CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
728-0 |
716-0 |
-12-0 |
-1.6% |
733-0 |
High |
729-2 |
733-0 |
3-6 |
0.5% |
733-0 |
Low |
724-0 |
715-4 |
-8-4 |
-1.2% |
714-4 |
Close |
725-0 |
731-0 |
6-0 |
0.8% |
731-0 |
Range |
5-2 |
17-4 |
12-2 |
233.3% |
18-4 |
ATR |
10-5 |
11-1 |
0-4 |
4.6% |
0-0 |
Volume |
97,761 |
79,396 |
-18,365 |
-18.8% |
609,263 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
779-0 |
772-4 |
740-5 |
|
R3 |
761-4 |
755-0 |
735-6 |
|
R2 |
744-0 |
744-0 |
734-2 |
|
R1 |
737-4 |
737-4 |
732-5 |
740-6 |
PP |
726-4 |
726-4 |
726-4 |
728-1 |
S1 |
720-0 |
720-0 |
729-3 |
723-2 |
S2 |
709-0 |
709-0 |
727-6 |
|
S3 |
691-4 |
702-4 |
726-2 |
|
S4 |
674-0 |
685-0 |
721-3 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-5 |
774-7 |
741-1 |
|
R3 |
763-1 |
756-3 |
736-1 |
|
R2 |
744-5 |
744-5 |
734-3 |
|
R1 |
737-7 |
737-7 |
732-6 |
732-0 |
PP |
726-1 |
726-1 |
726-1 |
723-2 |
S1 |
719-3 |
719-3 |
729-2 |
713-4 |
S2 |
707-5 |
707-5 |
727-5 |
|
S3 |
689-1 |
700-7 |
725-7 |
|
S4 |
670-5 |
682-3 |
720-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
733-0 |
714-4 |
18-4 |
2.5% |
11-0 |
1.5% |
89% |
True |
False |
121,852 |
10 |
756-0 |
714-4 |
41-4 |
5.7% |
9-6 |
1.3% |
40% |
False |
False |
96,896 |
20 |
763-0 |
714-4 |
48-4 |
6.6% |
8-3 |
1.1% |
34% |
False |
False |
76,080 |
40 |
774-0 |
714-4 |
59-4 |
8.1% |
9-2 |
1.3% |
28% |
False |
False |
56,960 |
60 |
815-0 |
714-4 |
100-4 |
13.7% |
8-5 |
1.2% |
16% |
False |
False |
47,451 |
80 |
838-0 |
714-4 |
123-4 |
16.9% |
8-2 |
1.1% |
13% |
False |
False |
40,953 |
100 |
838-0 |
641-2 |
196-6 |
26.9% |
8-6 |
1.2% |
46% |
False |
False |
38,103 |
120 |
838-0 |
518-4 |
319-4 |
43.7% |
8-2 |
1.1% |
67% |
False |
False |
34,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
807-3 |
2.618 |
778-7 |
1.618 |
761-3 |
1.000 |
750-4 |
0.618 |
743-7 |
HIGH |
733-0 |
0.618 |
726-3 |
0.500 |
724-2 |
0.382 |
722-1 |
LOW |
715-4 |
0.618 |
704-5 |
1.000 |
698-0 |
1.618 |
687-1 |
2.618 |
669-5 |
4.250 |
641-1 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
728-6 |
728-6 |
PP |
726-4 |
726-4 |
S1 |
724-2 |
724-2 |
|