CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
705-4 |
690-0 |
-15-4 |
-2.2% |
728-4 |
| High |
706-0 |
694-0 |
-12-0 |
-1.7% |
729-0 |
| Low |
693-0 |
690-0 |
-3-0 |
-0.4% |
692-0 |
| Close |
693-2 |
691-4 |
-1-6 |
-0.3% |
702-0 |
| Range |
13-0 |
4-0 |
-9-0 |
-69.2% |
37-0 |
| ATR |
10-2 |
9-6 |
-0-4 |
-4.3% |
0-0 |
| Volume |
59,316 |
64,279 |
4,963 |
8.4% |
554,531 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703-7 |
701-5 |
693-6 |
|
| R3 |
699-7 |
697-5 |
692-5 |
|
| R2 |
695-7 |
695-7 |
692-2 |
|
| R1 |
693-5 |
693-5 |
691-7 |
694-6 |
| PP |
691-7 |
691-7 |
691-7 |
692-3 |
| S1 |
689-5 |
689-5 |
691-1 |
690-6 |
| S2 |
687-7 |
687-7 |
690-6 |
|
| S3 |
683-7 |
685-5 |
690-3 |
|
| S4 |
679-7 |
681-5 |
689-2 |
|
|
| 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 |
706-0 |
690-0 |
16-0 |
2.3% |
6-0 |
0.9% |
9% |
False |
True |
74,409 |
| 10 |
731-0 |
690-0 |
41-0 |
5.9% |
8-1 |
1.2% |
4% |
False |
True |
95,708 |
| 20 |
764-2 |
690-0 |
74-2 |
10.7% |
8-3 |
1.2% |
2% |
False |
True |
118,978 |
| 40 |
767-0 |
690-0 |
77-0 |
11.1% |
8-5 |
1.2% |
2% |
False |
True |
107,288 |
| 60 |
774-0 |
690-0 |
84-0 |
12.1% |
8-5 |
1.2% |
2% |
False |
True |
85,011 |
| 80 |
806-4 |
690-0 |
116-4 |
16.8% |
8-5 |
1.3% |
1% |
False |
True |
72,430 |
| 100 |
838-0 |
690-0 |
148-0 |
21.4% |
8-2 |
1.2% |
1% |
False |
True |
62,301 |
| 120 |
838-0 |
690-0 |
148-0 |
21.4% |
8-6 |
1.3% |
1% |
False |
True |
56,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-0 |
|
2.618 |
704-4 |
|
1.618 |
700-4 |
|
1.000 |
698-0 |
|
0.618 |
696-4 |
|
HIGH |
694-0 |
|
0.618 |
692-4 |
|
0.500 |
692-0 |
|
0.382 |
691-4 |
|
LOW |
690-0 |
|
0.618 |
687-4 |
|
1.000 |
686-0 |
|
1.618 |
683-4 |
|
2.618 |
679-4 |
|
4.250 |
673-0 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
692-0 |
698-0 |
| PP |
691-7 |
695-7 |
| S1 |
691-5 |
693-5 |
|