CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
744-6 |
752-4 |
7-6 |
1.0% |
748-0 |
| High |
747-0 |
753-4 |
6-4 |
0.9% |
762-6 |
| Low |
742-0 |
752-4 |
10-4 |
1.4% |
742-6 |
| Close |
746-4 |
753-2 |
6-6 |
0.9% |
748-0 |
| Range |
5-0 |
1-0 |
-4-0 |
-80.0% |
20-0 |
| ATR |
10-6 |
10-3 |
-0-2 |
-2.5% |
0-0 |
| Volume |
8,862 |
8,852 |
-10 |
-0.1% |
560,456 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-1 |
755-5 |
753-6 |
|
| R3 |
755-1 |
754-5 |
753-4 |
|
| R2 |
754-1 |
754-1 |
753-3 |
|
| R1 |
753-5 |
753-5 |
753-3 |
753-7 |
| PP |
753-1 |
753-1 |
753-1 |
753-2 |
| S1 |
752-5 |
752-5 |
753-1 |
752-7 |
| S2 |
752-1 |
752-1 |
753-1 |
|
| S3 |
751-1 |
751-5 |
753-0 |
|
| S4 |
750-1 |
750-5 |
752-6 |
|
|
| 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 |
759-0 |
742-0 |
17-0 |
2.3% |
7-1 |
0.9% |
66% |
False |
False |
40,574 |
| 10 |
762-6 |
738-4 |
24-2 |
3.2% |
6-7 |
0.9% |
61% |
False |
False |
76,054 |
| 20 |
762-6 |
710-4 |
52-2 |
6.9% |
9-3 |
1.3% |
82% |
False |
False |
128,938 |
| 40 |
776-0 |
710-4 |
65-4 |
8.7% |
10-0 |
1.3% |
65% |
False |
False |
131,671 |
| 60 |
789-0 |
710-0 |
79-0 |
10.5% |
10-6 |
1.4% |
55% |
False |
False |
136,166 |
| 80 |
840-0 |
710-0 |
130-0 |
17.3% |
11-1 |
1.5% |
33% |
False |
False |
136,924 |
| 100 |
840-0 |
710-0 |
130-0 |
17.3% |
12-1 |
1.6% |
33% |
False |
False |
143,970 |
| 120 |
840-0 |
520-2 |
319-6 |
42.4% |
13-0 |
1.7% |
73% |
False |
False |
150,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-6 |
|
2.618 |
756-1 |
|
1.618 |
755-1 |
|
1.000 |
754-4 |
|
0.618 |
754-1 |
|
HIGH |
753-4 |
|
0.618 |
753-1 |
|
0.500 |
753-0 |
|
0.382 |
752-7 |
|
LOW |
752-4 |
|
0.618 |
751-7 |
|
1.000 |
751-4 |
|
1.618 |
750-7 |
|
2.618 |
749-7 |
|
4.250 |
748-2 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
753-1 |
752-0 |
| PP |
753-1 |
750-7 |
| S1 |
753-0 |
749-5 |
|