CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
757-6 |
761-4 |
3-6 |
0.5% |
753-0 |
High |
757-6 |
762-0 |
4-2 |
0.6% |
767-0 |
Low |
748-2 |
750-2 |
2-0 |
0.3% |
748-2 |
Close |
752-6 |
754-6 |
2-0 |
0.3% |
752-6 |
Range |
9-4 |
11-6 |
2-2 |
23.7% |
18-6 |
ATR |
10-0 |
10-1 |
0-1 |
1.2% |
0-0 |
Volume |
188,132 |
140,954 |
-47,178 |
-25.1% |
693,720 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790-7 |
784-5 |
761-2 |
|
R3 |
779-1 |
772-7 |
758-0 |
|
R2 |
767-3 |
767-3 |
756-7 |
|
R1 |
761-1 |
761-1 |
755-7 |
758-3 |
PP |
755-5 |
755-5 |
755-5 |
754-2 |
S1 |
749-3 |
749-3 |
753-5 |
746-5 |
S2 |
743-7 |
743-7 |
752-5 |
|
S3 |
732-1 |
737-5 |
751-4 |
|
S4 |
720-3 |
725-7 |
748-2 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812-2 |
801-2 |
763-0 |
|
R3 |
793-4 |
782-4 |
757-7 |
|
R2 |
774-6 |
774-6 |
756-2 |
|
R1 |
763-6 |
763-6 |
754-4 |
759-7 |
PP |
756-0 |
756-0 |
756-0 |
754-0 |
S1 |
745-0 |
745-0 |
751-0 |
741-1 |
S2 |
737-2 |
737-2 |
749-2 |
|
S3 |
718-4 |
726-2 |
747-5 |
|
S4 |
699-6 |
707-4 |
742-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
767-0 |
748-2 |
18-6 |
2.5% |
9-2 |
1.2% |
35% |
False |
False |
156,806 |
10 |
767-0 |
734-4 |
32-4 |
4.3% |
8-3 |
1.1% |
62% |
False |
False |
120,573 |
20 |
767-0 |
714-4 |
52-4 |
7.0% |
9-0 |
1.2% |
77% |
False |
False |
108,734 |
40 |
774-0 |
714-4 |
59-4 |
7.9% |
8-7 |
1.2% |
68% |
False |
False |
77,034 |
60 |
804-2 |
714-4 |
89-6 |
11.9% |
8-7 |
1.2% |
45% |
False |
False |
63,721 |
80 |
838-0 |
714-4 |
123-4 |
16.4% |
8-3 |
1.1% |
33% |
False |
False |
53,426 |
100 |
838-0 |
714-4 |
123-4 |
16.4% |
8-4 |
1.1% |
33% |
False |
False |
47,611 |
120 |
838-0 |
518-4 |
319-4 |
42.3% |
8-5 |
1.1% |
74% |
False |
False |
42,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
812-0 |
2.618 |
792-6 |
1.618 |
781-0 |
1.000 |
773-6 |
0.618 |
769-2 |
HIGH |
762-0 |
0.618 |
757-4 |
0.500 |
756-1 |
0.382 |
754-6 |
LOW |
750-2 |
0.618 |
743-0 |
1.000 |
738-4 |
1.618 |
731-2 |
2.618 |
719-4 |
4.250 |
700-2 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
756-1 |
756-2 |
PP |
755-5 |
755-6 |
S1 |
755-2 |
755-2 |
|