CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
747-0 |
748-0 |
1-0 |
0.1% |
731-4 |
| High |
748-4 |
752-2 |
3-6 |
0.5% |
748-4 |
| Low |
744-0 |
746-0 |
2-0 |
0.3% |
731-4 |
| Close |
745-4 |
747-2 |
1-6 |
0.2% |
745-4 |
| Range |
4-4 |
6-2 |
1-6 |
38.9% |
17-0 |
| ATR |
11-7 |
11-4 |
-0-3 |
-3.1% |
0-0 |
| Volume |
62,192 |
133,413 |
71,221 |
114.5% |
472,799 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-2 |
763-4 |
750-6 |
|
| R3 |
761-0 |
757-2 |
749-0 |
|
| R2 |
754-6 |
754-6 |
748-3 |
|
| R1 |
751-0 |
751-0 |
747-7 |
749-6 |
| PP |
748-4 |
748-4 |
748-4 |
747-7 |
| S1 |
744-6 |
744-6 |
746-5 |
743-4 |
| S2 |
742-2 |
742-2 |
746-1 |
|
| S3 |
736-0 |
738-4 |
745-4 |
|
| S4 |
729-6 |
732-2 |
743-6 |
|
|
| 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 |
752-2 |
731-4 |
20-6 |
2.8% |
7-4 |
1.0% |
76% |
True |
False |
121,242 |
| 10 |
752-2 |
710-4 |
41-6 |
5.6% |
9-7 |
1.3% |
88% |
True |
False |
152,827 |
| 20 |
761-2 |
710-4 |
50-6 |
6.8% |
9-6 |
1.3% |
72% |
False |
False |
153,612 |
| 40 |
776-0 |
710-4 |
65-4 |
8.8% |
10-2 |
1.4% |
56% |
False |
False |
142,381 |
| 60 |
814-6 |
710-0 |
104-6 |
14.0% |
11-4 |
1.5% |
36% |
False |
False |
144,807 |
| 80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-6 |
1.6% |
29% |
False |
False |
145,669 |
| 100 |
840-0 |
685-4 |
154-4 |
20.7% |
13-0 |
1.7% |
40% |
False |
False |
153,763 |
| 120 |
840-0 |
506-0 |
334-0 |
44.7% |
13-0 |
1.7% |
72% |
False |
False |
152,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778-6 |
|
2.618 |
768-5 |
|
1.618 |
762-3 |
|
1.000 |
758-4 |
|
0.618 |
756-1 |
|
HIGH |
752-2 |
|
0.618 |
749-7 |
|
0.500 |
749-1 |
|
0.382 |
748-3 |
|
LOW |
746-0 |
|
0.618 |
742-1 |
|
1.000 |
739-6 |
|
1.618 |
735-7 |
|
2.618 |
729-5 |
|
4.250 |
719-4 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
749-1 |
746-5 |
| PP |
748-4 |
746-0 |
| S1 |
747-7 |
745-3 |
|