CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 24-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
701-0 |
703-4 |
2-4 |
0.4% |
728-4 |
High |
703-0 |
705-0 |
2-0 |
0.3% |
729-0 |
Low |
699-0 |
701-0 |
2-0 |
0.3% |
692-0 |
Close |
702-0 |
704-2 |
2-2 |
0.3% |
702-0 |
Range |
4-0 |
4-0 |
0-0 |
0.0% |
37-0 |
ATR |
10-4 |
10-0 |
-0-4 |
-4.4% |
0-0 |
Volume |
67,201 |
21,068 |
-46,133 |
-68.6% |
554,531 |
|
Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715-3 |
713-7 |
706-4 |
|
R3 |
711-3 |
709-7 |
705-3 |
|
R2 |
707-3 |
707-3 |
705-0 |
|
R1 |
705-7 |
705-7 |
704-5 |
706-5 |
PP |
703-3 |
703-3 |
703-3 |
703-6 |
S1 |
701-7 |
701-7 |
703-7 |
702-5 |
S2 |
699-3 |
699-3 |
703-4 |
|
S3 |
695-3 |
697-7 |
703-1 |
|
S4 |
691-3 |
693-7 |
702-0 |
|
|
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 |
722-4 |
692-0 |
30-4 |
4.3% |
7-5 |
1.1% |
40% |
False |
False |
98,114 |
10 |
734-6 |
692-0 |
42-6 |
6.1% |
8-3 |
1.2% |
29% |
False |
False |
110,581 |
20 |
767-0 |
692-0 |
75-0 |
10.6% |
8-3 |
1.2% |
16% |
False |
False |
127,431 |
40 |
767-0 |
692-0 |
75-0 |
10.6% |
8-3 |
1.2% |
16% |
False |
False |
106,072 |
60 |
774-0 |
692-0 |
82-0 |
11.6% |
8-5 |
1.2% |
15% |
False |
False |
84,657 |
80 |
815-0 |
692-0 |
123-0 |
17.5% |
8-6 |
1.2% |
10% |
False |
False |
71,454 |
100 |
838-0 |
692-0 |
146-0 |
20.7% |
8-2 |
1.2% |
8% |
False |
False |
61,594 |
120 |
838-0 |
692-0 |
146-0 |
20.7% |
8-6 |
1.2% |
8% |
False |
False |
55,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
722-0 |
2.618 |
715-4 |
1.618 |
711-4 |
1.000 |
709-0 |
0.618 |
707-4 |
HIGH |
705-0 |
0.618 |
703-4 |
0.500 |
703-0 |
0.382 |
702-4 |
LOW |
701-0 |
0.618 |
698-4 |
1.000 |
697-0 |
1.618 |
694-4 |
2.618 |
690-4 |
4.250 |
684-0 |
|
|
Fisher Pivots for day following 24-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
703-7 |
702-3 |
PP |
703-3 |
700-3 |
S1 |
703-0 |
698-4 |
|