CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
748-0 |
749-6 |
1-6 |
0.2% |
731-4 |
| High |
752-2 |
760-2 |
8-0 |
1.1% |
748-4 |
| Low |
746-0 |
749-6 |
3-6 |
0.5% |
731-4 |
| Close |
747-2 |
760-0 |
12-6 |
1.7% |
745-4 |
| Range |
6-2 |
10-4 |
4-2 |
68.0% |
17-0 |
| ATR |
11-4 |
11-4 |
0-1 |
1.0% |
0-0 |
| Volume |
133,413 |
142,387 |
8,974 |
6.7% |
472,799 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788-1 |
784-5 |
765-6 |
|
| R3 |
777-5 |
774-1 |
762-7 |
|
| R2 |
767-1 |
767-1 |
761-7 |
|
| R1 |
763-5 |
763-5 |
761-0 |
765-3 |
| PP |
756-5 |
756-5 |
756-5 |
757-4 |
| S1 |
753-1 |
753-1 |
759-0 |
754-7 |
| S2 |
746-1 |
746-1 |
758-1 |
|
| S3 |
735-5 |
742-5 |
757-1 |
|
| S4 |
725-1 |
732-1 |
754-2 |
|
|
| 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 |
760-2 |
736-0 |
24-2 |
3.2% |
7-6 |
1.0% |
99% |
True |
False |
118,370 |
| 10 |
760-2 |
710-4 |
49-6 |
6.5% |
9-1 |
1.2% |
99% |
True |
False |
140,969 |
| 20 |
761-2 |
710-4 |
50-6 |
6.7% |
10-0 |
1.3% |
98% |
False |
False |
156,427 |
| 40 |
776-0 |
710-4 |
65-4 |
8.6% |
10-2 |
1.3% |
76% |
False |
False |
141,711 |
| 60 |
814-6 |
710-0 |
104-6 |
13.8% |
11-4 |
1.5% |
48% |
False |
False |
144,975 |
| 80 |
840-0 |
710-0 |
130-0 |
17.1% |
11-6 |
1.5% |
38% |
False |
False |
145,537 |
| 100 |
840-0 |
685-4 |
154-4 |
20.3% |
13-0 |
1.7% |
48% |
False |
False |
152,883 |
| 120 |
840-0 |
506-0 |
334-0 |
43.9% |
13-0 |
1.7% |
76% |
False |
False |
153,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804-7 |
|
2.618 |
787-6 |
|
1.618 |
777-2 |
|
1.000 |
770-6 |
|
0.618 |
766-6 |
|
HIGH |
760-2 |
|
0.618 |
756-2 |
|
0.500 |
755-0 |
|
0.382 |
753-6 |
|
LOW |
749-6 |
|
0.618 |
743-2 |
|
1.000 |
739-2 |
|
1.618 |
732-6 |
|
2.618 |
722-2 |
|
4.250 |
705-1 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758-3 |
757-3 |
| PP |
756-5 |
754-6 |
| S1 |
755-0 |
752-1 |
|