CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
748-6 |
751-0 |
2-2 |
0.3% |
734-4 |
High |
748-6 |
752-0 |
3-2 |
0.4% |
752-0 |
Low |
742-4 |
747-4 |
5-0 |
0.7% |
734-4 |
Close |
745-2 |
749-6 |
4-4 |
0.6% |
749-6 |
Range |
6-2 |
4-4 |
-1-6 |
-28.0% |
17-4 |
ATR |
10-7 |
10-5 |
-0-2 |
-2.7% |
0-0 |
Volume |
90,473 |
83,198 |
-7,275 |
-8.0% |
371,057 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763-2 |
761-0 |
752-2 |
|
R3 |
758-6 |
756-4 |
751-0 |
|
R2 |
754-2 |
754-2 |
750-5 |
|
R1 |
752-0 |
752-0 |
750-1 |
750-7 |
PP |
749-6 |
749-6 |
749-6 |
749-2 |
S1 |
747-4 |
747-4 |
749-3 |
746-3 |
S2 |
745-2 |
745-2 |
748-7 |
|
S3 |
740-6 |
743-0 |
748-4 |
|
S4 |
736-2 |
738-4 |
747-2 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797-7 |
791-3 |
759-3 |
|
R3 |
780-3 |
773-7 |
754-4 |
|
R2 |
762-7 |
762-7 |
753-0 |
|
R1 |
756-3 |
756-3 |
751-3 |
759-5 |
PP |
745-3 |
745-3 |
745-3 |
747-0 |
S1 |
738-7 |
738-7 |
748-1 |
742-1 |
S2 |
727-7 |
727-7 |
746-4 |
|
S3 |
710-3 |
721-3 |
745-0 |
|
S4 |
692-7 |
703-7 |
740-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
752-0 |
715-4 |
36-4 |
4.9% |
9-5 |
1.3% |
94% |
True |
False |
90,090 |
10 |
756-0 |
714-4 |
41-4 |
5.5% |
10-0 |
1.3% |
85% |
False |
False |
107,111 |
20 |
763-0 |
714-4 |
48-4 |
6.5% |
8-3 |
1.1% |
73% |
False |
False |
84,636 |
40 |
774-0 |
714-4 |
59-4 |
7.9% |
9-5 |
1.3% |
59% |
False |
False |
63,057 |
60 |
815-0 |
714-4 |
100-4 |
13.4% |
8-7 |
1.2% |
35% |
False |
False |
52,299 |
80 |
838-0 |
714-4 |
123-4 |
16.5% |
8-2 |
1.1% |
29% |
False |
False |
44,802 |
100 |
838-0 |
696-0 |
142-0 |
18.9% |
8-7 |
1.2% |
38% |
False |
False |
40,978 |
120 |
838-0 |
518-4 |
319-4 |
42.6% |
8-2 |
1.1% |
72% |
False |
False |
36,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
771-1 |
2.618 |
763-6 |
1.618 |
759-2 |
1.000 |
756-4 |
0.618 |
754-6 |
HIGH |
752-0 |
0.618 |
750-2 |
0.500 |
749-6 |
0.382 |
749-2 |
LOW |
747-4 |
0.618 |
744-6 |
1.000 |
743-0 |
1.618 |
740-2 |
2.618 |
735-6 |
4.250 |
728-3 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
749-6 |
748-4 |
PP |
749-6 |
747-1 |
S1 |
749-6 |
745-7 |
|