CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
722-4 |
724-0 |
1-4 |
0.2% |
742-4 |
| High |
724-4 |
729-0 |
4-4 |
0.6% |
754-0 |
| Low |
710-4 |
721-4 |
11-0 |
1.5% |
733-2 |
| Close |
723-4 |
725-6 |
2-2 |
0.3% |
738-6 |
| Range |
14-0 |
7-4 |
-6-4 |
-46.4% |
20-6 |
| ATR |
13-2 |
12-6 |
-0-3 |
-3.1% |
0-0 |
| Volume |
232,439 |
153,645 |
-78,794 |
-33.9% |
835,465 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-7 |
744-3 |
729-7 |
|
| R3 |
740-3 |
736-7 |
727-6 |
|
| R2 |
732-7 |
732-7 |
727-1 |
|
| R1 |
729-3 |
729-3 |
726-4 |
731-1 |
| PP |
725-3 |
725-3 |
725-3 |
726-2 |
| S1 |
721-7 |
721-7 |
725-0 |
723-5 |
| S2 |
717-7 |
717-7 |
724-3 |
|
| S3 |
710-3 |
714-3 |
723-6 |
|
| S4 |
702-7 |
706-7 |
721-5 |
|
|
| 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% |
12-4 |
1.7% |
35% |
False |
False |
212,314 |
| 10 |
761-2 |
710-4 |
50-6 |
7.0% |
11-1 |
1.5% |
30% |
False |
False |
181,882 |
| 20 |
769-0 |
710-4 |
58-4 |
8.1% |
9-7 |
1.4% |
26% |
False |
False |
154,954 |
| 40 |
776-0 |
710-0 |
66-0 |
9.1% |
11-3 |
1.6% |
24% |
False |
False |
146,672 |
| 60 |
839-4 |
710-0 |
129-4 |
17.8% |
12-0 |
1.7% |
12% |
False |
False |
146,493 |
| 80 |
840-0 |
710-0 |
130-0 |
17.9% |
12-1 |
1.7% |
12% |
False |
False |
148,657 |
| 100 |
840-0 |
606-0 |
234-0 |
32.2% |
13-5 |
1.9% |
51% |
False |
False |
159,179 |
| 120 |
840-0 |
506-0 |
334-0 |
46.0% |
13-0 |
1.8% |
66% |
False |
False |
149,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760-7 |
|
2.618 |
748-5 |
|
1.618 |
741-1 |
|
1.000 |
736-4 |
|
0.618 |
733-5 |
|
HIGH |
729-0 |
|
0.618 |
726-1 |
|
0.500 |
725-2 |
|
0.382 |
724-3 |
|
LOW |
721-4 |
|
0.618 |
716-7 |
|
1.000 |
714-0 |
|
1.618 |
709-3 |
|
2.618 |
701-7 |
|
4.250 |
689-5 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
725-5 |
723-7 |
| PP |
725-3 |
722-1 |
| S1 |
725-2 |
720-2 |
|