CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
745-4 |
725-4 |
-20-0 |
-2.7% |
761-4 |
| High |
746-0 |
732-0 |
-14-0 |
-1.9% |
762-0 |
| Low |
735-0 |
725-4 |
-9-4 |
-1.3% |
735-0 |
| Close |
737-2 |
730-0 |
-7-2 |
-1.0% |
737-2 |
| Range |
11-0 |
6-4 |
-4-4 |
-40.9% |
27-0 |
| ATR |
10-3 |
10-4 |
0-1 |
1.0% |
0-0 |
| Volume |
167,054 |
127,961 |
-39,093 |
-23.4% |
671,771 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-5 |
745-7 |
733-5 |
|
| R3 |
742-1 |
739-3 |
731-6 |
|
| R2 |
735-5 |
735-5 |
731-2 |
|
| R1 |
732-7 |
732-7 |
730-5 |
734-2 |
| PP |
729-1 |
729-1 |
729-1 |
729-7 |
| S1 |
726-3 |
726-3 |
729-3 |
727-6 |
| S2 |
722-5 |
722-5 |
728-6 |
|
| S3 |
716-1 |
719-7 |
728-2 |
|
| S4 |
709-5 |
713-3 |
726-3 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825-6 |
808-4 |
752-1 |
|
| R3 |
798-6 |
781-4 |
744-5 |
|
| R2 |
771-6 |
771-6 |
742-2 |
|
| R1 |
754-4 |
754-4 |
739-6 |
749-5 |
| PP |
744-6 |
744-6 |
744-6 |
742-2 |
| S1 |
727-4 |
727-4 |
734-6 |
722-5 |
| S2 |
717-6 |
717-6 |
732-2 |
|
| S3 |
690-6 |
700-4 |
729-7 |
|
| S4 |
663-6 |
673-4 |
722-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
759-0 |
725-4 |
33-4 |
4.6% |
7-3 |
1.0% |
13% |
False |
True |
131,755 |
| 10 |
767-0 |
725-4 |
41-4 |
5.7% |
8-3 |
1.1% |
11% |
False |
True |
144,281 |
| 20 |
767-0 |
714-4 |
52-4 |
7.2% |
8-6 |
1.2% |
30% |
False |
False |
123,688 |
| 40 |
767-0 |
714-4 |
52-4 |
7.2% |
8-1 |
1.1% |
30% |
False |
False |
88,520 |
| 60 |
774-0 |
714-4 |
59-4 |
8.2% |
8-7 |
1.2% |
26% |
False |
False |
71,841 |
| 80 |
838-0 |
714-4 |
123-4 |
16.9% |
8-2 |
1.1% |
13% |
False |
False |
60,230 |
| 100 |
838-0 |
714-4 |
123-4 |
16.9% |
8-2 |
1.1% |
13% |
False |
False |
52,917 |
| 120 |
838-0 |
561-0 |
277-0 |
37.9% |
8-6 |
1.2% |
61% |
False |
False |
47,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-5 |
|
2.618 |
749-0 |
|
1.618 |
742-4 |
|
1.000 |
738-4 |
|
0.618 |
736-0 |
|
HIGH |
732-0 |
|
0.618 |
729-4 |
|
0.500 |
728-6 |
|
0.382 |
728-0 |
|
LOW |
725-4 |
|
0.618 |
721-4 |
|
1.000 |
719-0 |
|
1.618 |
715-0 |
|
2.618 |
708-4 |
|
4.250 |
697-7 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
729-5 |
739-4 |
| PP |
729-1 |
736-3 |
| S1 |
728-6 |
733-1 |
|