CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
703-4 |
705-4 |
2-0 |
0.3% |
728-4 |
| High |
705-0 |
706-0 |
1-0 |
0.1% |
729-0 |
| Low |
701-0 |
693-0 |
-8-0 |
-1.1% |
692-0 |
| Close |
704-2 |
693-2 |
-11-0 |
-1.6% |
702-0 |
| Range |
4-0 |
13-0 |
9-0 |
225.0% |
37-0 |
| ATR |
10-0 |
10-2 |
0-2 |
2.2% |
0-0 |
| Volume |
21,068 |
59,316 |
38,248 |
181.5% |
554,531 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-3 |
727-7 |
700-3 |
|
| R3 |
723-3 |
714-7 |
696-7 |
|
| R2 |
710-3 |
710-3 |
695-5 |
|
| R1 |
701-7 |
701-7 |
694-4 |
699-5 |
| PP |
697-3 |
697-3 |
697-3 |
696-2 |
| S1 |
688-7 |
688-7 |
692-0 |
686-5 |
| S2 |
684-3 |
684-3 |
690-7 |
|
| S3 |
671-3 |
675-7 |
689-5 |
|
| S4 |
658-3 |
662-7 |
686-1 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-5 |
797-3 |
722-3 |
|
| R3 |
781-5 |
760-3 |
712-1 |
|
| R2 |
744-5 |
744-5 |
708-6 |
|
| R1 |
723-3 |
723-3 |
705-3 |
715-4 |
| PP |
707-5 |
707-5 |
707-5 |
703-6 |
| S1 |
686-3 |
686-3 |
698-5 |
678-4 |
| S2 |
670-5 |
670-5 |
695-2 |
|
| S3 |
633-5 |
649-3 |
691-7 |
|
| S4 |
596-5 |
612-3 |
681-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
721-4 |
692-0 |
29-4 |
4.3% |
9-0 |
1.3% |
4% |
False |
False |
93,259 |
| 10 |
731-0 |
692-0 |
39-0 |
5.6% |
8-5 |
1.2% |
3% |
False |
False |
102,558 |
| 20 |
767-0 |
692-0 |
75-0 |
10.8% |
8-4 |
1.2% |
2% |
False |
False |
123,937 |
| 40 |
767-0 |
692-0 |
75-0 |
10.8% |
8-4 |
1.2% |
2% |
False |
False |
106,500 |
| 60 |
774-0 |
692-0 |
82-0 |
11.8% |
8-5 |
1.2% |
2% |
False |
False |
84,599 |
| 80 |
815-0 |
692-0 |
123-0 |
17.7% |
8-6 |
1.3% |
1% |
False |
False |
71,962 |
| 100 |
838-0 |
692-0 |
146-0 |
21.1% |
8-2 |
1.2% |
1% |
False |
False |
61,892 |
| 120 |
838-0 |
692-0 |
146-0 |
21.1% |
8-6 |
1.3% |
1% |
False |
False |
55,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
761-2 |
|
2.618 |
740-0 |
|
1.618 |
727-0 |
|
1.000 |
719-0 |
|
0.618 |
714-0 |
|
HIGH |
706-0 |
|
0.618 |
701-0 |
|
0.500 |
699-4 |
|
0.382 |
698-0 |
|
LOW |
693-0 |
|
0.618 |
685-0 |
|
1.000 |
680-0 |
|
1.618 |
672-0 |
|
2.618 |
659-0 |
|
4.250 |
637-6 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
699-4 |
699-4 |
| PP |
697-3 |
697-3 |
| S1 |
695-3 |
695-3 |
|