CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
751-0 |
753-0 |
2-0 |
0.3% |
734-4 |
High |
752-0 |
756-0 |
4-0 |
0.5% |
752-0 |
Low |
747-4 |
750-0 |
2-4 |
0.3% |
734-4 |
Close |
749-6 |
751-2 |
1-4 |
0.2% |
749-6 |
Range |
4-4 |
6-0 |
1-4 |
33.3% |
17-4 |
ATR |
10-5 |
10-2 |
-0-2 |
-2.9% |
0-0 |
Volume |
83,198 |
50,640 |
-32,558 |
-39.1% |
371,057 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
770-3 |
766-7 |
754-4 |
|
R3 |
764-3 |
760-7 |
752-7 |
|
R2 |
758-3 |
758-3 |
752-3 |
|
R1 |
754-7 |
754-7 |
751-6 |
753-5 |
PP |
752-3 |
752-3 |
752-3 |
751-6 |
S1 |
748-7 |
748-7 |
750-6 |
747-5 |
S2 |
746-3 |
746-3 |
750-1 |
|
S3 |
740-3 |
742-7 |
749-5 |
|
S4 |
734-3 |
736-7 |
748-0 |
|
|
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 |
756-0 |
734-4 |
21-4 |
2.9% |
7-3 |
1.0% |
78% |
True |
False |
84,339 |
10 |
756-0 |
714-4 |
41-4 |
5.5% |
9-1 |
1.2% |
89% |
True |
False |
103,096 |
20 |
763-0 |
714-4 |
48-4 |
6.5% |
8-3 |
1.1% |
76% |
False |
False |
84,713 |
40 |
774-0 |
714-4 |
59-4 |
7.9% |
8-5 |
1.2% |
62% |
False |
False |
63,270 |
60 |
815-0 |
714-4 |
100-4 |
13.4% |
8-7 |
1.2% |
37% |
False |
False |
52,795 |
80 |
838-0 |
714-4 |
123-4 |
16.4% |
8-2 |
1.1% |
30% |
False |
False |
45,135 |
100 |
838-0 |
696-0 |
142-0 |
18.9% |
8-6 |
1.2% |
39% |
False |
False |
41,294 |
120 |
838-0 |
518-4 |
319-4 |
42.5% |
8-3 |
1.1% |
73% |
False |
False |
37,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
781-4 |
2.618 |
771-6 |
1.618 |
765-6 |
1.000 |
762-0 |
0.618 |
759-6 |
HIGH |
756-0 |
0.618 |
753-6 |
0.500 |
753-0 |
0.382 |
752-2 |
LOW |
750-0 |
0.618 |
746-2 |
1.000 |
744-0 |
1.618 |
740-2 |
2.618 |
734-2 |
4.250 |
724-4 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
753-0 |
750-5 |
PP |
752-3 |
749-7 |
S1 |
751-7 |
749-2 |
|