CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
734-4 |
740-4 |
6-0 |
0.8% |
733-0 |
High |
744-2 |
750-0 |
5-6 |
0.8% |
733-0 |
Low |
734-4 |
739-6 |
5-2 |
0.7% |
714-4 |
Close |
742-4 |
747-2 |
4-6 |
0.6% |
731-0 |
Range |
9-6 |
10-2 |
0-4 |
5.1% |
18-4 |
ATR |
11-2 |
11-2 |
-0-1 |
-0.7% |
0-0 |
Volume |
106,661 |
90,725 |
-15,936 |
-14.9% |
609,263 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
776-3 |
772-1 |
752-7 |
|
R3 |
766-1 |
761-7 |
750-1 |
|
R2 |
755-7 |
755-7 |
749-1 |
|
R1 |
751-5 |
751-5 |
748-2 |
753-6 |
PP |
745-5 |
745-5 |
745-5 |
746-6 |
S1 |
741-3 |
741-3 |
746-2 |
743-4 |
S2 |
735-3 |
735-3 |
745-3 |
|
S3 |
725-1 |
731-1 |
744-3 |
|
S4 |
714-7 |
720-7 |
741-5 |
|
|
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 |
750-0 |
715-4 |
34-4 |
4.6% |
9-4 |
1.3% |
92% |
True |
False |
104,916 |
10 |
756-0 |
714-4 |
41-4 |
5.6% |
10-6 |
1.4% |
79% |
False |
False |
104,148 |
20 |
763-0 |
714-4 |
48-4 |
6.5% |
8-6 |
1.2% |
68% |
False |
False |
82,715 |
40 |
774-0 |
714-4 |
59-4 |
8.0% |
9-4 |
1.3% |
55% |
False |
False |
60,524 |
60 |
815-0 |
714-4 |
100-4 |
13.4% |
8-6 |
1.2% |
33% |
False |
False |
49,926 |
80 |
838-0 |
714-4 |
123-4 |
16.5% |
8-3 |
1.1% |
27% |
False |
False |
43,034 |
100 |
838-0 |
664-4 |
173-4 |
23.2% |
8-7 |
1.2% |
48% |
False |
False |
39,666 |
120 |
838-0 |
518-4 |
319-4 |
42.8% |
8-2 |
1.1% |
72% |
False |
False |
35,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
793-4 |
2.618 |
776-7 |
1.618 |
766-5 |
1.000 |
760-2 |
0.618 |
756-3 |
HIGH |
750-0 |
0.618 |
746-1 |
0.500 |
744-7 |
0.382 |
743-5 |
LOW |
739-6 |
0.618 |
733-3 |
1.000 |
729-4 |
1.618 |
723-1 |
2.618 |
712-7 |
4.250 |
696-2 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
746-4 |
742-3 |
PP |
745-5 |
737-5 |
S1 |
744-7 |
732-6 |
|