CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
757-0 |
744-6 |
-12-2 |
-1.6% |
748-0 |
| High |
757-2 |
747-0 |
-10-2 |
-1.4% |
762-6 |
| Low |
745-0 |
742-0 |
-3-0 |
-0.4% |
742-6 |
| Close |
749-0 |
746-4 |
-2-4 |
-0.3% |
748-0 |
| Range |
12-2 |
5-0 |
-7-2 |
-59.2% |
20-0 |
| ATR |
11-0 |
10-6 |
-0-2 |
-2.6% |
0-0 |
| Volume |
12,172 |
8,862 |
-3,310 |
-27.2% |
560,456 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
758-3 |
749-2 |
|
| R3 |
755-1 |
753-3 |
747-7 |
|
| R2 |
750-1 |
750-1 |
747-3 |
|
| R1 |
748-3 |
748-3 |
747-0 |
749-2 |
| PP |
745-1 |
745-1 |
745-1 |
745-5 |
| S1 |
743-3 |
743-3 |
746-0 |
744-2 |
| S2 |
740-1 |
740-1 |
745-5 |
|
| S3 |
735-1 |
738-3 |
745-1 |
|
| S4 |
730-1 |
733-3 |
743-6 |
|
|
| 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 |
742-0 |
20-6 |
2.8% |
8-0 |
1.1% |
22% |
False |
True |
61,138 |
| 10 |
762-6 |
736-0 |
26-6 |
3.6% |
7-7 |
1.1% |
39% |
False |
False |
89,754 |
| 20 |
762-6 |
710-4 |
52-2 |
7.0% |
9-5 |
1.3% |
69% |
False |
False |
134,401 |
| 40 |
776-0 |
710-4 |
65-4 |
8.8% |
10-2 |
1.4% |
55% |
False |
False |
133,820 |
| 60 |
789-0 |
710-0 |
79-0 |
10.6% |
11-0 |
1.5% |
46% |
False |
False |
138,491 |
| 80 |
840-0 |
710-0 |
130-0 |
17.4% |
11-2 |
1.5% |
28% |
False |
False |
140,140 |
| 100 |
840-0 |
710-0 |
130-0 |
17.4% |
12-2 |
1.6% |
28% |
False |
False |
145,752 |
| 120 |
840-0 |
506-0 |
334-0 |
44.7% |
13-0 |
1.7% |
72% |
False |
False |
151,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-2 |
|
2.618 |
760-1 |
|
1.618 |
755-1 |
|
1.000 |
752-0 |
|
0.618 |
750-1 |
|
HIGH |
747-0 |
|
0.618 |
745-1 |
|
0.500 |
744-4 |
|
0.382 |
743-7 |
|
LOW |
742-0 |
|
0.618 |
738-7 |
|
1.000 |
737-0 |
|
1.618 |
733-7 |
|
2.618 |
728-7 |
|
4.250 |
720-6 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745-7 |
749-5 |
| PP |
745-1 |
748-5 |
| S1 |
744-4 |
747-4 |
|