CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
751-4 |
757-0 |
5-4 |
0.7% |
748-0 |
| High |
752-4 |
757-2 |
4-6 |
0.6% |
762-6 |
| Low |
742-6 |
745-0 |
2-2 |
0.3% |
742-6 |
| Close |
748-0 |
749-0 |
1-0 |
0.1% |
748-0 |
| Range |
9-6 |
12-2 |
2-4 |
25.6% |
20-0 |
| ATR |
10-7 |
11-0 |
0-1 |
0.9% |
0-0 |
| Volume |
44,921 |
12,172 |
-32,749 |
-72.9% |
560,456 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787-1 |
780-3 |
755-6 |
|
| R3 |
774-7 |
768-1 |
752-3 |
|
| R2 |
762-5 |
762-5 |
751-2 |
|
| R1 |
755-7 |
755-7 |
750-1 |
753-1 |
| PP |
750-3 |
750-3 |
750-3 |
749-0 |
| S1 |
743-5 |
743-5 |
747-7 |
740-7 |
| S2 |
738-1 |
738-1 |
746-6 |
|
| S3 |
725-7 |
731-3 |
745-5 |
|
| S4 |
713-5 |
719-1 |
742-2 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811-1 |
799-5 |
759-0 |
|
| R3 |
791-1 |
779-5 |
753-4 |
|
| R2 |
771-1 |
771-1 |
751-5 |
|
| R1 |
759-5 |
759-5 |
749-7 |
758-0 |
| PP |
751-1 |
751-1 |
751-1 |
750-3 |
| S1 |
739-5 |
739-5 |
746-1 |
738-0 |
| S2 |
731-1 |
731-1 |
744-3 |
|
| S3 |
711-1 |
719-5 |
742-4 |
|
| S4 |
691-1 |
699-5 |
737-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
762-6 |
742-6 |
20-0 |
2.7% |
9-1 |
1.2% |
31% |
False |
False |
87,843 |
| 10 |
762-6 |
731-4 |
31-2 |
4.2% |
8-3 |
1.1% |
56% |
False |
False |
104,542 |
| 20 |
762-6 |
710-4 |
52-2 |
7.0% |
9-7 |
1.3% |
74% |
False |
False |
140,147 |
| 40 |
776-0 |
710-4 |
65-4 |
8.7% |
10-2 |
1.4% |
59% |
False |
False |
135,928 |
| 60 |
803-0 |
710-0 |
93-0 |
12.4% |
11-2 |
1.5% |
42% |
False |
False |
141,340 |
| 80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-4 |
1.5% |
30% |
False |
False |
142,330 |
| 100 |
840-0 |
710-0 |
130-0 |
17.4% |
12-3 |
1.7% |
30% |
False |
False |
147,562 |
| 120 |
840-0 |
506-0 |
334-0 |
44.6% |
13-0 |
1.7% |
73% |
False |
False |
152,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
809-2 |
|
2.618 |
789-3 |
|
1.618 |
777-1 |
|
1.000 |
769-4 |
|
0.618 |
764-7 |
|
HIGH |
757-2 |
|
0.618 |
752-5 |
|
0.500 |
751-1 |
|
0.382 |
749-5 |
|
LOW |
745-0 |
|
0.618 |
737-3 |
|
1.000 |
732-6 |
|
1.618 |
725-1 |
|
2.618 |
712-7 |
|
4.250 |
693-0 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
751-1 |
750-7 |
| PP |
750-3 |
750-2 |
| S1 |
749-6 |
749-5 |
|