CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
726-4 |
728-0 |
1-4 |
0.2% |
744-4 |
High |
731-0 |
729-2 |
-1-6 |
-0.2% |
756-0 |
Low |
726-0 |
724-0 |
-2-0 |
-0.3% |
737-0 |
Close |
729-2 |
725-0 |
-4-2 |
-0.6% |
742-0 |
Range |
5-0 |
5-2 |
0-2 |
5.0% |
19-0 |
ATR |
11-1 |
10-5 |
-0-3 |
-3.8% |
0-0 |
Volume |
150,038 |
97,761 |
-52,277 |
-34.8% |
359,703 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-7 |
738-5 |
727-7 |
|
R3 |
736-5 |
733-3 |
726-4 |
|
R2 |
731-3 |
731-3 |
726-0 |
|
R1 |
728-1 |
728-1 |
725-4 |
727-1 |
PP |
726-1 |
726-1 |
726-1 |
725-4 |
S1 |
722-7 |
722-7 |
724-4 |
721-7 |
S2 |
720-7 |
720-7 |
724-0 |
|
S3 |
715-5 |
717-5 |
723-4 |
|
S4 |
710-3 |
712-3 |
722-1 |
|
|
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% |
10-4 |
1.4% |
25% |
False |
False |
124,133 |
10 |
756-0 |
714-4 |
41-4 |
5.7% |
8-3 |
1.2% |
25% |
False |
False |
96,448 |
20 |
765-4 |
714-4 |
51-0 |
7.0% |
7-6 |
1.1% |
21% |
False |
False |
73,836 |
40 |
774-0 |
714-4 |
59-4 |
8.2% |
8-7 |
1.2% |
18% |
False |
False |
55,877 |
60 |
815-0 |
714-4 |
100-4 |
13.9% |
8-2 |
1.1% |
10% |
False |
False |
46,541 |
80 |
838-0 |
714-4 |
123-4 |
17.0% |
8-1 |
1.1% |
9% |
False |
False |
40,169 |
100 |
838-0 |
639-4 |
198-4 |
27.4% |
8-6 |
1.2% |
43% |
False |
False |
37,540 |
120 |
838-0 |
518-4 |
319-4 |
44.1% |
8-0 |
1.1% |
65% |
False |
False |
33,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
751-4 |
2.618 |
743-0 |
1.618 |
737-6 |
1.000 |
734-4 |
0.618 |
732-4 |
HIGH |
729-2 |
0.618 |
727-2 |
0.500 |
726-5 |
0.382 |
726-0 |
LOW |
724-0 |
0.618 |
720-6 |
1.000 |
718-6 |
1.618 |
715-4 |
2.618 |
710-2 |
4.250 |
701-6 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
726-5 |
724-2 |
PP |
726-1 |
723-4 |
S1 |
725-4 |
722-6 |
|