CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
743-0 |
742-4 |
-0-4 |
-0.1% |
740-2 |
| High |
744-4 |
744-2 |
-0-2 |
0.0% |
761-2 |
| Low |
737-0 |
733-2 |
-3-6 |
-0.5% |
734-2 |
| Close |
739-4 |
735-4 |
-4-0 |
-0.5% |
739-4 |
| Range |
7-4 |
11-0 |
3-4 |
46.7% |
27-0 |
| ATR |
12-5 |
12-4 |
-0-1 |
-0.9% |
0-0 |
| Volume |
175,125 |
123,788 |
-51,337 |
-29.3% |
708,505 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770-5 |
764-1 |
741-4 |
|
| R3 |
759-5 |
753-1 |
738-4 |
|
| R2 |
748-5 |
748-5 |
737-4 |
|
| R1 |
742-1 |
742-1 |
736-4 |
739-7 |
| PP |
737-5 |
737-5 |
737-5 |
736-4 |
| S1 |
731-1 |
731-1 |
734-4 |
728-7 |
| S2 |
726-5 |
726-5 |
733-4 |
|
| S3 |
715-5 |
720-1 |
732-4 |
|
| S4 |
704-5 |
709-1 |
729-4 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826-0 |
809-6 |
754-3 |
|
| R3 |
799-0 |
782-6 |
746-7 |
|
| R2 |
772-0 |
772-0 |
744-4 |
|
| R1 |
755-6 |
755-6 |
742-0 |
750-3 |
| PP |
745-0 |
745-0 |
745-0 |
742-2 |
| S1 |
728-6 |
728-6 |
737-0 |
723-3 |
| S2 |
718-0 |
718-0 |
734-4 |
|
| S3 |
691-0 |
701-6 |
732-1 |
|
| S4 |
664-0 |
674-6 |
724-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
761-2 |
733-2 |
28-0 |
3.8% |
9-2 |
1.3% |
8% |
False |
True |
149,243 |
| 10 |
763-2 |
733-2 |
30-0 |
4.1% |
9-1 |
1.2% |
8% |
False |
True |
137,927 |
| 20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-6 |
1.5% |
6% |
False |
False |
133,239 |
| 40 |
789-0 |
710-0 |
79-0 |
10.7% |
11-5 |
1.6% |
32% |
False |
False |
140,537 |
| 60 |
840-0 |
710-0 |
130-0 |
17.7% |
11-6 |
1.6% |
20% |
False |
False |
142,053 |
| 80 |
840-0 |
710-0 |
130-0 |
17.7% |
12-7 |
1.8% |
20% |
False |
False |
148,590 |
| 100 |
840-0 |
506-0 |
334-0 |
45.4% |
13-6 |
1.9% |
69% |
False |
False |
154,773 |
| 120 |
840-0 |
506-0 |
334-0 |
45.4% |
12-7 |
1.7% |
69% |
False |
False |
143,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791-0 |
|
2.618 |
773-0 |
|
1.618 |
762-0 |
|
1.000 |
755-2 |
|
0.618 |
751-0 |
|
HIGH |
744-2 |
|
0.618 |
740-0 |
|
0.500 |
738-6 |
|
0.382 |
737-4 |
|
LOW |
733-2 |
|
0.618 |
726-4 |
|
1.000 |
722-2 |
|
1.618 |
715-4 |
|
2.618 |
704-4 |
|
4.250 |
686-4 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
738-6 |
747-2 |
| PP |
737-5 |
743-3 |
| S1 |
736-5 |
739-3 |
|