CME Pit-Traded Corn Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 757-0 758-6 1-6 0.2% 731-4
High 762-6 759-0 -3-6 -0.5% 748-4
Low 757-0 751-4 -5-4 -0.7% 731-4
Close 760-2 751-4 -8-6 -1.2% 745-4
Range 5-6 7-4 1-6 30.4% 17-0
ATR 11-1 11-0 -0-1 -1.5% 0-0
Volume 111,668 128,067 16,399 14.7% 472,799
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 776-4 771-4 755-5
R3 769-0 764-0 753-4
R2 761-4 761-4 752-7
R1 756-4 756-4 752-2 755-2
PP 754-0 754-0 754-0 753-3
S1 749-0 749-0 750-6 747-6
S2 746-4 746-4 750-1
S3 739-0 741-4 749-4
S4 731-4 734-0 747-3
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
5 762-6 744-0 18-6 2.5% 6-7 0.9% 40% False False 115,545
10 762-6 712-0 50-6 6.8% 8-3 1.1% 78% False False 126,334
20 762-6 710-4 52-2 7.0% 9-6 1.3% 78% False False 154,108
40 776-0 710-4 65-4 8.7% 10-1 1.3% 63% False False 140,093
60 804-0 710-0 94-0 12.5% 11-2 1.5% 44% False False 144,292
80 840-0 710-0 130-0 17.3% 11-5 1.5% 32% False False 145,430
100 840-0 685-4 154-4 20.6% 13-0 1.7% 43% False False 152,027
120 840-0 506-0 334-0 44.4% 13-0 1.7% 74% False False 153,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 790-7
2.618 778-5
1.618 771-1
1.000 766-4
0.618 763-5
HIGH 759-0
0.618 756-1
0.500 755-2
0.382 754-3
LOW 751-4
0.618 746-7
1.000 744-0
1.618 739-3
2.618 731-7
4.250 719-5
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 755-2 756-2
PP 754-0 754-5
S1 752-6 753-1

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

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