CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
736-4 |
744-4 |
8-0 |
1.1% |
729-4 |
High |
747-0 |
744-6 |
-2-2 |
-0.3% |
730-0 |
Low |
736-0 |
738-4 |
2-4 |
0.3% |
710-4 |
Close |
743-2 |
741-0 |
-2-2 |
-0.3% |
727-0 |
Range |
11-0 |
6-2 |
-4-6 |
-43.2% |
19-4 |
ATR |
12-5 |
12-1 |
-0-4 |
-3.6% |
0-0 |
Volume |
145,852 |
108,007 |
-37,845 |
-25.9% |
922,067 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-1 |
756-7 |
744-4 |
|
R3 |
753-7 |
750-5 |
742-6 |
|
R2 |
747-5 |
747-5 |
742-1 |
|
R1 |
744-3 |
744-3 |
741-5 |
742-7 |
PP |
741-3 |
741-3 |
741-3 |
740-6 |
S1 |
738-1 |
738-1 |
740-3 |
736-5 |
S2 |
735-1 |
735-1 |
739-7 |
|
S3 |
728-7 |
731-7 |
739-2 |
|
S4 |
722-5 |
725-5 |
737-4 |
|
|
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 |
747-0 |
712-0 |
35-0 |
4.7% |
9-6 |
1.3% |
83% |
False |
False |
137,123 |
10 |
754-0 |
710-4 |
43-4 |
5.9% |
11-1 |
1.5% |
70% |
False |
False |
174,719 |
20 |
761-2 |
710-4 |
50-6 |
6.8% |
10-2 |
1.4% |
60% |
False |
False |
156,804 |
40 |
776-0 |
710-0 |
66-0 |
8.9% |
11-3 |
1.5% |
47% |
False |
False |
147,164 |
60 |
817-4 |
710-0 |
107-4 |
14.5% |
11-6 |
1.6% |
29% |
False |
False |
146,061 |
80 |
840-0 |
710-0 |
130-0 |
17.5% |
12-1 |
1.6% |
24% |
False |
False |
147,355 |
100 |
840-0 |
668-0 |
172-0 |
23.2% |
13-2 |
1.8% |
42% |
False |
False |
155,103 |
120 |
840-0 |
506-0 |
334-0 |
45.1% |
13-0 |
1.8% |
70% |
False |
False |
152,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
771-2 |
2.618 |
761-1 |
1.618 |
754-7 |
1.000 |
751-0 |
0.618 |
748-5 |
HIGH |
744-6 |
0.618 |
742-3 |
0.500 |
741-5 |
0.382 |
740-7 |
LOW |
738-4 |
0.618 |
734-5 |
1.000 |
732-2 |
1.618 |
728-3 |
2.618 |
722-1 |
4.250 |
712-0 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
741-5 |
740-3 |
PP |
741-3 |
739-7 |
S1 |
741-2 |
739-2 |
|