CME Pit-Traded Corn Future March 2013
| 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 |
751-2 |
752-2 |
1-0 |
0.1% |
753-0 |
| High |
759-0 |
753-4 |
-5-4 |
-0.7% |
767-0 |
| Low |
750-4 |
748-0 |
-2-4 |
-0.3% |
748-2 |
| Close |
757-6 |
751-4 |
-6-2 |
-0.8% |
752-6 |
| Range |
8-4 |
5-4 |
-3-0 |
-35.3% |
18-6 |
| ATR |
9-7 |
9-7 |
0-0 |
-0.1% |
0-0 |
| Volume |
119,785 |
97,192 |
-22,593 |
-18.9% |
693,720 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-4 |
765-0 |
754-4 |
|
| R3 |
762-0 |
759-4 |
753-0 |
|
| R2 |
756-4 |
756-4 |
752-4 |
|
| R1 |
754-0 |
754-0 |
752-0 |
752-4 |
| PP |
751-0 |
751-0 |
751-0 |
750-2 |
| S1 |
748-4 |
748-4 |
751-0 |
747-0 |
| S2 |
745-4 |
745-4 |
750-4 |
|
| S3 |
740-0 |
743-0 |
750-0 |
|
| S4 |
734-4 |
737-4 |
748-4 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812-2 |
801-2 |
763-0 |
|
| R3 |
793-4 |
782-4 |
757-7 |
|
| R2 |
774-6 |
774-6 |
756-2 |
|
| R1 |
763-6 |
763-6 |
754-4 |
759-7 |
| PP |
756-0 |
756-0 |
756-0 |
754-0 |
| S1 |
745-0 |
745-0 |
751-0 |
741-1 |
| S2 |
737-2 |
737-2 |
749-2 |
|
| S3 |
718-4 |
726-2 |
747-5 |
|
| S4 |
699-6 |
707-4 |
742-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
762-0 |
747-0 |
15-0 |
2.0% |
8-1 |
1.1% |
30% |
False |
False |
138,569 |
| 10 |
767-0 |
747-0 |
20-0 |
2.7% |
7-5 |
1.0% |
23% |
False |
False |
128,163 |
| 20 |
767-0 |
714-4 |
52-4 |
7.0% |
8-7 |
1.2% |
70% |
False |
False |
117,962 |
| 40 |
774-0 |
714-4 |
59-4 |
7.9% |
8-7 |
1.2% |
62% |
False |
False |
84,048 |
| 60 |
788-0 |
714-4 |
73-4 |
9.8% |
8-6 |
1.2% |
50% |
False |
False |
68,199 |
| 80 |
838-0 |
714-4 |
123-4 |
16.4% |
8-1 |
1.1% |
30% |
False |
False |
56,919 |
| 100 |
838-0 |
714-4 |
123-4 |
16.4% |
8-3 |
1.1% |
30% |
False |
False |
50,485 |
| 120 |
838-0 |
561-0 |
277-0 |
36.9% |
8-5 |
1.2% |
69% |
False |
False |
45,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776-7 |
|
2.618 |
767-7 |
|
1.618 |
762-3 |
|
1.000 |
759-0 |
|
0.618 |
756-7 |
|
HIGH |
753-4 |
|
0.618 |
751-3 |
|
0.500 |
750-6 |
|
0.382 |
750-1 |
|
LOW |
748-0 |
|
0.618 |
744-5 |
|
1.000 |
742-4 |
|
1.618 |
739-1 |
|
2.618 |
733-5 |
|
4.250 |
724-5 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
751-2 |
753-0 |
| PP |
751-0 |
752-4 |
| S1 |
750-6 |
752-0 |
|