CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
742-4 |
738-6 |
-3-6 |
-0.5% |
740-2 |
High |
744-2 |
741-2 |
-3-0 |
-0.4% |
761-2 |
Low |
733-2 |
736-2 |
3-0 |
0.4% |
734-2 |
Close |
735-4 |
741-0 |
5-4 |
0.7% |
739-4 |
Range |
11-0 |
5-0 |
-6-0 |
-54.5% |
27-0 |
ATR |
12-4 |
12-0 |
-0-4 |
-3.9% |
0-0 |
Volume |
123,788 |
118,109 |
-5,679 |
-4.6% |
708,505 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-4 |
752-6 |
743-6 |
|
R3 |
749-4 |
747-6 |
742-3 |
|
R2 |
744-4 |
744-4 |
741-7 |
|
R1 |
742-6 |
742-6 |
741-4 |
743-5 |
PP |
739-4 |
739-4 |
739-4 |
740-0 |
S1 |
737-6 |
737-6 |
740-4 |
738-5 |
S2 |
734-4 |
734-4 |
740-1 |
|
S3 |
729-4 |
732-6 |
739-5 |
|
S4 |
724-4 |
727-6 |
738-2 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826-0 |
809-6 |
754-3 |
|
R3 |
799-0 |
782-6 |
746-7 |
|
R2 |
772-0 |
772-0 |
744-4 |
|
R1 |
755-6 |
755-6 |
742-0 |
750-3 |
PP |
745-0 |
745-0 |
745-0 |
742-2 |
S1 |
728-6 |
728-6 |
737-0 |
723-3 |
S2 |
718-0 |
718-0 |
734-4 |
|
S3 |
691-0 |
701-6 |
732-1 |
|
S4 |
664-0 |
674-6 |
724-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
761-2 |
733-2 |
28-0 |
3.8% |
9-3 |
1.3% |
28% |
False |
False |
151,690 |
10 |
763-2 |
733-2 |
30-0 |
4.0% |
9-0 |
1.2% |
26% |
False |
False |
136,706 |
20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-5 |
1.4% |
19% |
False |
False |
134,403 |
40 |
789-0 |
710-0 |
79-0 |
10.7% |
11-4 |
1.5% |
39% |
False |
False |
139,780 |
60 |
840-0 |
710-0 |
130-0 |
17.5% |
11-5 |
1.6% |
24% |
False |
False |
139,586 |
80 |
840-0 |
710-0 |
130-0 |
17.5% |
12-6 |
1.7% |
24% |
False |
False |
147,729 |
100 |
840-0 |
520-2 |
319-6 |
43.2% |
13-5 |
1.8% |
69% |
False |
False |
155,030 |
120 |
840-0 |
506-0 |
334-0 |
45.1% |
12-7 |
1.7% |
70% |
False |
False |
143,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-4 |
2.618 |
754-3 |
1.618 |
749-3 |
1.000 |
746-2 |
0.618 |
744-3 |
HIGH |
741-2 |
0.618 |
739-3 |
0.500 |
738-6 |
0.382 |
738-1 |
LOW |
736-2 |
0.618 |
733-1 |
1.000 |
731-2 |
1.618 |
728-1 |
2.618 |
723-1 |
4.250 |
715-0 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
740-2 |
740-2 |
PP |
739-4 |
739-5 |
S1 |
738-6 |
738-7 |
|