CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
690-4 |
691-6 |
1-2 |
0.2% |
703-4 |
High |
694-4 |
700-2 |
5-6 |
0.8% |
706-0 |
Low |
689-6 |
690-2 |
0-4 |
0.1% |
689-6 |
Close |
694-0 |
698-2 |
4-2 |
0.6% |
694-0 |
Range |
4-6 |
10-0 |
5-2 |
110.5% |
16-2 |
ATR |
9-3 |
9-4 |
0-0 |
0.5% |
0-0 |
Volume |
62,755 |
62,119 |
-636 |
-1.0% |
207,418 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
726-2 |
722-2 |
703-6 |
|
R3 |
716-2 |
712-2 |
701-0 |
|
R2 |
706-2 |
706-2 |
700-1 |
|
R1 |
702-2 |
702-2 |
699-1 |
704-2 |
PP |
696-2 |
696-2 |
696-2 |
697-2 |
S1 |
692-2 |
692-2 |
697-3 |
694-2 |
S2 |
686-2 |
686-2 |
696-3 |
|
S3 |
676-2 |
682-2 |
695-4 |
|
S4 |
666-2 |
672-2 |
692-6 |
|
|
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% |
7-1 |
1.0% |
52% |
False |
False |
53,907 |
10 |
729-0 |
689-6 |
39-2 |
5.6% |
7-6 |
1.1% |
22% |
False |
False |
82,406 |
20 |
762-0 |
689-6 |
72-2 |
10.3% |
8-2 |
1.2% |
12% |
False |
False |
107,700 |
40 |
767-0 |
689-6 |
77-2 |
11.1% |
8-3 |
1.2% |
11% |
False |
False |
106,566 |
60 |
774-0 |
689-6 |
84-2 |
12.1% |
8-4 |
1.2% |
10% |
False |
False |
85,368 |
80 |
806-4 |
689-6 |
116-6 |
16.7% |
8-6 |
1.2% |
7% |
False |
False |
73,344 |
100 |
838-0 |
689-6 |
148-2 |
21.2% |
8-2 |
1.2% |
6% |
False |
False |
63,220 |
120 |
838-0 |
689-6 |
148-2 |
21.2% |
8-3 |
1.2% |
6% |
False |
False |
56,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-6 |
2.618 |
726-3 |
1.618 |
716-3 |
1.000 |
710-2 |
0.618 |
706-3 |
HIGH |
700-2 |
0.618 |
696-3 |
0.500 |
695-2 |
0.382 |
694-1 |
LOW |
690-2 |
0.618 |
684-1 |
1.000 |
680-2 |
1.618 |
674-1 |
2.618 |
664-1 |
4.250 |
647-6 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
697-2 |
697-1 |
PP |
696-2 |
696-1 |
S1 |
695-2 |
695-0 |
|