CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
749-6 |
757-0 |
7-2 |
1.0% |
731-4 |
High |
760-2 |
762-6 |
2-4 |
0.3% |
748-4 |
Low |
749-6 |
757-0 |
7-2 |
1.0% |
731-4 |
Close |
760-0 |
760-2 |
0-2 |
0.0% |
745-4 |
Range |
10-4 |
5-6 |
-4-6 |
-45.2% |
17-0 |
ATR |
11-4 |
11-1 |
-0-3 |
-3.6% |
0-0 |
Volume |
142,387 |
111,668 |
-30,719 |
-21.6% |
472,799 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
777-2 |
774-4 |
763-3 |
|
R3 |
771-4 |
768-6 |
761-7 |
|
R2 |
765-6 |
765-6 |
761-2 |
|
R1 |
763-0 |
763-0 |
760-6 |
764-3 |
PP |
760-0 |
760-0 |
760-0 |
760-6 |
S1 |
757-2 |
757-2 |
759-6 |
758-5 |
S2 |
754-2 |
754-2 |
759-2 |
|
S3 |
748-4 |
751-4 |
758-5 |
|
S4 |
742-6 |
745-6 |
757-1 |
|
|
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 |
762-6 |
738-4 |
24-2 |
3.2% |
6-5 |
0.9% |
90% |
True |
False |
111,533 |
10 |
762-6 |
712-0 |
50-6 |
6.7% |
8-3 |
1.1% |
95% |
True |
False |
128,892 |
20 |
762-6 |
710-4 |
52-2 |
6.9% |
10-0 |
1.3% |
95% |
True |
False |
156,717 |
40 |
776-0 |
710-4 |
65-4 |
8.6% |
10-2 |
1.3% |
76% |
False |
False |
141,199 |
60 |
804-0 |
710-0 |
94-0 |
12.4% |
11-2 |
1.5% |
53% |
False |
False |
144,339 |
80 |
840-0 |
710-0 |
130-0 |
17.1% |
11-5 |
1.5% |
39% |
False |
False |
145,252 |
100 |
840-0 |
685-4 |
154-4 |
20.3% |
13-0 |
1.7% |
48% |
False |
False |
152,598 |
120 |
840-0 |
506-0 |
334-0 |
43.9% |
13-0 |
1.7% |
76% |
False |
False |
153,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
787-2 |
2.618 |
777-6 |
1.618 |
772-0 |
1.000 |
768-4 |
0.618 |
766-2 |
HIGH |
762-6 |
0.618 |
760-4 |
0.500 |
759-7 |
0.382 |
759-2 |
LOW |
757-0 |
0.618 |
753-4 |
1.000 |
751-2 |
1.618 |
747-6 |
2.618 |
742-0 |
4.250 |
732-4 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
760-1 |
758-2 |
PP |
760-0 |
756-3 |
S1 |
759-7 |
754-3 |
|