CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
758-6 |
751-4 |
-7-2 |
-1.0% |
748-0 |
| High |
759-0 |
752-4 |
-6-4 |
-0.9% |
762-6 |
| Low |
751-4 |
742-6 |
-8-6 |
-1.2% |
742-6 |
| Close |
751-4 |
748-0 |
-3-4 |
-0.5% |
748-0 |
| Range |
7-4 |
9-6 |
2-2 |
30.0% |
20-0 |
| ATR |
11-0 |
10-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
128,067 |
44,921 |
-83,146 |
-64.9% |
560,456 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777-0 |
772-2 |
753-3 |
|
| R3 |
767-2 |
762-4 |
750-5 |
|
| R2 |
757-4 |
757-4 |
749-6 |
|
| R1 |
752-6 |
752-6 |
748-7 |
750-2 |
| PP |
747-6 |
747-6 |
747-6 |
746-4 |
| S1 |
743-0 |
743-0 |
747-1 |
740-4 |
| S2 |
738-0 |
738-0 |
746-2 |
|
| S3 |
728-2 |
733-2 |
745-3 |
|
| S4 |
718-4 |
723-4 |
742-5 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811-1 |
799-5 |
759-0 |
|
| R3 |
791-1 |
779-5 |
753-4 |
|
| R2 |
771-1 |
771-1 |
751-5 |
|
| R1 |
759-5 |
759-5 |
749-7 |
758-0 |
| PP |
751-1 |
751-1 |
751-1 |
750-3 |
| S1 |
739-5 |
739-5 |
746-1 |
738-0 |
| S2 |
731-1 |
731-1 |
744-3 |
|
| S3 |
711-1 |
719-5 |
742-4 |
|
| S4 |
691-1 |
699-5 |
737-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
762-6 |
742-6 |
20-0 |
2.7% |
8-0 |
1.1% |
26% |
False |
True |
112,091 |
| 10 |
762-6 |
712-0 |
50-6 |
6.8% |
8-7 |
1.2% |
71% |
False |
False |
119,570 |
| 20 |
762-6 |
710-4 |
52-2 |
7.0% |
9-6 |
1.3% |
72% |
False |
False |
148,295 |
| 40 |
776-0 |
710-4 |
65-4 |
8.8% |
10-1 |
1.4% |
57% |
False |
False |
138,319 |
| 60 |
804-0 |
710-0 |
94-0 |
12.6% |
11-2 |
1.5% |
40% |
False |
False |
142,936 |
| 80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-3 |
1.5% |
29% |
False |
False |
144,352 |
| 100 |
840-0 |
710-0 |
130-0 |
17.4% |
12-4 |
1.7% |
29% |
False |
False |
150,754 |
| 120 |
840-0 |
506-0 |
334-0 |
44.7% |
13-0 |
1.7% |
72% |
False |
False |
153,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-0 |
|
2.618 |
778-0 |
|
1.618 |
768-2 |
|
1.000 |
762-2 |
|
0.618 |
758-4 |
|
HIGH |
752-4 |
|
0.618 |
748-6 |
|
0.500 |
747-5 |
|
0.382 |
746-4 |
|
LOW |
742-6 |
|
0.618 |
736-6 |
|
1.000 |
733-0 |
|
1.618 |
727-0 |
|
2.618 |
717-2 |
|
4.250 |
701-2 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747-7 |
752-6 |
| PP |
747-6 |
751-1 |
| S1 |
747-5 |
749-5 |
|