CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
740-4 |
748-6 |
8-2 |
1.1% |
733-0 |
High |
750-0 |
748-6 |
-1-2 |
-0.2% |
733-0 |
Low |
739-6 |
742-4 |
2-6 |
0.4% |
714-4 |
Close |
747-2 |
745-2 |
-2-0 |
-0.3% |
731-0 |
Range |
10-2 |
6-2 |
-4-0 |
-39.0% |
18-4 |
ATR |
11-2 |
10-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
90,725 |
90,473 |
-252 |
-0.3% |
609,263 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-2 |
761-0 |
748-6 |
|
R3 |
758-0 |
754-6 |
747-0 |
|
R2 |
751-6 |
751-6 |
746-3 |
|
R1 |
748-4 |
748-4 |
745-7 |
747-0 |
PP |
745-4 |
745-4 |
745-4 |
744-6 |
S1 |
742-2 |
742-2 |
744-5 |
740-6 |
S2 |
739-2 |
739-2 |
744-1 |
|
S3 |
733-0 |
736-0 |
743-4 |
|
S4 |
726-6 |
729-6 |
741-6 |
|
|
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% |
9-6 |
1.3% |
86% |
False |
False |
93,003 |
10 |
756-0 |
714-4 |
41-4 |
5.6% |
10-1 |
1.4% |
74% |
False |
False |
107,762 |
20 |
763-0 |
714-4 |
48-4 |
6.5% |
8-6 |
1.2% |
63% |
False |
False |
84,554 |
40 |
774-0 |
714-4 |
59-4 |
8.0% |
9-5 |
1.3% |
52% |
False |
False |
62,213 |
60 |
815-0 |
714-4 |
100-4 |
13.5% |
8-7 |
1.2% |
31% |
False |
False |
51,176 |
80 |
838-0 |
714-4 |
123-4 |
16.6% |
8-3 |
1.1% |
25% |
False |
False |
43,950 |
100 |
838-0 |
675-4 |
162-4 |
21.8% |
9-0 |
1.2% |
43% |
False |
False |
40,388 |
120 |
838-0 |
518-4 |
319-4 |
42.9% |
8-2 |
1.1% |
71% |
False |
False |
36,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
775-2 |
2.618 |
765-1 |
1.618 |
758-7 |
1.000 |
755-0 |
0.618 |
752-5 |
HIGH |
748-6 |
0.618 |
746-3 |
0.500 |
745-5 |
0.382 |
744-7 |
LOW |
742-4 |
0.618 |
738-5 |
1.000 |
736-2 |
1.618 |
732-3 |
2.618 |
726-1 |
4.250 |
716-0 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
745-5 |
744-2 |
PP |
745-4 |
743-2 |
S1 |
745-3 |
742-2 |
|