CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
690-0 |
690-4 |
0-4 |
0.1% |
703-4 |
| High |
694-0 |
694-4 |
0-4 |
0.1% |
706-0 |
| Low |
690-0 |
689-6 |
-0-2 |
0.0% |
689-6 |
| Close |
691-4 |
694-0 |
2-4 |
0.4% |
694-0 |
| Range |
4-0 |
4-6 |
0-6 |
18.8% |
16-2 |
| ATR |
9-6 |
9-3 |
-0-3 |
-3.7% |
0-0 |
| Volume |
64,279 |
62,755 |
-1,524 |
-2.4% |
207,418 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-0 |
705-2 |
696-5 |
|
| R3 |
702-2 |
700-4 |
695-2 |
|
| R2 |
697-4 |
697-4 |
694-7 |
|
| R1 |
695-6 |
695-6 |
694-3 |
696-5 |
| PP |
692-6 |
692-6 |
692-6 |
693-2 |
| S1 |
691-0 |
691-0 |
693-5 |
691-7 |
| S2 |
688-0 |
688-0 |
693-1 |
|
| S3 |
683-2 |
686-2 |
692-6 |
|
| S4 |
678-4 |
681-4 |
691-3 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-3 |
735-7 |
703-0 |
|
| R3 |
729-1 |
719-5 |
698-4 |
|
| R2 |
712-7 |
712-7 |
697-0 |
|
| R1 |
703-3 |
703-3 |
695-4 |
700-0 |
| PP |
696-5 |
696-5 |
696-5 |
694-7 |
| S1 |
687-1 |
687-1 |
692-4 |
683-6 |
| S2 |
680-3 |
680-3 |
691-0 |
|
| S3 |
664-1 |
670-7 |
689-4 |
|
| S4 |
647-7 |
654-5 |
685-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
706-0 |
689-6 |
16-2 |
2.3% |
6-0 |
0.9% |
26% |
False |
True |
54,923 |
| 10 |
731-0 |
689-6 |
41-2 |
5.9% |
7-5 |
1.1% |
10% |
False |
True |
87,209 |
| 20 |
762-0 |
689-6 |
72-2 |
10.4% |
8-1 |
1.2% |
6% |
False |
True |
114,001 |
| 40 |
767-0 |
689-6 |
77-2 |
11.1% |
8-4 |
1.2% |
6% |
False |
True |
107,243 |
| 60 |
774-0 |
689-6 |
84-2 |
12.1% |
8-4 |
1.2% |
5% |
False |
True |
85,387 |
| 80 |
806-4 |
689-6 |
116-6 |
16.8% |
8-5 |
1.2% |
4% |
False |
True |
72,871 |
| 100 |
838-0 |
689-6 |
148-2 |
21.4% |
8-2 |
1.2% |
3% |
False |
True |
62,786 |
| 120 |
838-0 |
689-6 |
148-2 |
21.4% |
8-6 |
1.3% |
3% |
False |
True |
56,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714-6 |
|
2.618 |
706-7 |
|
1.618 |
702-1 |
|
1.000 |
699-2 |
|
0.618 |
697-3 |
|
HIGH |
694-4 |
|
0.618 |
692-5 |
|
0.500 |
692-1 |
|
0.382 |
691-5 |
|
LOW |
689-6 |
|
0.618 |
686-7 |
|
1.000 |
685-0 |
|
1.618 |
682-1 |
|
2.618 |
677-3 |
|
4.250 |
669-4 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
693-3 |
697-7 |
| PP |
692-6 |
696-5 |
| S1 |
692-1 |
695-2 |
|