CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
723-4 |
728-4 |
5-0 |
0.7% |
725-4 |
High |
731-0 |
729-0 |
-2-0 |
-0.3% |
734-6 |
Low |
722-6 |
721-2 |
-1-4 |
-0.2% |
715-2 |
Close |
730-6 |
724-0 |
-6-6 |
-0.9% |
730-6 |
Range |
8-2 |
7-6 |
-0-4 |
-6.1% |
19-4 |
ATR |
10-3 |
10-2 |
0-0 |
-0.6% |
0-0 |
Volume |
110,147 |
85,027 |
-25,120 |
-22.8% |
658,178 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-0 |
743-6 |
728-2 |
|
R3 |
740-2 |
736-0 |
726-1 |
|
R2 |
732-4 |
732-4 |
725-3 |
|
R1 |
728-2 |
728-2 |
724-6 |
726-4 |
PP |
724-6 |
724-6 |
724-6 |
723-7 |
S1 |
720-4 |
720-4 |
723-2 |
718-6 |
S2 |
717-0 |
717-0 |
722-5 |
|
S3 |
709-2 |
712-6 |
721-7 |
|
S4 |
701-4 |
705-0 |
719-6 |
|
|
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% |
9-1 |
1.3% |
45% |
False |
False |
123,048 |
10 |
759-0 |
715-2 |
43-6 |
6.0% |
8-2 |
1.1% |
20% |
False |
False |
127,402 |
20 |
767-0 |
715-2 |
51-6 |
7.1% |
8-2 |
1.1% |
17% |
False |
False |
123,987 |
40 |
767-0 |
714-4 |
52-4 |
7.3% |
8-2 |
1.1% |
18% |
False |
False |
100,034 |
60 |
774-0 |
714-4 |
59-4 |
8.2% |
9-0 |
1.2% |
16% |
False |
False |
79,303 |
80 |
815-0 |
714-4 |
100-4 |
13.9% |
8-4 |
1.2% |
9% |
False |
False |
66,585 |
100 |
838-0 |
714-4 |
123-4 |
17.1% |
8-2 |
1.1% |
8% |
False |
False |
57,560 |
120 |
838-0 |
641-2 |
196-6 |
27.2% |
8-5 |
1.2% |
42% |
False |
False |
52,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-0 |
2.618 |
749-2 |
1.618 |
741-4 |
1.000 |
736-6 |
0.618 |
733-6 |
HIGH |
729-0 |
0.618 |
726-0 |
0.500 |
725-1 |
0.382 |
724-2 |
LOW |
721-2 |
0.618 |
716-4 |
1.000 |
713-4 |
1.618 |
708-6 |
2.618 |
701-0 |
4.250 |
688-2 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
725-1 |
723-6 |
PP |
724-6 |
723-3 |
S1 |
724-3 |
723-1 |
|