CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
728-4 |
718-2 |
-10-2 |
-1.4% |
725-4 |
High |
729-0 |
722-4 |
-6-4 |
-0.9% |
734-6 |
Low |
721-2 |
716-6 |
-4-4 |
-0.6% |
715-2 |
Close |
724-0 |
720-0 |
-4-0 |
-0.6% |
730-6 |
Range |
7-6 |
5-6 |
-2-0 |
-25.8% |
19-4 |
ATR |
10-2 |
10-1 |
-0-2 |
-2.1% |
0-0 |
Volume |
85,027 |
83,591 |
-1,436 |
-1.7% |
658,178 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-0 |
734-2 |
723-1 |
|
R3 |
731-2 |
728-4 |
721-5 |
|
R2 |
725-4 |
725-4 |
721-0 |
|
R1 |
722-6 |
722-6 |
720-4 |
724-1 |
PP |
719-6 |
719-6 |
719-6 |
720-4 |
S1 |
717-0 |
717-0 |
719-4 |
718-3 |
S2 |
714-0 |
714-0 |
719-0 |
|
S3 |
708-2 |
711-2 |
718-3 |
|
S4 |
702-4 |
705-4 |
716-7 |
|
|
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 |
731-0 |
715-2 |
15-6 |
2.2% |
8-2 |
1.1% |
30% |
False |
False |
111,857 |
10 |
759-0 |
715-2 |
43-6 |
6.1% |
8-2 |
1.1% |
11% |
False |
False |
121,082 |
20 |
767-0 |
715-2 |
51-6 |
7.2% |
8-1 |
1.1% |
9% |
False |
False |
122,834 |
40 |
767-0 |
714-4 |
52-4 |
7.3% |
8-3 |
1.2% |
10% |
False |
False |
100,983 |
60 |
774-0 |
714-4 |
59-4 |
8.3% |
9-0 |
1.2% |
9% |
False |
False |
80,298 |
80 |
815-0 |
714-4 |
100-4 |
14.0% |
8-4 |
1.2% |
5% |
False |
False |
67,298 |
100 |
838-0 |
714-4 |
123-4 |
17.2% |
8-2 |
1.2% |
4% |
False |
False |
58,259 |
120 |
838-0 |
642-6 |
195-2 |
27.1% |
8-6 |
1.2% |
40% |
False |
False |
52,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
747-0 |
2.618 |
737-4 |
1.618 |
731-6 |
1.000 |
728-2 |
0.618 |
726-0 |
HIGH |
722-4 |
0.618 |
720-2 |
0.500 |
719-5 |
0.382 |
719-0 |
LOW |
716-6 |
0.618 |
713-2 |
1.000 |
711-0 |
1.618 |
707-4 |
2.618 |
701-6 |
4.250 |
692-2 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
719-7 |
723-7 |
PP |
719-6 |
722-5 |
S1 |
719-5 |
721-2 |
|