CME Pit-Traded Corn Future December 2012
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 |
729-4 |
722-4 |
-7-0 |
-1.0% |
742-4 |
High |
730-0 |
724-4 |
-5-4 |
-0.8% |
754-0 |
Low |
713-0 |
710-4 |
-2-4 |
-0.4% |
733-2 |
Close |
718-0 |
723-4 |
5-4 |
0.8% |
738-6 |
Range |
17-0 |
14-0 |
-3-0 |
-17.6% |
20-6 |
ATR |
13-1 |
13-2 |
0-0 |
0.5% |
0-0 |
Volume |
260,971 |
232,439 |
-28,532 |
-10.9% |
835,465 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-4 |
756-4 |
731-2 |
|
R3 |
747-4 |
742-4 |
727-3 |
|
R2 |
733-4 |
733-4 |
726-1 |
|
R1 |
728-4 |
728-4 |
724-6 |
731-0 |
PP |
719-4 |
719-4 |
719-4 |
720-6 |
S1 |
714-4 |
714-4 |
722-2 |
717-0 |
S2 |
705-4 |
705-4 |
720-7 |
|
S3 |
691-4 |
700-4 |
719-5 |
|
S4 |
677-4 |
686-4 |
715-6 |
|
|
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 |
710-4 |
43-4 |
6.0% |
13-7 |
1.9% |
30% |
False |
True |
217,395 |
10 |
761-2 |
710-4 |
50-6 |
7.0% |
11-5 |
1.6% |
26% |
False |
True |
184,543 |
20 |
769-0 |
710-4 |
58-4 |
8.1% |
9-7 |
1.4% |
22% |
False |
True |
151,326 |
40 |
776-0 |
710-0 |
66-0 |
9.1% |
11-5 |
1.6% |
20% |
False |
False |
146,369 |
60 |
840-0 |
710-0 |
130-0 |
18.0% |
12-0 |
1.7% |
10% |
False |
False |
146,402 |
80 |
840-0 |
710-0 |
130-0 |
18.0% |
12-4 |
1.7% |
10% |
False |
False |
148,958 |
100 |
840-0 |
589-0 |
251-0 |
34.7% |
13-5 |
1.9% |
54% |
False |
False |
158,886 |
120 |
840-0 |
506-0 |
334-0 |
46.2% |
12-7 |
1.8% |
65% |
False |
False |
149,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-0 |
2.618 |
761-1 |
1.618 |
747-1 |
1.000 |
738-4 |
0.618 |
733-1 |
HIGH |
724-4 |
0.618 |
719-1 |
0.500 |
717-4 |
0.382 |
715-7 |
LOW |
710-4 |
0.618 |
701-7 |
1.000 |
696-4 |
1.618 |
687-7 |
2.618 |
673-7 |
4.250 |
651-0 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
721-4 |
732-2 |
PP |
719-4 |
729-3 |
S1 |
717-4 |
726-3 |
|