CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
736-0 |
743-0 |
7-0 |
1.0% |
740-2 |
| High |
750-0 |
746-4 |
-3-4 |
-0.5% |
761-2 |
| Low |
735-4 |
740-4 |
5-0 |
0.7% |
734-2 |
| Close |
744-2 |
741-2 |
-3-0 |
-0.4% |
739-4 |
| Range |
14-4 |
6-0 |
-8-4 |
-58.6% |
27-0 |
| ATR |
12-1 |
11-6 |
-0-4 |
-3.6% |
0-0 |
| Volume |
179,049 |
154,253 |
-24,796 |
-13.8% |
708,505 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-6 |
757-0 |
744-4 |
|
| R3 |
754-6 |
751-0 |
742-7 |
|
| R2 |
748-6 |
748-6 |
742-3 |
|
| R1 |
745-0 |
745-0 |
741-6 |
743-7 |
| PP |
742-6 |
742-6 |
742-6 |
742-2 |
| S1 |
739-0 |
739-0 |
740-6 |
737-7 |
| S2 |
736-6 |
736-6 |
740-1 |
|
| S3 |
730-6 |
733-0 |
739-5 |
|
| S4 |
724-6 |
727-0 |
738-0 |
|
|
| 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 |
750-0 |
733-2 |
16-6 |
2.3% |
8-6 |
1.2% |
48% |
False |
False |
150,064 |
| 10 |
761-2 |
733-2 |
28-0 |
3.8% |
8-5 |
1.2% |
29% |
False |
False |
139,574 |
| 20 |
769-0 |
733-0 |
36-0 |
4.9% |
9-3 |
1.3% |
23% |
False |
False |
132,534 |
| 40 |
789-0 |
710-0 |
79-0 |
10.7% |
11-4 |
1.5% |
40% |
False |
False |
139,402 |
| 60 |
840-0 |
710-0 |
130-0 |
17.5% |
11-5 |
1.6% |
24% |
False |
False |
139,971 |
| 80 |
840-0 |
710-0 |
130-0 |
17.5% |
12-4 |
1.7% |
24% |
False |
False |
146,953 |
| 100 |
840-0 |
548-2 |
291-6 |
39.4% |
13-4 |
1.8% |
66% |
False |
False |
156,006 |
| 120 |
840-0 |
506-0 |
334-0 |
45.1% |
12-7 |
1.7% |
70% |
False |
False |
144,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772-0 |
|
2.618 |
762-2 |
|
1.618 |
756-2 |
|
1.000 |
752-4 |
|
0.618 |
750-2 |
|
HIGH |
746-4 |
|
0.618 |
744-2 |
|
0.500 |
743-4 |
|
0.382 |
742-6 |
|
LOW |
740-4 |
|
0.618 |
736-6 |
|
1.000 |
734-4 |
|
1.618 |
730-6 |
|
2.618 |
724-6 |
|
4.250 |
715-0 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
743-4 |
742-6 |
| PP |
742-6 |
742-2 |
| S1 |
742-0 |
741-6 |
|