CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
718-2 |
721-2 |
3-0 |
0.4% |
725-4 |
High |
722-4 |
721-4 |
-1-0 |
-0.1% |
734-6 |
Low |
716-6 |
702-4 |
-14-2 |
-2.0% |
715-2 |
Close |
720-0 |
703-0 |
-17-0 |
-2.4% |
730-6 |
Range |
5-6 |
19-0 |
13-2 |
230.4% |
19-4 |
ATR |
10-1 |
10-6 |
0-5 |
6.3% |
0-0 |
Volume |
83,591 |
158,527 |
74,936 |
89.6% |
658,178 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-0 |
753-4 |
713-4 |
|
R3 |
747-0 |
734-4 |
708-2 |
|
R2 |
728-0 |
728-0 |
706-4 |
|
R1 |
715-4 |
715-4 |
704-6 |
712-2 |
PP |
709-0 |
709-0 |
709-0 |
707-3 |
S1 |
696-4 |
696-4 |
701-2 |
693-2 |
S2 |
690-0 |
690-0 |
699-4 |
|
S3 |
671-0 |
677-4 |
697-6 |
|
S4 |
652-0 |
658-4 |
692-4 |
|
|
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 |
702-4 |
28-4 |
4.1% |
10-2 |
1.5% |
2% |
False |
True |
117,006 |
10 |
753-4 |
702-4 |
51-0 |
7.3% |
9-3 |
1.3% |
1% |
False |
True |
124,956 |
20 |
767-0 |
702-4 |
64-4 |
9.2% |
8-4 |
1.2% |
1% |
False |
True |
126,224 |
40 |
767-0 |
702-4 |
64-4 |
9.2% |
8-5 |
1.2% |
1% |
False |
True |
104,469 |
60 |
774-0 |
702-4 |
71-4 |
10.2% |
9-2 |
1.3% |
1% |
False |
True |
82,424 |
80 |
815-0 |
702-4 |
112-4 |
16.0% |
8-6 |
1.2% |
0% |
False |
True |
69,000 |
100 |
838-0 |
702-4 |
135-4 |
19.3% |
8-4 |
1.2% |
0% |
False |
True |
59,672 |
120 |
838-0 |
664-4 |
173-4 |
24.7% |
8-7 |
1.3% |
22% |
False |
False |
54,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
802-2 |
2.618 |
771-2 |
1.618 |
752-2 |
1.000 |
740-4 |
0.618 |
733-2 |
HIGH |
721-4 |
0.618 |
714-2 |
0.500 |
712-0 |
0.382 |
709-6 |
LOW |
702-4 |
0.618 |
690-6 |
1.000 |
683-4 |
1.618 |
671-6 |
2.618 |
652-6 |
4.250 |
621-6 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
712-0 |
715-6 |
PP |
709-0 |
711-4 |
S1 |
706-0 |
707-2 |
|