CME Pit-Traded Corn Future December 2012


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 743-2 729-4 -13-6 -1.8% 742-4
High 754-0 730-0 -24-0 -3.2% 754-0
Low 736-0 713-0 -23-0 -3.1% 733-2
Close 738-6 718-0 -20-6 -2.8% 738-6
Range 18-0 17-0 -1-0 -5.6% 20-6
ATR 12-1 13-1 1-0 8.0% 0-0
Volume 260,266 260,971 705 0.3% 835,465
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 771-3 761-5 727-3
R3 754-3 744-5 722-5
R2 737-3 737-3 721-1
R1 727-5 727-5 719-4 724-0
PP 720-3 720-3 720-3 718-4
S1 710-5 710-5 716-4 707-0
S2 703-3 703-3 714-7
S3 686-3 693-5 713-3
S4 669-3 676-5 708-5
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
5 754-0 713-0 41-0 5.7% 12-1 1.7% 12% False True 194,529
10 761-2 713-0 48-2 6.7% 10-6 1.5% 10% False True 171,886
20 769-0 713-0 56-0 7.8% 9-5 1.3% 9% False True 145,001
40 776-0 710-0 66-0 9.2% 11-5 1.6% 12% False False 144,875
60 840-0 710-0 130-0 18.1% 12-0 1.7% 6% False False 144,311
80 840-0 710-0 130-0 18.1% 12-4 1.7% 6% False False 148,418
100 840-0 554-0 286-0 39.8% 13-4 1.9% 57% False False 158,066
120 840-0 506-0 334-0 46.5% 12-7 1.8% 63% False False 147,764
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 802-2
2.618 774-4
1.618 757-4
1.000 747-0
0.618 740-4
HIGH 730-0
0.618 723-4
0.500 721-4
0.382 719-4
LOW 713-0
0.618 702-4
1.000 696-0
1.618 685-4
2.618 668-4
4.250 640-6
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 721-4 733-4
PP 720-3 728-3
S1 719-1 723-1

These figures are updated between 7pm and 10pm EST after a trading day.

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