CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
752-4 |
748-4 |
-4-0 |
-0.5% |
748-0 |
| High |
753-4 |
748-4 |
-5-0 |
-0.7% |
762-6 |
| Low |
752-4 |
746-0 |
-6-4 |
-0.9% |
742-6 |
| Close |
753-2 |
747-6 |
-5-4 |
-0.7% |
748-0 |
| Range |
1-0 |
2-4 |
1-4 |
150.0% |
20-0 |
| ATR |
10-3 |
10-2 |
-0-2 |
-2.2% |
0-0 |
| Volume |
8,852 |
3,380 |
-5,472 |
-61.8% |
560,456 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-7 |
753-7 |
749-1 |
|
| R3 |
752-3 |
751-3 |
748-4 |
|
| R2 |
749-7 |
749-7 |
748-2 |
|
| R1 |
748-7 |
748-7 |
748-0 |
748-1 |
| PP |
747-3 |
747-3 |
747-3 |
747-0 |
| S1 |
746-3 |
746-3 |
747-4 |
745-5 |
| S2 |
744-7 |
744-7 |
747-2 |
|
| S3 |
742-3 |
743-7 |
747-0 |
|
| S4 |
739-7 |
741-3 |
746-3 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811-1 |
799-5 |
759-0 |
|
| R3 |
791-1 |
779-5 |
753-4 |
|
| R2 |
771-1 |
771-1 |
751-5 |
|
| R1 |
759-5 |
759-5 |
749-7 |
758-0 |
| PP |
751-1 |
751-1 |
751-1 |
750-3 |
| S1 |
739-5 |
739-5 |
746-1 |
738-0 |
| S2 |
731-1 |
731-1 |
744-3 |
|
| S3 |
711-1 |
719-5 |
742-4 |
|
| S4 |
691-1 |
699-5 |
737-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
757-2 |
742-0 |
15-2 |
2.0% |
6-1 |
0.8% |
38% |
False |
False |
15,637 |
| 10 |
762-6 |
742-0 |
20-6 |
2.8% |
6-4 |
0.9% |
28% |
False |
False |
65,591 |
| 20 |
762-6 |
710-4 |
52-2 |
7.0% |
8-7 |
1.2% |
71% |
False |
False |
120,155 |
| 40 |
776-0 |
710-4 |
65-4 |
8.8% |
9-7 |
1.3% |
57% |
False |
False |
128,737 |
| 60 |
789-0 |
710-0 |
79-0 |
10.6% |
10-5 |
1.4% |
48% |
False |
False |
132,233 |
| 80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-0 |
1.5% |
29% |
False |
False |
134,473 |
| 100 |
840-0 |
710-0 |
130-0 |
17.4% |
11-7 |
1.6% |
29% |
False |
False |
141,979 |
| 120 |
840-0 |
548-2 |
291-6 |
39.0% |
12-6 |
1.7% |
68% |
False |
False |
149,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-1 |
|
2.618 |
755-0 |
|
1.618 |
752-4 |
|
1.000 |
751-0 |
|
0.618 |
750-0 |
|
HIGH |
748-4 |
|
0.618 |
747-4 |
|
0.500 |
747-2 |
|
0.382 |
747-0 |
|
LOW |
746-0 |
|
0.618 |
744-4 |
|
1.000 |
743-4 |
|
1.618 |
742-0 |
|
2.618 |
739-4 |
|
4.250 |
735-3 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747-5 |
747-6 |
| PP |
747-3 |
747-6 |
| S1 |
747-2 |
747-6 |
|