CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
757-0 |
758-6 |
1-6 |
0.2% |
731-4 |
| High |
762-6 |
759-0 |
-3-6 |
-0.5% |
748-4 |
| Low |
757-0 |
751-4 |
-5-4 |
-0.7% |
731-4 |
| Close |
760-2 |
751-4 |
-8-6 |
-1.2% |
745-4 |
| Range |
5-6 |
7-4 |
1-6 |
30.4% |
17-0 |
| ATR |
11-1 |
11-0 |
-0-1 |
-1.5% |
0-0 |
| Volume |
111,668 |
128,067 |
16,399 |
14.7% |
472,799 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776-4 |
771-4 |
755-5 |
|
| R3 |
769-0 |
764-0 |
753-4 |
|
| R2 |
761-4 |
761-4 |
752-7 |
|
| R1 |
756-4 |
756-4 |
752-2 |
755-2 |
| PP |
754-0 |
754-0 |
754-0 |
753-3 |
| S1 |
749-0 |
749-0 |
750-6 |
747-6 |
| S2 |
746-4 |
746-4 |
750-1 |
|
| S3 |
739-0 |
741-4 |
749-4 |
|
| S4 |
731-4 |
734-0 |
747-3 |
|
|
| 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 |
744-0 |
18-6 |
2.5% |
6-7 |
0.9% |
40% |
False |
False |
115,545 |
| 10 |
762-6 |
712-0 |
50-6 |
6.8% |
8-3 |
1.1% |
78% |
False |
False |
126,334 |
| 20 |
762-6 |
710-4 |
52-2 |
7.0% |
9-6 |
1.3% |
78% |
False |
False |
154,108 |
| 40 |
776-0 |
710-4 |
65-4 |
8.7% |
10-1 |
1.3% |
63% |
False |
False |
140,093 |
| 60 |
804-0 |
710-0 |
94-0 |
12.5% |
11-2 |
1.5% |
44% |
False |
False |
144,292 |
| 80 |
840-0 |
710-0 |
130-0 |
17.3% |
11-5 |
1.5% |
32% |
False |
False |
145,430 |
| 100 |
840-0 |
685-4 |
154-4 |
20.6% |
13-0 |
1.7% |
43% |
False |
False |
152,027 |
| 120 |
840-0 |
506-0 |
334-0 |
44.4% |
13-0 |
1.7% |
74% |
False |
False |
153,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790-7 |
|
2.618 |
778-5 |
|
1.618 |
771-1 |
|
1.000 |
766-4 |
|
0.618 |
763-5 |
|
HIGH |
759-0 |
|
0.618 |
756-1 |
|
0.500 |
755-2 |
|
0.382 |
754-3 |
|
LOW |
751-4 |
|
0.618 |
746-7 |
|
1.000 |
744-0 |
|
1.618 |
739-3 |
|
2.618 |
731-7 |
|
4.250 |
719-5 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
755-2 |
756-2 |
| PP |
754-0 |
754-5 |
| S1 |
752-6 |
753-1 |
|