CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 749-6 757-0 7-2 1.0% 731-4
High 760-2 762-6 2-4 0.3% 748-4
Low 749-6 757-0 7-2 1.0% 731-4
Close 760-0 760-2 0-2 0.0% 745-4
Range 10-4 5-6 -4-6 -45.2% 17-0
ATR 11-4 11-1 -0-3 -3.6% 0-0
Volume 142,387 111,668 -30,719 -21.6% 472,799
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 777-2 774-4 763-3
R3 771-4 768-6 761-7
R2 765-6 765-6 761-2
R1 763-0 763-0 760-6 764-3
PP 760-0 760-0 760-0 760-6
S1 757-2 757-2 759-6 758-5
S2 754-2 754-2 759-2
S3 748-4 751-4 758-5
S4 742-6 745-6 757-1
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 792-7 786-1 754-7
R3 775-7 769-1 750-1
R2 758-7 758-7 748-5
R1 752-1 752-1 747-0 755-4
PP 741-7 741-7 741-7 743-4
S1 735-1 735-1 744-0 738-4
S2 724-7 724-7 742-3
S3 707-7 718-1 740-7
S4 690-7 701-1 736-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762-6 738-4 24-2 3.2% 6-5 0.9% 90% True False 111,533
10 762-6 712-0 50-6 6.7% 8-3 1.1% 95% True False 128,892
20 762-6 710-4 52-2 6.9% 10-0 1.3% 95% True False 156,717
40 776-0 710-4 65-4 8.6% 10-2 1.3% 76% False False 141,199
60 804-0 710-0 94-0 12.4% 11-2 1.5% 53% False False 144,339
80 840-0 710-0 130-0 17.1% 11-5 1.5% 39% False False 145,252
100 840-0 685-4 154-4 20.3% 13-0 1.7% 48% False False 152,598
120 840-0 506-0 334-0 43.9% 13-0 1.7% 76% False False 153,116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 787-2
2.618 777-6
1.618 772-0
1.000 768-4
0.618 766-2
HIGH 762-6
0.618 760-4
0.500 759-7
0.382 759-2
LOW 757-0
0.618 753-4
1.000 751-2
1.618 747-6
2.618 742-0
4.250 732-4
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 760-1 758-2
PP 760-0 756-3
S1 759-7 754-3

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

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