CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
761-4 |
750-6 |
-10-6 |
-1.4% |
753-0 |
High |
762-0 |
752-2 |
-9-6 |
-1.3% |
767-0 |
Low |
750-2 |
747-0 |
-3-2 |
-0.4% |
748-2 |
Close |
754-6 |
752-0 |
-2-6 |
-0.4% |
752-6 |
Range |
11-6 |
5-2 |
-6-4 |
-55.3% |
18-6 |
ATR |
10-1 |
10-0 |
-0-1 |
-1.7% |
0-0 |
Volume |
140,954 |
146,786 |
5,832 |
4.1% |
693,720 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-1 |
764-3 |
754-7 |
|
R3 |
760-7 |
759-1 |
753-4 |
|
R2 |
755-5 |
755-5 |
753-0 |
|
R1 |
753-7 |
753-7 |
752-4 |
754-6 |
PP |
750-3 |
750-3 |
750-3 |
750-7 |
S1 |
748-5 |
748-5 |
751-4 |
749-4 |
S2 |
745-1 |
745-1 |
751-0 |
|
S3 |
739-7 |
743-3 |
750-4 |
|
S4 |
734-5 |
738-1 |
749-1 |
|
|
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 |
747-0 |
20-0 |
2.7% |
8-2 |
1.1% |
25% |
False |
True |
160,326 |
10 |
767-0 |
739-6 |
27-2 |
3.6% |
7-7 |
1.0% |
45% |
False |
False |
124,585 |
20 |
767-0 |
714-4 |
52-4 |
7.0% |
8-7 |
1.2% |
71% |
False |
False |
112,264 |
40 |
774-0 |
714-4 |
59-4 |
7.9% |
8-6 |
1.2% |
63% |
False |
False |
80,028 |
60 |
788-0 |
714-4 |
73-4 |
9.8% |
8-5 |
1.2% |
51% |
False |
False |
65,789 |
80 |
838-0 |
714-4 |
123-4 |
16.4% |
8-1 |
1.1% |
30% |
False |
False |
54,886 |
100 |
838-0 |
714-4 |
123-4 |
16.4% |
8-4 |
1.1% |
30% |
False |
False |
48,838 |
120 |
838-0 |
518-4 |
319-4 |
42.5% |
8-5 |
1.1% |
73% |
False |
False |
44,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
774-4 |
2.618 |
766-0 |
1.618 |
760-6 |
1.000 |
757-4 |
0.618 |
755-4 |
HIGH |
752-2 |
0.618 |
750-2 |
0.500 |
749-5 |
0.382 |
749-0 |
LOW |
747-0 |
0.618 |
743-6 |
1.000 |
741-6 |
1.618 |
738-4 |
2.618 |
733-2 |
4.250 |
724-6 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
751-2 |
754-4 |
PP |
750-3 |
753-5 |
S1 |
749-5 |
752-7 |
|