
130-0 |
17.9% |
11-0 |
1.5% |
13% |
False |
False |
131,394 |
100 |
840-0 |
710-0 |
130-0 |
17.9% |
11-6 |
1.6% |
13% |
False |
False |
138,262 |
120 |
840-0 |
548-2 |
291-6 |
40.1% |
12-6 |
1.8% |
61% |
False |
False |
147,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
755-5 |
2.618 |
745-0 |
1.618 |
738-4 |
1.000 |
734-4 |
0.618 |
732-0 |
HIGH |
728-0 |
0.618 |
725-4 |
0.500 |
724-6 |
0.382 |
724-0 |
LOW |
721-4 |
0.618 |
717-4 |
1.000 |
715-0 |
1.618 |
711-0 |
2.618 |
704-4 |
4.250 |
693-7 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
726-1 |
735-0 |
PP |
725-3 |
732-2 |
S1 |
724-6 |
729-4 |
|