CME Corn Future December 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 |
615-4 |
604-2 |
-11-2 |
-1.8% |
628-0 |
High |
617-2 |
608-6 |
-8-4 |
-1.4% |
632-6 |
Low |
601-6 |
604-0 |
2-2 |
0.4% |
601-6 |
Close |
603-6 |
606-6 |
3-0 |
0.5% |
606-6 |
Range |
15-4 |
4-6 |
-10-6 |
-69.4% |
31-0 |
ATR |
9-6 |
9-4 |
-0-3 |
-3.5% |
0-0 |
Volume |
17,502 |
19,527 |
2,025 |
11.6% |
64,972 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-6 |
618-4 |
609-3 |
|
R3 |
616-0 |
613-6 |
608-0 |
|
R2 |
611-2 |
611-2 |
607-5 |
|
R1 |
609-0 |
609-0 |
607-1 |
610-1 |
PP |
606-4 |
606-4 |
606-4 |
607-0 |
S1 |
604-2 |
604-2 |
606-3 |
605-3 |
S2 |
601-6 |
601-6 |
605-7 |
|
S3 |
597-0 |
599-4 |
605-4 |
|
S4 |
592-2 |
594-6 |
604-1 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-6 |
687-6 |
623-6 |
|
R3 |
675-6 |
656-6 |
615-2 |
|
R2 |
644-6 |
644-6 |
612-3 |
|
R1 |
625-6 |
625-6 |
609-5 |
619-6 |
PP |
613-6 |
613-6 |
613-6 |
610-6 |
S1 |
594-6 |
594-6 |
603-7 |
588-6 |
S2 |
582-6 |
582-6 |
601-1 |
|
S3 |
551-6 |
563-6 |
598-2 |
|
S4 |
520-6 |
532-6 |
589-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
632-6 |
601-6 |
31-0 |
5.1% |
10-7 |
1.8% |
16% |
False |
False |
12,994 |
10 |
640-4 |
601-6 |
38-6 |
6.4% |
10-3 |
1.7% |
13% |
False |
False |
13,014 |
20 |
647-0 |
601-6 |
45-2 |
7.5% |
8-7 |
1.5% |
11% |
False |
False |
11,542 |
40 |
647-0 |
600-6 |
46-2 |
7.6% |
9-0 |
1.5% |
13% |
False |
False |
11,614 |
60 |
647-0 |
600-6 |
46-2 |
7.6% |
9-5 |
1.6% |
13% |
False |
False |
9,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-0 |
2.618 |
621-1 |
1.618 |
616-3 |
1.000 |
613-4 |
0.618 |
611-5 |
HIGH |
608-6 |
0.618 |
606-7 |
0.500 |
606-3 |
0.382 |
605-7 |
LOW |
604-0 |
0.618 |
601-1 |
1.000 |
599-2 |
1.618 |
596-3 |
2.618 |
591-5 |
4.250 |
583-6 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
606-5 |
614-0 |
PP |
606-4 |
611-5 |
S1 |
606-3 |
609-1 |
|