CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
725-4 |
727-0 |
1-4 |
0.2% |
761-4 |
High |
732-0 |
734-6 |
2-6 |
0.4% |
762-0 |
Low |
725-4 |
724-4 |
-1-0 |
-0.1% |
735-0 |
Close |
730-0 |
728-0 |
-2-0 |
-0.3% |
737-2 |
Range |
6-4 |
10-2 |
3-6 |
57.7% |
27-0 |
ATR |
10-4 |
10-4 |
0-0 |
-0.1% |
0-0 |
Volume |
127,961 |
139,550 |
11,589 |
9.1% |
671,771 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-7 |
754-1 |
733-5 |
|
R3 |
749-5 |
743-7 |
730-7 |
|
R2 |
739-3 |
739-3 |
729-7 |
|
R1 |
733-5 |
733-5 |
729-0 |
736-4 |
PP |
729-1 |
729-1 |
729-1 |
730-4 |
S1 |
723-3 |
723-3 |
727-0 |
726-2 |
S2 |
718-7 |
718-7 |
726-1 |
|
S3 |
708-5 |
713-1 |
725-1 |
|
S4 |
698-3 |
702-7 |
722-3 |
|
|
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 |
759-0 |
724-4 |
34-4 |
4.7% |
8-3 |
1.1% |
10% |
False |
True |
130,308 |
10 |
767-0 |
724-4 |
42-4 |
5.8% |
8-2 |
1.1% |
8% |
False |
True |
145,317 |
20 |
767-0 |
714-4 |
52-4 |
7.2% |
8-4 |
1.2% |
26% |
False |
False |
123,413 |
40 |
767-0 |
714-4 |
52-4 |
7.2% |
8-1 |
1.1% |
26% |
False |
False |
91,281 |
60 |
774-0 |
714-4 |
59-4 |
8.2% |
8-6 |
1.2% |
23% |
False |
False |
73,649 |
80 |
838-0 |
714-4 |
123-4 |
17.0% |
8-3 |
1.1% |
11% |
False |
False |
61,720 |
100 |
838-0 |
714-4 |
123-4 |
17.0% |
8-3 |
1.2% |
11% |
False |
False |
53,836 |
120 |
838-0 |
564-4 |
273-4 |
37.6% |
8-5 |
1.2% |
60% |
False |
False |
48,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
778-2 |
2.618 |
761-5 |
1.618 |
751-3 |
1.000 |
745-0 |
0.618 |
741-1 |
HIGH |
734-6 |
0.618 |
730-7 |
0.500 |
729-5 |
0.382 |
728-3 |
LOW |
724-4 |
0.618 |
718-1 |
1.000 |
714-2 |
1.618 |
707-7 |
2.618 |
697-5 |
4.250 |
681-0 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
729-5 |
735-2 |
PP |
729-1 |
732-7 |
S1 |
728-4 |
730-3 |
|