CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
712-4 |
731-4 |
19-0 |
2.7% |
729-4 |
| High |
729-4 |
741-0 |
11-4 |
1.6% |
730-0 |
| Low |
712-0 |
731-4 |
19-4 |
2.7% |
710-4 |
| Close |
727-0 |
738-6 |
11-6 |
1.6% |
727-0 |
| Range |
17-4 |
9-4 |
-8-0 |
-45.7% |
19-4 |
| ATR |
12-5 |
12-6 |
0-1 |
0.8% |
0-0 |
| Volume |
162,450 |
156,748 |
-5,702 |
-3.5% |
922,067 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-5 |
761-5 |
744-0 |
|
| R3 |
756-1 |
752-1 |
741-3 |
|
| R2 |
746-5 |
746-5 |
740-4 |
|
| R1 |
742-5 |
742-5 |
739-5 |
744-5 |
| PP |
737-1 |
737-1 |
737-1 |
738-0 |
| S1 |
733-1 |
733-1 |
737-7 |
735-1 |
| S2 |
727-5 |
727-5 |
737-0 |
|
| S3 |
718-1 |
723-5 |
736-1 |
|
| S4 |
708-5 |
714-1 |
733-4 |
|
|
| 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 |
741-0 |
710-4 |
30-4 |
4.1% |
10-5 |
1.4% |
93% |
True |
False |
163,568 |
| 10 |
754-0 |
710-4 |
43-4 |
5.9% |
11-3 |
1.5% |
65% |
False |
False |
179,049 |
| 20 |
763-2 |
710-4 |
52-6 |
7.1% |
10-2 |
1.4% |
54% |
False |
False |
158,488 |
| 40 |
776-0 |
710-0 |
66-0 |
8.9% |
11-3 |
1.5% |
44% |
False |
False |
147,247 |
| 60 |
817-4 |
710-0 |
107-4 |
14.6% |
11-6 |
1.6% |
27% |
False |
False |
145,906 |
| 80 |
840-0 |
710-0 |
130-0 |
17.6% |
12-1 |
1.6% |
22% |
False |
False |
147,542 |
| 100 |
840-0 |
631-4 |
208-4 |
28.2% |
13-3 |
1.8% |
51% |
False |
False |
156,755 |
| 120 |
840-0 |
506-0 |
334-0 |
45.2% |
13-1 |
1.8% |
70% |
False |
False |
151,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781-3 |
|
2.618 |
765-7 |
|
1.618 |
756-3 |
|
1.000 |
750-4 |
|
0.618 |
746-7 |
|
HIGH |
741-0 |
|
0.618 |
737-3 |
|
0.500 |
736-2 |
|
0.382 |
735-1 |
|
LOW |
731-4 |
|
0.618 |
725-5 |
|
1.000 |
722-0 |
|
1.618 |
716-1 |
|
2.618 |
706-5 |
|
4.250 |
691-1 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
737-7 |
734-5 |
| PP |
737-1 |
730-5 |
| S1 |
736-2 |
726-4 |
|