CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
731-4 |
736-4 |
5-0 |
0.7% |
729-4 |
| High |
741-0 |
747-0 |
6-0 |
0.8% |
730-0 |
| Low |
731-4 |
736-0 |
4-4 |
0.6% |
710-4 |
| Close |
738-6 |
743-2 |
4-4 |
0.6% |
727-0 |
| Range |
9-4 |
11-0 |
1-4 |
15.8% |
19-4 |
| ATR |
12-6 |
12-5 |
-0-1 |
-1.0% |
0-0 |
| Volume |
156,748 |
145,852 |
-10,896 |
-7.0% |
922,067 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775-1 |
770-1 |
749-2 |
|
| R3 |
764-1 |
759-1 |
746-2 |
|
| R2 |
753-1 |
753-1 |
745-2 |
|
| R1 |
748-1 |
748-1 |
744-2 |
750-5 |
| PP |
742-1 |
742-1 |
742-1 |
743-2 |
| S1 |
737-1 |
737-1 |
742-2 |
739-5 |
| S2 |
731-1 |
731-1 |
741-2 |
|
| S3 |
720-1 |
726-1 |
740-2 |
|
| S4 |
709-1 |
715-1 |
737-2 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781-0 |
773-4 |
737-6 |
|
| R3 |
761-4 |
754-0 |
732-3 |
|
| R2 |
742-0 |
742-0 |
730-5 |
|
| R1 |
734-4 |
734-4 |
728-6 |
728-4 |
| PP |
722-4 |
722-4 |
722-4 |
719-4 |
| S1 |
715-0 |
715-0 |
725-2 |
709-0 |
| S2 |
703-0 |
703-0 |
723-3 |
|
| S3 |
683-4 |
695-4 |
721-5 |
|
| S4 |
664-0 |
676-0 |
716-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
747-0 |
712-0 |
35-0 |
4.7% |
10-0 |
1.4% |
89% |
True |
False |
146,251 |
| 10 |
754-0 |
710-4 |
43-4 |
5.9% |
12-0 |
1.6% |
75% |
False |
False |
181,823 |
| 20 |
763-2 |
710-4 |
52-6 |
7.1% |
10-4 |
1.4% |
62% |
False |
False |
159,264 |
| 40 |
776-0 |
710-0 |
66-0 |
8.9% |
11-4 |
1.5% |
50% |
False |
False |
148,662 |
| 60 |
817-4 |
710-0 |
107-4 |
14.5% |
11-7 |
1.6% |
31% |
False |
False |
146,299 |
| 80 |
840-0 |
710-0 |
130-0 |
17.5% |
12-1 |
1.6% |
26% |
False |
False |
147,765 |
| 100 |
840-0 |
650-6 |
189-2 |
25.5% |
13-2 |
1.8% |
49% |
False |
False |
156,222 |
| 120 |
840-0 |
506-0 |
334-0 |
44.9% |
13-0 |
1.8% |
71% |
False |
False |
152,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793-6 |
|
2.618 |
775-6 |
|
1.618 |
764-6 |
|
1.000 |
758-0 |
|
0.618 |
753-6 |
|
HIGH |
747-0 |
|
0.618 |
742-6 |
|
0.500 |
741-4 |
|
0.382 |
740-2 |
|
LOW |
736-0 |
|
0.618 |
729-2 |
|
1.000 |
725-0 |
|
1.618 |
718-2 |
|
2.618 |
707-2 |
|
4.250 |
689-2 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
742-5 |
738-5 |
| PP |
742-1 |
734-1 |
| S1 |
741-4 |
729-4 |
|