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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 12 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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