CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
727-0 |
727-6 |
0-6 |
0.1% |
761-4 |
High |
734-6 |
728-0 |
-6-6 |
-0.9% |
762-0 |
Low |
724-4 |
719-4 |
-5-0 |
-0.7% |
735-0 |
Close |
728-0 |
725-4 |
-2-4 |
-0.3% |
737-2 |
Range |
10-2 |
8-4 |
-1-6 |
-17.1% |
27-0 |
ATR |
10-4 |
10-2 |
-0-1 |
-1.3% |
0-0 |
Volume |
139,550 |
132,778 |
-6,772 |
-4.9% |
671,771 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-7 |
746-1 |
730-1 |
|
R3 |
741-3 |
737-5 |
727-7 |
|
R2 |
732-7 |
732-7 |
727-0 |
|
R1 |
729-1 |
729-1 |
726-2 |
726-6 |
PP |
724-3 |
724-3 |
724-3 |
723-1 |
S1 |
720-5 |
720-5 |
724-6 |
718-2 |
S2 |
715-7 |
715-7 |
724-0 |
|
S3 |
707-3 |
712-1 |
723-1 |
|
S4 |
698-7 |
703-5 |
720-7 |
|
|
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 |
753-4 |
719-4 |
34-0 |
4.7% |
8-3 |
1.2% |
18% |
False |
True |
132,907 |
10 |
764-2 |
719-4 |
44-6 |
6.2% |
8-4 |
1.2% |
13% |
False |
True |
142,249 |
20 |
767-0 |
715-4 |
51-4 |
7.1% |
8-3 |
1.1% |
19% |
False |
False |
123,201 |
40 |
767-0 |
714-4 |
52-4 |
7.2% |
8-1 |
1.1% |
21% |
False |
False |
93,808 |
60 |
774-0 |
714-4 |
59-4 |
8.2% |
8-7 |
1.2% |
18% |
False |
False |
75,389 |
80 |
838-0 |
714-4 |
123-4 |
17.0% |
8-3 |
1.1% |
9% |
False |
False |
63,181 |
100 |
838-0 |
714-4 |
123-4 |
17.0% |
8-4 |
1.2% |
9% |
False |
False |
54,739 |
120 |
838-0 |
601-0 |
237-0 |
32.7% |
8-5 |
1.2% |
53% |
False |
False |
49,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
764-1 |
2.618 |
750-2 |
1.618 |
741-6 |
1.000 |
736-4 |
0.618 |
733-2 |
HIGH |
728-0 |
0.618 |
724-6 |
0.500 |
723-6 |
0.382 |
722-6 |
LOW |
719-4 |
0.618 |
714-2 |
1.000 |
711-0 |
1.618 |
705-6 |
2.618 |
697-2 |
4.250 |
683-3 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
724-7 |
727-1 |
PP |
724-3 |
726-5 |
S1 |
723-6 |
726-0 |
|