CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
724-0 |
724-0 |
0-0 |
0.0% |
742-4 |
High |
729-0 |
725-4 |
-3-4 |
-0.5% |
754-0 |
Low |
721-4 |
720-6 |
-0-6 |
-0.1% |
733-2 |
Close |
725-6 |
721-2 |
-4-4 |
-0.6% |
738-6 |
Range |
7-4 |
4-6 |
-2-6 |
-36.7% |
20-6 |
ATR |
12-6 |
12-2 |
-0-4 |
-4.4% |
0-0 |
Volume |
153,645 |
112,562 |
-41,083 |
-26.7% |
835,465 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-6 |
733-6 |
723-7 |
|
R3 |
732-0 |
729-0 |
722-4 |
|
R2 |
727-2 |
727-2 |
722-1 |
|
R1 |
724-2 |
724-2 |
721-5 |
723-3 |
PP |
722-4 |
722-4 |
722-4 |
722-0 |
S1 |
719-4 |
719-4 |
720-7 |
718-5 |
S2 |
717-6 |
717-6 |
720-3 |
|
S3 |
713-0 |
714-6 |
720-0 |
|
S4 |
708-2 |
710-0 |
718-5 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
804-2 |
792-2 |
750-1 |
|
R3 |
783-4 |
771-4 |
744-4 |
|
R2 |
762-6 |
762-6 |
742-4 |
|
R1 |
750-6 |
750-6 |
740-5 |
746-3 |
PP |
742-0 |
742-0 |
742-0 |
739-6 |
S1 |
730-0 |
730-0 |
736-7 |
725-5 |
S2 |
721-2 |
721-2 |
735-0 |
|
S3 |
700-4 |
709-2 |
733-0 |
|
S4 |
679-6 |
688-4 |
727-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
754-0 |
710-4 |
43-4 |
6.0% |
12-2 |
1.7% |
25% |
False |
False |
203,976 |
10 |
754-0 |
710-4 |
43-4 |
6.0% |
10-4 |
1.5% |
25% |
False |
False |
177,020 |
20 |
769-0 |
710-4 |
58-4 |
8.1% |
9-5 |
1.3% |
18% |
False |
False |
153,520 |
40 |
776-0 |
710-0 |
66-0 |
9.2% |
11-1 |
1.5% |
17% |
False |
False |
145,444 |
60 |
831-0 |
710-0 |
121-0 |
16.8% |
11-7 |
1.6% |
9% |
False |
False |
145,734 |
80 |
840-0 |
710-0 |
130-0 |
18.0% |
12-1 |
1.7% |
9% |
False |
False |
147,360 |
100 |
840-0 |
630-0 |
210-0 |
29.1% |
13-4 |
1.9% |
43% |
False |
False |
158,845 |
120 |
840-0 |
506-0 |
334-0 |
46.3% |
12-7 |
1.8% |
64% |
False |
False |
150,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
745-6 |
2.618 |
737-7 |
1.618 |
733-1 |
1.000 |
730-2 |
0.618 |
728-3 |
HIGH |
725-4 |
0.618 |
723-5 |
0.500 |
723-1 |
0.382 |
722-5 |
LOW |
720-6 |
0.618 |
717-7 |
1.000 |
716-0 |
1.618 |
713-1 |
2.618 |
708-3 |
4.250 |
700-4 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
723-1 |
720-6 |
PP |
722-4 |
720-2 |
S1 |
721-7 |
719-6 |
|