CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
738-6 |
736-0 |
-2-6 |
-0.4% |
740-2 |
| High |
741-2 |
750-0 |
8-6 |
1.2% |
761-2 |
| Low |
736-2 |
735-4 |
-0-6 |
-0.1% |
734-2 |
| Close |
741-0 |
744-2 |
3-2 |
0.4% |
739-4 |
| Range |
5-0 |
14-4 |
9-4 |
190.0% |
27-0 |
| ATR |
12-0 |
12-1 |
0-1 |
1.5% |
0-0 |
| Volume |
118,109 |
179,049 |
60,940 |
51.6% |
708,505 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-6 |
780-0 |
752-2 |
|
| R3 |
772-2 |
765-4 |
748-2 |
|
| R2 |
757-6 |
757-6 |
746-7 |
|
| R1 |
751-0 |
751-0 |
745-5 |
754-3 |
| PP |
743-2 |
743-2 |
743-2 |
745-0 |
| S1 |
736-4 |
736-4 |
742-7 |
739-7 |
| S2 |
728-6 |
728-6 |
741-5 |
|
| S3 |
714-2 |
722-0 |
740-2 |
|
| S4 |
699-6 |
707-4 |
736-2 |
|
|
| 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% |
9-6 |
1.3% |
39% |
False |
False |
151,449 |
| 10 |
761-2 |
733-2 |
28-0 |
3.8% |
9-2 |
1.2% |
39% |
False |
False |
138,890 |
| 20 |
776-0 |
733-0 |
43-0 |
5.8% |
11-0 |
1.5% |
26% |
False |
False |
137,318 |
| 40 |
789-0 |
710-0 |
79-0 |
10.6% |
11-4 |
1.5% |
43% |
False |
False |
138,272 |
| 60 |
840-0 |
710-0 |
130-0 |
17.5% |
11-6 |
1.6% |
26% |
False |
False |
139,246 |
| 80 |
840-0 |
710-0 |
130-0 |
17.5% |
12-6 |
1.7% |
26% |
False |
False |
147,435 |
| 100 |
840-0 |
548-2 |
291-6 |
39.2% |
13-5 |
1.8% |
67% |
False |
False |
155,932 |
| 120 |
840-0 |
506-0 |
334-0 |
44.9% |
12-7 |
1.7% |
71% |
False |
False |
144,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-5 |
|
2.618 |
788-0 |
|
1.618 |
773-4 |
|
1.000 |
764-4 |
|
0.618 |
759-0 |
|
HIGH |
750-0 |
|
0.618 |
744-4 |
|
0.500 |
742-6 |
|
0.382 |
741-0 |
|
LOW |
735-4 |
|
0.618 |
726-4 |
|
1.000 |
721-0 |
|
1.618 |
712-0 |
|
2.618 |
697-4 |
|
4.250 |
673-7 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
743-6 |
743-3 |
| PP |
743-2 |
742-4 |
| S1 |
742-6 |
741-5 |
|