CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
716-0 |
734-4 |
18-4 |
2.6% |
733-0 |
| High |
733-0 |
744-2 |
11-2 |
1.5% |
733-0 |
| Low |
715-4 |
734-4 |
19-0 |
2.7% |
714-4 |
| Close |
731-0 |
742-4 |
11-4 |
1.6% |
731-0 |
| Range |
17-4 |
9-6 |
-7-6 |
-44.3% |
18-4 |
| ATR |
11-1 |
11-2 |
0-1 |
1.3% |
0-0 |
| Volume |
79,396 |
106,661 |
27,265 |
34.3% |
609,263 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769-5 |
765-7 |
747-7 |
|
| R3 |
759-7 |
756-1 |
745-1 |
|
| R2 |
750-1 |
750-1 |
744-2 |
|
| R1 |
746-3 |
746-3 |
743-3 |
748-2 |
| PP |
740-3 |
740-3 |
740-3 |
741-3 |
| S1 |
736-5 |
736-5 |
741-5 |
738-4 |
| S2 |
730-5 |
730-5 |
740-6 |
|
| S3 |
720-7 |
726-7 |
739-7 |
|
| S4 |
711-1 |
717-1 |
737-1 |
|
|
| 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 |
744-2 |
714-4 |
29-6 |
4.0% |
10-0 |
1.3% |
94% |
True |
False |
114,175 |
| 10 |
756-0 |
714-4 |
41-4 |
5.6% |
9-7 |
1.3% |
67% |
False |
False |
99,943 |
| 20 |
763-0 |
714-4 |
48-4 |
6.5% |
8-5 |
1.2% |
58% |
False |
False |
79,132 |
| 40 |
774-0 |
714-4 |
59-4 |
8.0% |
9-3 |
1.3% |
47% |
False |
False |
59,030 |
| 60 |
815-0 |
714-4 |
100-4 |
13.5% |
8-6 |
1.2% |
28% |
False |
False |
48,786 |
| 80 |
838-0 |
714-4 |
123-4 |
16.6% |
8-3 |
1.1% |
23% |
False |
False |
42,115 |
| 100 |
838-0 |
642-6 |
195-2 |
26.3% |
8-7 |
1.2% |
51% |
False |
False |
38,947 |
| 120 |
838-0 |
518-4 |
319-4 |
43.0% |
8-2 |
1.1% |
70% |
False |
False |
34,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785-6 |
|
2.618 |
769-6 |
|
1.618 |
760-0 |
|
1.000 |
754-0 |
|
0.618 |
750-2 |
|
HIGH |
744-2 |
|
0.618 |
740-4 |
|
0.500 |
739-3 |
|
0.382 |
738-2 |
|
LOW |
734-4 |
|
0.618 |
728-4 |
|
1.000 |
724-6 |
|
1.618 |
718-6 |
|
2.618 |
709-0 |
|
4.250 |
693-0 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
741-4 |
738-2 |
| PP |
740-3 |
734-1 |
| S1 |
739-3 |
729-7 |
|