CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
726-2 |
726-4 |
0-2 |
0.0% |
744-4 |
High |
727-0 |
731-0 |
4-0 |
0.6% |
756-0 |
Low |
714-4 |
726-0 |
11-4 |
1.6% |
737-0 |
Close |
726-2 |
729-2 |
3-0 |
0.4% |
742-0 |
Range |
12-4 |
5-0 |
-7-4 |
-60.0% |
19-0 |
ATR |
11-4 |
11-1 |
-0-4 |
-4.1% |
0-0 |
Volume |
137,021 |
150,038 |
13,017 |
9.5% |
359,703 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-6 |
741-4 |
732-0 |
|
R3 |
738-6 |
736-4 |
730-5 |
|
R2 |
733-6 |
733-6 |
730-1 |
|
R1 |
731-4 |
731-4 |
729-6 |
732-5 |
PP |
728-6 |
728-6 |
728-6 |
729-2 |
S1 |
726-4 |
726-4 |
728-6 |
727-5 |
S2 |
723-6 |
723-6 |
728-3 |
|
S3 |
718-6 |
721-4 |
727-7 |
|
S4 |
713-6 |
716-4 |
726-4 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-0 |
791-0 |
752-4 |
|
R3 |
783-0 |
772-0 |
747-2 |
|
R2 |
764-0 |
764-0 |
745-4 |
|
R1 |
753-0 |
753-0 |
743-6 |
749-0 |
PP |
745-0 |
745-0 |
745-0 |
743-0 |
S1 |
734-0 |
734-0 |
740-2 |
730-0 |
S2 |
726-0 |
726-0 |
738-4 |
|
S3 |
707-0 |
715-0 |
736-6 |
|
S4 |
688-0 |
696-0 |
731-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
756-0 |
714-4 |
41-4 |
5.7% |
10-3 |
1.4% |
36% |
False |
False |
122,521 |
10 |
763-0 |
714-4 |
48-4 |
6.7% |
9-0 |
1.2% |
30% |
False |
False |
95,590 |
20 |
765-4 |
714-4 |
51-0 |
7.0% |
8-0 |
1.1% |
29% |
False |
False |
70,342 |
40 |
774-0 |
714-4 |
59-4 |
8.2% |
9-0 |
1.2% |
25% |
False |
False |
54,308 |
60 |
837-4 |
714-4 |
123-0 |
16.9% |
8-3 |
1.1% |
12% |
False |
False |
45,334 |
80 |
838-0 |
714-4 |
123-4 |
16.9% |
8-1 |
1.1% |
12% |
False |
False |
39,233 |
100 |
838-0 |
618-0 |
220-0 |
30.2% |
8-6 |
1.2% |
51% |
False |
False |
36,740 |
120 |
838-0 |
518-4 |
319-4 |
43.8% |
8-1 |
1.1% |
66% |
False |
False |
32,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
752-2 |
2.618 |
744-1 |
1.618 |
739-1 |
1.000 |
736-0 |
0.618 |
734-1 |
HIGH |
731-0 |
0.618 |
729-1 |
0.500 |
728-4 |
0.382 |
727-7 |
LOW |
726-0 |
0.618 |
722-7 |
1.000 |
721-0 |
1.618 |
717-7 |
2.618 |
712-7 |
4.250 |
704-6 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
729-0 |
727-3 |
PP |
728-6 |
725-5 |
S1 |
728-4 |
723-6 |
|