CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
733-0 |
726-2 |
-6-6 |
-0.9% |
744-4 |
| High |
733-0 |
727-0 |
-6-0 |
-0.8% |
756-0 |
| Low |
718-4 |
714-4 |
-4-0 |
-0.6% |
737-0 |
| Close |
722-2 |
726-2 |
4-0 |
0.6% |
742-0 |
| Range |
14-4 |
12-4 |
-2-0 |
-13.8% |
19-0 |
| ATR |
11-4 |
11-4 |
0-1 |
0.6% |
0-0 |
| Volume |
145,047 |
137,021 |
-8,026 |
-5.5% |
359,703 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
755-5 |
733-1 |
|
| R3 |
747-5 |
743-1 |
729-6 |
|
| R2 |
735-1 |
735-1 |
728-4 |
|
| R1 |
730-5 |
730-5 |
727-3 |
732-4 |
| PP |
722-5 |
722-5 |
722-5 |
723-4 |
| S1 |
718-1 |
718-1 |
725-1 |
720-0 |
| S2 |
710-1 |
710-1 |
724-0 |
|
| S3 |
697-5 |
705-5 |
722-6 |
|
| S4 |
685-1 |
693-1 |
719-3 |
|
|
| 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 |
714-4 |
41-4 |
5.7% |
11-7 |
1.6% |
28% |
False |
True |
103,380 |
| 10 |
763-0 |
714-4 |
48-4 |
6.7% |
9-4 |
1.3% |
24% |
False |
True |
87,040 |
| 20 |
765-4 |
714-4 |
51-0 |
7.0% |
8-0 |
1.1% |
23% |
False |
True |
64,414 |
| 40 |
774-0 |
714-4 |
59-4 |
8.2% |
9-1 |
1.3% |
20% |
False |
True |
51,483 |
| 60 |
838-0 |
714-4 |
123-4 |
17.0% |
8-3 |
1.1% |
10% |
False |
True |
43,174 |
| 80 |
838-0 |
714-4 |
123-4 |
17.0% |
8-4 |
1.2% |
10% |
False |
True |
37,623 |
| 100 |
838-0 |
601-0 |
237-0 |
32.6% |
8-6 |
1.2% |
53% |
False |
False |
35,332 |
| 120 |
838-0 |
518-4 |
319-4 |
44.0% |
8-0 |
1.1% |
65% |
False |
False |
31,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780-1 |
|
2.618 |
759-6 |
|
1.618 |
747-2 |
|
1.000 |
739-4 |
|
0.618 |
734-6 |
|
HIGH |
727-0 |
|
0.618 |
722-2 |
|
0.500 |
720-6 |
|
0.382 |
719-2 |
|
LOW |
714-4 |
|
0.618 |
706-6 |
|
1.000 |
702-0 |
|
1.618 |
694-2 |
|
2.618 |
681-6 |
|
4.250 |
661-3 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
724-3 |
735-2 |
| PP |
722-5 |
732-2 |
| S1 |
720-6 |
729-2 |
|