CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
754-0 |
760-4 |
6-4 |
0.9% |
734-4 |
High |
764-2 |
767-0 |
2-6 |
0.4% |
752-0 |
Low |
753-4 |
760-4 |
7-0 |
0.9% |
734-4 |
Close |
764-0 |
764-0 |
0-0 |
0.0% |
749-6 |
Range |
10-6 |
6-4 |
-4-2 |
-39.5% |
17-4 |
ATR |
10-4 |
10-1 |
-0-2 |
-2.7% |
0-0 |
Volume |
129,188 |
163,459 |
34,271 |
26.5% |
371,057 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
783-3 |
780-1 |
767-5 |
|
R3 |
776-7 |
773-5 |
765-6 |
|
R2 |
770-3 |
770-3 |
765-2 |
|
R1 |
767-1 |
767-1 |
764-5 |
768-6 |
PP |
763-7 |
763-7 |
763-7 |
764-5 |
S1 |
760-5 |
760-5 |
763-3 |
762-2 |
S2 |
757-3 |
757-3 |
762-6 |
|
S3 |
750-7 |
754-1 |
762-2 |
|
S4 |
744-3 |
747-5 |
760-3 |
|
|
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 |
767-0 |
742-4 |
24-4 |
3.2% |
6-6 |
0.9% |
88% |
True |
False |
103,391 |
10 |
767-0 |
715-4 |
51-4 |
6.7% |
8-1 |
1.1% |
94% |
True |
False |
104,153 |
20 |
767-0 |
714-4 |
52-4 |
6.9% |
8-7 |
1.2% |
94% |
True |
False |
95,597 |
40 |
774-0 |
714-4 |
59-4 |
7.8% |
8-6 |
1.1% |
83% |
False |
False |
68,027 |
60 |
806-4 |
714-4 |
92-0 |
12.0% |
8-6 |
1.1% |
54% |
False |
False |
56,914 |
80 |
838-0 |
714-4 |
123-4 |
16.2% |
8-1 |
1.1% |
40% |
False |
False |
48,131 |
100 |
838-0 |
696-0 |
142-0 |
18.6% |
8-7 |
1.2% |
48% |
False |
False |
43,634 |
120 |
838-0 |
518-4 |
319-4 |
41.8% |
8-3 |
1.1% |
77% |
False |
False |
39,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
794-5 |
2.618 |
784-0 |
1.618 |
777-4 |
1.000 |
773-4 |
0.618 |
771-0 |
HIGH |
767-0 |
0.618 |
764-4 |
0.500 |
763-6 |
0.382 |
763-0 |
LOW |
760-4 |
0.618 |
756-4 |
1.000 |
754-0 |
1.618 |
750-0 |
2.618 |
743-4 |
4.250 |
732-7 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
763-7 |
762-1 |
PP |
763-7 |
760-3 |
S1 |
763-6 |
758-4 |
|