CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
753-0 |
754-0 |
1-0 |
0.1% |
734-4 |
High |
756-0 |
764-2 |
8-2 |
1.1% |
752-0 |
Low |
750-0 |
753-4 |
3-4 |
0.5% |
734-4 |
Close |
751-2 |
764-0 |
12-6 |
1.7% |
749-6 |
Range |
6-0 |
10-6 |
4-6 |
79.2% |
17-4 |
ATR |
10-2 |
10-4 |
0-2 |
1.9% |
0-0 |
Volume |
50,640 |
129,188 |
78,548 |
155.1% |
371,057 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
792-7 |
789-1 |
769-7 |
|
R3 |
782-1 |
778-3 |
767-0 |
|
R2 |
771-3 |
771-3 |
766-0 |
|
R1 |
767-5 |
767-5 |
765-0 |
769-4 |
PP |
760-5 |
760-5 |
760-5 |
761-4 |
S1 |
756-7 |
756-7 |
763-0 |
758-6 |
S2 |
749-7 |
749-7 |
762-0 |
|
S3 |
739-1 |
746-1 |
761-0 |
|
S4 |
728-3 |
735-3 |
758-1 |
|
|
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 |
764-2 |
739-6 |
24-4 |
3.2% |
7-4 |
1.0% |
99% |
True |
False |
88,844 |
10 |
764-2 |
714-4 |
49-6 |
6.5% |
8-6 |
1.1% |
99% |
True |
False |
101,510 |
20 |
764-2 |
714-4 |
49-6 |
6.5% |
8-5 |
1.1% |
99% |
True |
False |
89,062 |
40 |
774-0 |
714-4 |
59-4 |
7.8% |
8-6 |
1.1% |
83% |
False |
False |
64,930 |
60 |
815-0 |
714-4 |
100-4 |
13.2% |
8-7 |
1.2% |
49% |
False |
False |
54,637 |
80 |
838-0 |
714-4 |
123-4 |
16.2% |
8-2 |
1.1% |
40% |
False |
False |
46,381 |
100 |
838-0 |
696-0 |
142-0 |
18.6% |
8-7 |
1.2% |
48% |
False |
False |
42,266 |
120 |
838-0 |
518-4 |
319-4 |
41.8% |
8-3 |
1.1% |
77% |
False |
False |
38,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
810-0 |
2.618 |
792-3 |
1.618 |
781-5 |
1.000 |
775-0 |
0.618 |
770-7 |
HIGH |
764-2 |
0.618 |
760-1 |
0.500 |
758-7 |
0.382 |
757-5 |
LOW |
753-4 |
0.618 |
746-7 |
1.000 |
742-6 |
1.618 |
736-1 |
2.618 |
725-3 |
4.250 |
707-6 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
762-2 |
761-2 |
PP |
760-5 |
758-5 |
S1 |
758-7 |
755-7 |
|