CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
728-4 |
724-6 |
-3-6 |
-0.5% |
757-0 |
| High |
728-4 |
724-6 |
-3-6 |
-0.5% |
757-2 |
| Low |
720-6 |
719-4 |
-1-2 |
-0.2% |
732-6 |
| Close |
724-2 |
721-0 |
-3-2 |
-0.4% |
732-6 |
| Range |
7-6 |
5-2 |
-2-4 |
-32.3% |
24-4 |
| ATR |
10-3 |
10-0 |
-0-3 |
-3.5% |
0-0 |
| Volume |
3,072 |
2,502 |
-570 |
-18.6% |
37,918 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-4 |
734-4 |
723-7 |
|
| R3 |
732-2 |
729-2 |
722-4 |
|
| R2 |
727-0 |
727-0 |
722-0 |
|
| R1 |
724-0 |
724-0 |
721-4 |
722-7 |
| PP |
721-6 |
721-6 |
721-6 |
721-2 |
| S1 |
718-6 |
718-6 |
720-4 |
717-5 |
| S2 |
716-4 |
716-4 |
720-0 |
|
| S3 |
711-2 |
713-4 |
719-4 |
|
| S4 |
706-0 |
708-2 |
718-1 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-3 |
798-1 |
746-2 |
|
| R3 |
789-7 |
773-5 |
739-4 |
|
| R2 |
765-3 |
765-3 |
737-2 |
|
| R1 |
749-1 |
749-1 |
735-0 |
745-0 |
| PP |
740-7 |
740-7 |
740-7 |
738-7 |
| S1 |
724-5 |
724-5 |
730-4 |
720-4 |
| S2 |
716-3 |
716-3 |
728-2 |
|
| S3 |
691-7 |
700-1 |
726-0 |
|
| S4 |
667-3 |
675-5 |
719-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
748-4 |
719-4 |
29-0 |
4.0% |
6-2 |
0.9% |
5% |
False |
True |
3,517 |
| 10 |
759-0 |
719-4 |
39-4 |
5.5% |
6-5 |
0.9% |
4% |
False |
True |
22,045 |
| 20 |
762-6 |
712-0 |
50-6 |
7.0% |
7-4 |
1.0% |
18% |
False |
False |
75,469 |
| 40 |
769-0 |
710-4 |
58-4 |
8.1% |
8-6 |
1.2% |
18% |
False |
False |
113,397 |
| 60 |
776-0 |
710-0 |
66-0 |
9.2% |
10-2 |
1.4% |
17% |
False |
False |
122,736 |
| 80 |
840-0 |
710-0 |
130-0 |
18.0% |
10-7 |
1.5% |
8% |
False |
False |
128,669 |
| 100 |
840-0 |
710-0 |
130-0 |
18.0% |
11-4 |
1.6% |
8% |
False |
False |
134,260 |
| 120 |
840-0 |
589-0 |
251-0 |
34.8% |
12-4 |
1.7% |
53% |
False |
False |
144,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
747-0 |
|
2.618 |
738-4 |
|
1.618 |
733-2 |
|
1.000 |
730-0 |
|
0.618 |
728-0 |
|
HIGH |
724-6 |
|
0.618 |
722-6 |
|
0.500 |
722-1 |
|
0.382 |
721-4 |
|
LOW |
719-4 |
|
0.618 |
716-2 |
|
1.000 |
714-2 |
|
1.618 |
711-0 |
|
2.618 |
705-6 |
|
4.250 |
697-2 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
722-1 |
724-0 |
| PP |
721-6 |
723-0 |
| S1 |
721-3 |
722-0 |
|