CME Pit-Traded Corn Future March 2013
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 |
752-2 |
745-4 |
-6-6 |
-0.9% |
761-4 |
High |
753-4 |
746-0 |
-7-4 |
-1.0% |
762-0 |
Low |
748-0 |
735-0 |
-13-0 |
-1.7% |
735-0 |
Close |
751-4 |
737-2 |
-14-2 |
-1.9% |
737-2 |
Range |
5-4 |
11-0 |
5-4 |
100.0% |
27-0 |
ATR |
9-7 |
10-3 |
0-4 |
4.8% |
0-0 |
Volume |
97,192 |
167,054 |
69,862 |
71.9% |
671,771 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772-3 |
765-7 |
743-2 |
|
R3 |
761-3 |
754-7 |
740-2 |
|
R2 |
750-3 |
750-3 |
739-2 |
|
R1 |
743-7 |
743-7 |
738-2 |
741-5 |
PP |
739-3 |
739-3 |
739-3 |
738-2 |
S1 |
732-7 |
732-7 |
736-2 |
730-5 |
S2 |
728-3 |
728-3 |
735-2 |
|
S3 |
717-3 |
721-7 |
734-2 |
|
S4 |
706-3 |
710-7 |
731-2 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
825-6 |
808-4 |
752-1 |
|
R3 |
798-6 |
781-4 |
744-5 |
|
R2 |
771-6 |
771-6 |
742-2 |
|
R1 |
754-4 |
754-4 |
739-6 |
749-5 |
PP |
744-6 |
744-6 |
744-6 |
742-2 |
S1 |
727-4 |
727-4 |
734-6 |
722-5 |
S2 |
717-6 |
717-6 |
732-2 |
|
S3 |
690-6 |
700-4 |
729-7 |
|
S4 |
663-6 |
673-4 |
722-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
762-0 |
735-0 |
27-0 |
3.7% |
8-3 |
1.1% |
8% |
False |
True |
134,354 |
10 |
767-0 |
735-0 |
32-0 |
4.3% |
8-2 |
1.1% |
7% |
False |
True |
136,549 |
20 |
767-0 |
714-4 |
52-4 |
7.1% |
9-1 |
1.2% |
43% |
False |
False |
121,830 |
40 |
767-0 |
714-4 |
52-4 |
7.1% |
8-2 |
1.1% |
43% |
False |
False |
87,288 |
60 |
788-0 |
714-4 |
73-4 |
10.0% |
8-7 |
1.2% |
31% |
False |
False |
70,066 |
80 |
838-0 |
714-4 |
123-4 |
16.8% |
8-2 |
1.1% |
18% |
False |
False |
58,838 |
100 |
838-0 |
714-4 |
123-4 |
16.8% |
8-3 |
1.1% |
18% |
False |
False |
51,899 |
120 |
838-0 |
561-0 |
277-0 |
37.6% |
8-6 |
1.2% |
64% |
False |
False |
46,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
792-6 |
2.618 |
774-6 |
1.618 |
763-6 |
1.000 |
757-0 |
0.618 |
752-6 |
HIGH |
746-0 |
0.618 |
741-6 |
0.500 |
740-4 |
0.382 |
739-2 |
LOW |
735-0 |
0.618 |
728-2 |
1.000 |
724-0 |
1.618 |
717-2 |
2.618 |
706-2 |
4.250 |
688-2 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
740-4 |
747-0 |
PP |
739-3 |
743-6 |
S1 |
738-3 |
740-4 |
|