CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
745-6 |
733-0 |
-12-6 |
-1.7% |
744-4 |
| High |
756-0 |
733-0 |
-23-0 |
-3.0% |
756-0 |
| Low |
741-0 |
718-4 |
-22-4 |
-3.0% |
737-0 |
| Close |
742-0 |
722-2 |
-19-6 |
-2.7% |
742-0 |
| Range |
15-0 |
14-4 |
-0-4 |
-3.3% |
19-0 |
| ATR |
10-4 |
11-4 |
0-7 |
8.8% |
0-0 |
| Volume |
90,798 |
145,047 |
54,249 |
59.7% |
359,703 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-1 |
759-5 |
730-2 |
|
| R3 |
753-5 |
745-1 |
726-2 |
|
| R2 |
739-1 |
739-1 |
724-7 |
|
| R1 |
730-5 |
730-5 |
723-5 |
727-5 |
| PP |
724-5 |
724-5 |
724-5 |
723-0 |
| S1 |
716-1 |
716-1 |
720-7 |
713-1 |
| S2 |
710-1 |
710-1 |
719-5 |
|
| S3 |
695-5 |
701-5 |
718-2 |
|
| S4 |
681-1 |
687-1 |
714-2 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802-0 |
791-0 |
752-4 |
|
| R3 |
783-0 |
772-0 |
747-2 |
|
| R2 |
764-0 |
764-0 |
745-4 |
|
| R1 |
753-0 |
753-0 |
743-6 |
749-0 |
| PP |
745-0 |
745-0 |
745-0 |
743-0 |
| S1 |
734-0 |
734-0 |
740-2 |
730-0 |
| S2 |
726-0 |
726-0 |
738-4 |
|
| S3 |
707-0 |
715-0 |
736-6 |
|
| S4 |
688-0 |
696-0 |
731-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
756-0 |
718-4 |
37-4 |
5.2% |
9-6 |
1.3% |
10% |
False |
True |
85,712 |
| 10 |
763-0 |
718-4 |
44-4 |
6.2% |
8-4 |
1.2% |
8% |
False |
True |
76,614 |
| 20 |
765-4 |
718-4 |
47-0 |
6.5% |
7-6 |
1.1% |
8% |
False |
True |
59,148 |
| 40 |
774-0 |
716-2 |
57-6 |
8.0% |
9-0 |
1.2% |
10% |
False |
False |
48,767 |
| 60 |
838-0 |
716-2 |
121-6 |
16.9% |
8-2 |
1.2% |
5% |
False |
False |
41,156 |
| 80 |
838-0 |
716-2 |
121-6 |
16.9% |
8-3 |
1.2% |
5% |
False |
False |
36,441 |
| 100 |
838-0 |
564-4 |
273-4 |
37.9% |
8-6 |
1.2% |
58% |
False |
False |
34,066 |
| 120 |
838-0 |
518-4 |
319-4 |
44.2% |
8-0 |
1.1% |
64% |
False |
False |
30,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-5 |
|
2.618 |
771-0 |
|
1.618 |
756-4 |
|
1.000 |
747-4 |
|
0.618 |
742-0 |
|
HIGH |
733-0 |
|
0.618 |
727-4 |
|
0.500 |
725-6 |
|
0.382 |
724-0 |
|
LOW |
718-4 |
|
0.618 |
709-4 |
|
1.000 |
704-0 |
|
1.618 |
695-0 |
|
2.618 |
680-4 |
|
4.250 |
656-7 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
725-6 |
737-2 |
| PP |
724-5 |
732-2 |
| S1 |
723-3 |
727-2 |
|