CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
743-2 |
729-4 |
-13-6 |
-1.8% |
742-4 |
| High |
754-0 |
730-0 |
-24-0 |
-3.2% |
754-0 |
| Low |
736-0 |
713-0 |
-23-0 |
-3.1% |
733-2 |
| Close |
738-6 |
718-0 |
-20-6 |
-2.8% |
738-6 |
| Range |
18-0 |
17-0 |
-1-0 |
-5.6% |
20-6 |
| ATR |
12-1 |
13-1 |
1-0 |
8.0% |
0-0 |
| Volume |
260,266 |
260,971 |
705 |
0.3% |
835,465 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771-3 |
761-5 |
727-3 |
|
| R3 |
754-3 |
744-5 |
722-5 |
|
| R2 |
737-3 |
737-3 |
721-1 |
|
| R1 |
727-5 |
727-5 |
719-4 |
724-0 |
| PP |
720-3 |
720-3 |
720-3 |
718-4 |
| S1 |
710-5 |
710-5 |
716-4 |
707-0 |
| S2 |
703-3 |
703-3 |
714-7 |
|
| S3 |
686-3 |
693-5 |
713-3 |
|
| S4 |
669-3 |
676-5 |
708-5 |
|
|
| 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 |
713-0 |
41-0 |
5.7% |
12-1 |
1.7% |
12% |
False |
True |
194,529 |
| 10 |
761-2 |
713-0 |
48-2 |
6.7% |
10-6 |
1.5% |
10% |
False |
True |
171,886 |
| 20 |
769-0 |
713-0 |
56-0 |
7.8% |
9-5 |
1.3% |
9% |
False |
True |
145,001 |
| 40 |
776-0 |
710-0 |
66-0 |
9.2% |
11-5 |
1.6% |
12% |
False |
False |
144,875 |
| 60 |
840-0 |
710-0 |
130-0 |
18.1% |
12-0 |
1.7% |
6% |
False |
False |
144,311 |
| 80 |
840-0 |
710-0 |
130-0 |
18.1% |
12-4 |
1.7% |
6% |
False |
False |
148,418 |
| 100 |
840-0 |
554-0 |
286-0 |
39.8% |
13-4 |
1.9% |
57% |
False |
False |
158,066 |
| 120 |
840-0 |
506-0 |
334-0 |
46.5% |
12-7 |
1.8% |
63% |
False |
False |
147,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802-2 |
|
2.618 |
774-4 |
|
1.618 |
757-4 |
|
1.000 |
747-0 |
|
0.618 |
740-4 |
|
HIGH |
730-0 |
|
0.618 |
723-4 |
|
0.500 |
721-4 |
|
0.382 |
719-4 |
|
LOW |
713-0 |
|
0.618 |
702-4 |
|
1.000 |
696-0 |
|
1.618 |
685-4 |
|
2.618 |
668-4 |
|
4.250 |
640-6 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
721-4 |
733-4 |
| PP |
720-3 |
728-3 |
| S1 |
719-1 |
723-1 |
|