CME Corn Future December 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 |
596-4 |
599-0 |
2-4 |
0.4% |
606-6 |
High |
600-0 |
601-2 |
1-2 |
0.2% |
608-6 |
Low |
595-2 |
595-6 |
0-4 |
0.1% |
594-2 |
Close |
599-6 |
599-6 |
0-0 |
0.0% |
599-6 |
Range |
4-6 |
5-4 |
0-6 |
15.8% |
14-4 |
ATR |
8-7 |
8-5 |
-0-2 |
-2.7% |
0-0 |
Volume |
8,564 |
8,773 |
209 |
2.4% |
23,934 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-3 |
613-1 |
602-6 |
|
R3 |
609-7 |
607-5 |
601-2 |
|
R2 |
604-3 |
604-3 |
600-6 |
|
R1 |
602-1 |
602-1 |
600-2 |
603-2 |
PP |
598-7 |
598-7 |
598-7 |
599-4 |
S1 |
596-5 |
596-5 |
599-2 |
597-6 |
S2 |
593-3 |
593-3 |
598-6 |
|
S3 |
587-7 |
591-1 |
598-2 |
|
S4 |
582-3 |
585-5 |
596-6 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-3 |
636-5 |
607-6 |
|
R3 |
629-7 |
622-1 |
603-6 |
|
R2 |
615-3 |
615-3 |
602-3 |
|
R1 |
607-5 |
607-5 |
601-1 |
604-2 |
PP |
600-7 |
600-7 |
600-7 |
599-2 |
S1 |
593-1 |
593-1 |
598-3 |
589-6 |
S2 |
586-3 |
586-3 |
597-1 |
|
S3 |
571-7 |
578-5 |
595-6 |
|
S4 |
557-3 |
564-1 |
591-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
608-6 |
594-2 |
14-4 |
2.4% |
7-0 |
1.2% |
38% |
False |
False |
6,541 |
10 |
632-6 |
594-2 |
38-4 |
6.4% |
8-7 |
1.5% |
14% |
False |
False |
9,767 |
20 |
647-0 |
594-2 |
52-6 |
8.8% |
8-6 |
1.5% |
10% |
False |
False |
10,822 |
40 |
647-0 |
594-2 |
52-6 |
8.8% |
9-0 |
1.5% |
10% |
False |
False |
11,536 |
60 |
647-0 |
594-2 |
52-6 |
8.8% |
8-7 |
1.5% |
10% |
False |
False |
9,792 |
80 |
665-0 |
594-2 |
70-6 |
11.8% |
9-6 |
1.6% |
8% |
False |
False |
8,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
624-5 |
2.618 |
615-5 |
1.618 |
610-1 |
1.000 |
606-6 |
0.618 |
604-5 |
HIGH |
601-2 |
0.618 |
599-1 |
0.500 |
598-4 |
0.382 |
597-7 |
LOW |
595-6 |
0.618 |
592-3 |
1.000 |
590-2 |
1.618 |
586-7 |
2.618 |
581-3 |
4.250 |
572-3 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
599-3 |
599-3 |
PP |
598-7 |
599-1 |
S1 |
598-4 |
598-6 |
|