CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
725-4 |
723-4 |
-2-0 |
-0.3% |
725-4 |
High |
726-0 |
731-0 |
5-0 |
0.7% |
734-6 |
Low |
715-2 |
722-6 |
7-4 |
1.0% |
715-2 |
Close |
720-2 |
730-6 |
10-4 |
1.5% |
730-6 |
Range |
10-6 |
8-2 |
-2-4 |
-23.3% |
19-4 |
ATR |
10-3 |
10-3 |
0-0 |
0.3% |
0-0 |
Volume |
147,742 |
110,147 |
-37,595 |
-25.4% |
658,178 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-7 |
750-1 |
735-2 |
|
R3 |
744-5 |
741-7 |
733-0 |
|
R2 |
736-3 |
736-3 |
732-2 |
|
R1 |
733-5 |
733-5 |
731-4 |
735-0 |
PP |
728-1 |
728-1 |
728-1 |
728-7 |
S1 |
725-3 |
725-3 |
730-0 |
726-6 |
S2 |
719-7 |
719-7 |
729-2 |
|
S3 |
711-5 |
717-1 |
728-4 |
|
S4 |
703-3 |
708-7 |
726-2 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
785-3 |
777-5 |
741-4 |
|
R3 |
765-7 |
758-1 |
736-1 |
|
R2 |
746-3 |
746-3 |
734-3 |
|
R1 |
738-5 |
738-5 |
732-4 |
742-4 |
PP |
726-7 |
726-7 |
726-7 |
728-7 |
S1 |
719-1 |
719-1 |
729-0 |
723-0 |
S2 |
707-3 |
707-3 |
727-1 |
|
S3 |
687-7 |
699-5 |
725-3 |
|
S4 |
668-3 |
680-1 |
720-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
734-6 |
715-2 |
19-4 |
2.7% |
8-7 |
1.2% |
79% |
False |
False |
131,635 |
10 |
762-0 |
715-2 |
46-6 |
6.4% |
8-5 |
1.2% |
33% |
False |
False |
132,994 |
20 |
767-0 |
715-2 |
51-6 |
7.1% |
8-6 |
1.2% |
30% |
False |
False |
123,706 |
40 |
767-0 |
714-4 |
52-4 |
7.2% |
8-2 |
1.1% |
31% |
False |
False |
98,771 |
60 |
774-0 |
714-4 |
59-4 |
8.1% |
8-7 |
1.2% |
27% |
False |
False |
78,487 |
80 |
815-0 |
714-4 |
100-4 |
13.8% |
8-3 |
1.2% |
16% |
False |
False |
65,833 |
100 |
838-0 |
714-4 |
123-4 |
16.9% |
8-2 |
1.1% |
13% |
False |
False |
56,876 |
120 |
838-0 |
639-4 |
198-4 |
27.2% |
8-6 |
1.2% |
46% |
False |
False |
51,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
766-0 |
2.618 |
752-5 |
1.618 |
744-3 |
1.000 |
739-2 |
0.618 |
736-1 |
HIGH |
731-0 |
0.618 |
727-7 |
0.500 |
726-7 |
0.382 |
725-7 |
LOW |
722-6 |
0.618 |
717-5 |
1.000 |
714-4 |
1.618 |
709-3 |
2.618 |
701-1 |
4.250 |
687-6 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
729-4 |
728-2 |
PP |
728-1 |
725-5 |
S1 |
726-7 |
723-1 |
|