CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
692-0 |
701-0 |
9-0 |
1.3% |
728-4 |
High |
697-2 |
703-0 |
5-6 |
0.8% |
729-0 |
Low |
692-0 |
699-0 |
7-0 |
1.0% |
692-0 |
Close |
696-4 |
702-0 |
5-4 |
0.8% |
702-0 |
Range |
5-2 |
4-0 |
-1-2 |
-23.8% |
37-0 |
ATR |
10-6 |
10-4 |
-0-2 |
-2.8% |
0-0 |
Volume |
160,185 |
67,201 |
-92,984 |
-58.0% |
554,531 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-3 |
711-5 |
704-2 |
|
R3 |
709-3 |
707-5 |
703-1 |
|
R2 |
705-3 |
705-3 |
702-6 |
|
R1 |
703-5 |
703-5 |
702-3 |
704-4 |
PP |
701-3 |
701-3 |
701-3 |
701-6 |
S1 |
699-5 |
699-5 |
701-5 |
700-4 |
S2 |
697-3 |
697-3 |
701-2 |
|
S3 |
693-3 |
695-5 |
700-7 |
|
S4 |
689-3 |
691-5 |
699-6 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
818-5 |
797-3 |
722-3 |
|
R3 |
781-5 |
760-3 |
712-1 |
|
R2 |
744-5 |
744-5 |
708-6 |
|
R1 |
723-3 |
723-3 |
705-3 |
715-4 |
PP |
707-5 |
707-5 |
707-5 |
703-6 |
S1 |
686-3 |
686-3 |
698-5 |
678-4 |
S2 |
670-5 |
670-5 |
695-2 |
|
S3 |
633-5 |
649-3 |
691-7 |
|
S4 |
596-5 |
612-3 |
681-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
729-0 |
692-0 |
37-0 |
5.3% |
8-3 |
1.2% |
27% |
False |
False |
110,906 |
10 |
734-6 |
692-0 |
42-6 |
6.1% |
8-5 |
1.2% |
23% |
False |
False |
121,270 |
20 |
767-0 |
692-0 |
75-0 |
10.7% |
8-4 |
1.2% |
13% |
False |
False |
128,910 |
40 |
767-0 |
692-0 |
75-0 |
10.7% |
8-3 |
1.2% |
13% |
False |
False |
106,773 |
60 |
774-0 |
692-0 |
82-0 |
11.7% |
9-2 |
1.3% |
12% |
False |
False |
85,008 |
80 |
815-0 |
692-0 |
123-0 |
17.5% |
8-6 |
1.2% |
8% |
False |
False |
71,451 |
100 |
838-0 |
692-0 |
146-0 |
20.8% |
8-2 |
1.2% |
7% |
False |
False |
61,623 |
120 |
838-0 |
692-0 |
146-0 |
20.8% |
8-7 |
1.3% |
7% |
False |
False |
55,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
720-0 |
2.618 |
713-4 |
1.618 |
709-4 |
1.000 |
707-0 |
0.618 |
705-4 |
HIGH |
703-0 |
0.618 |
701-4 |
0.500 |
701-0 |
0.382 |
700-4 |
LOW |
699-0 |
0.618 |
696-4 |
1.000 |
695-0 |
1.618 |
692-4 |
2.618 |
688-4 |
4.250 |
682-0 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
701-5 |
706-6 |
PP |
701-3 |
705-1 |
S1 |
701-0 |
703-5 |
|