CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
744-4 |
747-0 |
2-4 |
0.3% |
731-4 |
High |
744-6 |
748-4 |
3-6 |
0.5% |
748-4 |
Low |
738-4 |
744-0 |
5-4 |
0.7% |
731-4 |
Close |
741-0 |
745-4 |
4-4 |
0.6% |
745-4 |
Range |
6-2 |
4-4 |
-1-6 |
-28.0% |
17-0 |
ATR |
12-1 |
11-7 |
-0-3 |
-2.7% |
0-0 |
Volume |
108,007 |
62,192 |
-45,815 |
-42.4% |
472,799 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-4 |
757-0 |
748-0 |
|
R3 |
755-0 |
752-4 |
746-6 |
|
R2 |
750-4 |
750-4 |
746-3 |
|
R1 |
748-0 |
748-0 |
745-7 |
747-0 |
PP |
746-0 |
746-0 |
746-0 |
745-4 |
S1 |
743-4 |
743-4 |
745-1 |
742-4 |
S2 |
741-4 |
741-4 |
744-5 |
|
S3 |
737-0 |
739-0 |
744-2 |
|
S4 |
732-4 |
734-4 |
743-0 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
792-7 |
786-1 |
754-7 |
|
R3 |
775-7 |
769-1 |
750-1 |
|
R2 |
758-7 |
758-7 |
748-5 |
|
R1 |
752-1 |
752-1 |
747-0 |
755-4 |
PP |
741-7 |
741-7 |
741-7 |
743-4 |
S1 |
735-1 |
735-1 |
744-0 |
738-4 |
S2 |
724-7 |
724-7 |
742-3 |
|
S3 |
707-7 |
718-1 |
740-7 |
|
S4 |
690-7 |
701-1 |
736-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
748-4 |
712-0 |
36-4 |
4.9% |
9-6 |
1.3% |
92% |
True |
False |
127,049 |
10 |
754-0 |
710-4 |
43-4 |
5.8% |
11-0 |
1.5% |
80% |
False |
False |
165,513 |
20 |
761-2 |
710-4 |
50-6 |
6.8% |
9-7 |
1.3% |
69% |
False |
False |
152,543 |
40 |
776-0 |
710-0 |
66-0 |
8.9% |
11-2 |
1.5% |
54% |
False |
False |
144,562 |
60 |
817-4 |
710-0 |
107-4 |
14.4% |
11-5 |
1.6% |
33% |
False |
False |
144,851 |
80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-7 |
1.6% |
27% |
False |
False |
146,383 |
100 |
840-0 |
685-4 |
154-4 |
20.7% |
13-1 |
1.8% |
39% |
False |
False |
153,979 |
120 |
840-0 |
506-0 |
334-0 |
44.8% |
13-0 |
1.7% |
72% |
False |
False |
152,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-5 |
2.618 |
760-2 |
1.618 |
755-6 |
1.000 |
753-0 |
0.618 |
751-2 |
HIGH |
748-4 |
0.618 |
746-6 |
0.500 |
746-2 |
0.382 |
745-6 |
LOW |
744-0 |
0.618 |
741-2 |
1.000 |
739-4 |
1.618 |
736-6 |
2.618 |
732-2 |
4.250 |
724-7 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
746-2 |
744-3 |
PP |
746-0 |
743-3 |
S1 |
745-6 |
742-2 |
|