CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
727-6 |
725-4 |
-2-2 |
-0.3% |
761-4 |
High |
728-0 |
726-0 |
-2-0 |
-0.3% |
762-0 |
Low |
719-4 |
715-2 |
-4-2 |
-0.6% |
735-0 |
Close |
725-4 |
720-2 |
-5-2 |
-0.7% |
737-2 |
Range |
8-4 |
10-6 |
2-2 |
26.5% |
27-0 |
ATR |
10-2 |
10-3 |
0-0 |
0.3% |
0-0 |
Volume |
132,778 |
147,742 |
14,964 |
11.3% |
671,771 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-6 |
747-2 |
726-1 |
|
R3 |
742-0 |
736-4 |
723-2 |
|
R2 |
731-2 |
731-2 |
722-2 |
|
R1 |
725-6 |
725-6 |
721-2 |
723-1 |
PP |
720-4 |
720-4 |
720-4 |
719-2 |
S1 |
715-0 |
715-0 |
719-2 |
712-3 |
S2 |
709-6 |
709-6 |
718-2 |
|
S3 |
699-0 |
704-2 |
717-2 |
|
S4 |
688-2 |
693-4 |
714-3 |
|
|
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 |
746-0 |
715-2 |
30-6 |
4.3% |
9-3 |
1.3% |
16% |
False |
True |
143,017 |
10 |
762-0 |
715-2 |
46-6 |
6.5% |
8-6 |
1.2% |
11% |
False |
True |
140,793 |
20 |
767-0 |
715-2 |
51-6 |
7.2% |
8-5 |
1.2% |
10% |
False |
True |
123,086 |
40 |
767-0 |
714-4 |
52-4 |
7.3% |
8-2 |
1.2% |
11% |
False |
False |
96,714 |
60 |
774-0 |
714-4 |
59-4 |
8.3% |
8-7 |
1.2% |
10% |
False |
False |
77,234 |
80 |
837-4 |
714-4 |
123-0 |
17.1% |
8-3 |
1.2% |
5% |
False |
False |
64,772 |
100 |
838-0 |
714-4 |
123-4 |
17.1% |
8-2 |
1.1% |
5% |
False |
False |
56,004 |
120 |
838-0 |
618-0 |
220-0 |
30.5% |
8-6 |
1.2% |
46% |
False |
False |
51,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
771-6 |
2.618 |
754-1 |
1.618 |
743-3 |
1.000 |
736-6 |
0.618 |
732-5 |
HIGH |
726-0 |
0.618 |
721-7 |
0.500 |
720-5 |
0.382 |
719-3 |
LOW |
715-2 |
0.618 |
708-5 |
1.000 |
704-4 |
1.618 |
697-7 |
2.618 |
687-1 |
4.250 |
669-4 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
720-5 |
725-0 |
PP |
720-4 |
723-3 |
S1 |
720-3 |
721-7 |
|