CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
743-0 |
743-2 |
0-2 |
0.0% |
742-4 |
High |
746-4 |
754-0 |
7-4 |
1.0% |
754-0 |
Low |
740-4 |
736-0 |
-4-4 |
-0.6% |
733-2 |
Close |
741-2 |
738-6 |
-2-4 |
-0.3% |
738-6 |
Range |
6-0 |
18-0 |
12-0 |
200.0% |
20-6 |
ATR |
11-6 |
12-1 |
0-4 |
3.8% |
0-0 |
Volume |
154,253 |
260,266 |
106,013 |
68.7% |
835,465 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796-7 |
785-7 |
748-5 |
|
R3 |
778-7 |
767-7 |
743-6 |
|
R2 |
760-7 |
760-7 |
742-0 |
|
R1 |
749-7 |
749-7 |
740-3 |
746-3 |
PP |
742-7 |
742-7 |
742-7 |
741-2 |
S1 |
731-7 |
731-7 |
737-1 |
728-3 |
S2 |
724-7 |
724-7 |
735-4 |
|
S3 |
706-7 |
713-7 |
733-6 |
|
S4 |
688-7 |
695-7 |
728-7 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
804-2 |
792-2 |
750-1 |
|
R3 |
783-4 |
771-4 |
744-4 |
|
R2 |
762-6 |
762-6 |
742-4 |
|
R1 |
750-6 |
750-6 |
740-5 |
746-3 |
PP |
742-0 |
742-0 |
742-0 |
739-6 |
S1 |
730-0 |
730-0 |
736-7 |
725-5 |
S2 |
721-2 |
721-2 |
735-0 |
|
S3 |
700-4 |
709-2 |
733-0 |
|
S4 |
679-6 |
688-4 |
727-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
754-0 |
733-2 |
20-6 |
2.8% |
10-7 |
1.5% |
27% |
True |
False |
167,093 |
10 |
761-2 |
733-2 |
28-0 |
3.8% |
9-6 |
1.3% |
20% |
False |
False |
154,397 |
20 |
769-0 |
733-0 |
36-0 |
4.9% |
9-3 |
1.3% |
16% |
False |
False |
138,105 |
40 |
776-0 |
710-0 |
66-0 |
8.9% |
11-5 |
1.6% |
44% |
False |
False |
142,357 |
60 |
840-0 |
710-0 |
130-0 |
17.6% |
11-7 |
1.6% |
22% |
False |
False |
141,905 |
80 |
840-0 |
710-0 |
130-0 |
17.6% |
12-4 |
1.7% |
22% |
False |
False |
147,862 |
100 |
840-0 |
548-2 |
291-6 |
39.5% |
13-5 |
1.8% |
65% |
False |
False |
156,742 |
120 |
840-0 |
506-0 |
334-0 |
45.2% |
12-7 |
1.7% |
70% |
False |
False |
146,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
830-4 |
2.618 |
801-1 |
1.618 |
783-1 |
1.000 |
772-0 |
0.618 |
765-1 |
HIGH |
754-0 |
0.618 |
747-1 |
0.500 |
745-0 |
0.382 |
742-7 |
LOW |
736-0 |
0.618 |
724-7 |
1.000 |
718-0 |
1.618 |
706-7 |
2.618 |
688-7 |
4.250 |
659-4 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
745-0 |
744-6 |
PP |
742-7 |
742-6 |
S1 |
740-7 |
740-6 |
|