CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
724-0 |
712-4 |
-11-4 |
-1.6% |
729-4 |
High |
725-4 |
729-4 |
4-0 |
0.6% |
730-0 |
Low |
720-6 |
712-0 |
-8-6 |
-1.2% |
710-4 |
Close |
721-2 |
727-0 |
5-6 |
0.8% |
727-0 |
Range |
4-6 |
17-4 |
12-6 |
268.4% |
19-4 |
ATR |
12-2 |
12-5 |
0-3 |
3.1% |
0-0 |
Volume |
112,562 |
162,450 |
49,888 |
44.3% |
922,067 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
775-3 |
768-5 |
736-5 |
|
R3 |
757-7 |
751-1 |
731-6 |
|
R2 |
740-3 |
740-3 |
730-2 |
|
R1 |
733-5 |
733-5 |
728-5 |
737-0 |
PP |
722-7 |
722-7 |
722-7 |
724-4 |
S1 |
716-1 |
716-1 |
725-3 |
719-4 |
S2 |
705-3 |
705-3 |
723-6 |
|
S3 |
687-7 |
698-5 |
722-2 |
|
S4 |
670-3 |
681-1 |
717-3 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-0 |
773-4 |
737-6 |
|
R3 |
761-4 |
754-0 |
732-3 |
|
R2 |
742-0 |
742-0 |
730-5 |
|
R1 |
734-4 |
734-4 |
728-6 |
728-4 |
PP |
722-4 |
722-4 |
722-4 |
719-4 |
S1 |
715-0 |
715-0 |
725-2 |
709-0 |
S2 |
703-0 |
703-0 |
723-3 |
|
S3 |
683-4 |
695-4 |
721-5 |
|
S4 |
664-0 |
676-0 |
716-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
730-0 |
710-4 |
19-4 |
2.7% |
12-1 |
1.7% |
85% |
False |
False |
184,413 |
10 |
754-0 |
710-4 |
43-4 |
6.0% |
11-4 |
1.6% |
38% |
False |
False |
175,753 |
20 |
765-2 |
710-4 |
54-6 |
7.5% |
10-0 |
1.4% |
30% |
False |
False |
154,705 |
40 |
776-0 |
710-0 |
66-0 |
9.1% |
11-3 |
1.6% |
26% |
False |
False |
146,301 |
60 |
820-4 |
710-0 |
110-4 |
15.2% |
11-7 |
1.6% |
15% |
False |
False |
146,234 |
80 |
840-0 |
710-0 |
130-0 |
17.9% |
12-1 |
1.7% |
13% |
False |
False |
147,382 |
100 |
840-0 |
630-0 |
210-0 |
28.9% |
13-4 |
1.8% |
46% |
False |
False |
157,891 |
120 |
840-0 |
506-0 |
334-0 |
45.9% |
13-0 |
1.8% |
66% |
False |
False |
150,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
803-7 |
2.618 |
775-3 |
1.618 |
757-7 |
1.000 |
747-0 |
0.618 |
740-3 |
HIGH |
729-4 |
0.618 |
722-7 |
0.500 |
720-6 |
0.382 |
718-5 |
LOW |
712-0 |
0.618 |
701-1 |
1.000 |
694-4 |
1.618 |
683-5 |
2.618 |
666-1 |
4.250 |
637-5 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
724-7 |
724-7 |
PP |
722-7 |
722-7 |
S1 |
720-6 |
720-6 |
|