CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
760-4 |
762-2 |
1-6 |
0.2% |
734-4 |
High |
767-0 |
764-2 |
-2-6 |
-0.4% |
752-0 |
Low |
760-4 |
756-2 |
-4-2 |
-0.6% |
734-4 |
Close |
764-0 |
758-6 |
-5-2 |
-0.7% |
749-6 |
Range |
6-4 |
8-0 |
1-4 |
23.1% |
17-4 |
ATR |
10-1 |
10-0 |
-0-1 |
-1.5% |
0-0 |
Volume |
163,459 |
162,301 |
-1,158 |
-0.7% |
371,057 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
783-6 |
779-2 |
763-1 |
|
R3 |
775-6 |
771-2 |
761-0 |
|
R2 |
767-6 |
767-6 |
760-2 |
|
R1 |
763-2 |
763-2 |
759-4 |
761-4 |
PP |
759-6 |
759-6 |
759-6 |
758-7 |
S1 |
755-2 |
755-2 |
758-0 |
753-4 |
S2 |
751-6 |
751-6 |
757-2 |
|
S3 |
743-6 |
747-2 |
756-4 |
|
S4 |
735-6 |
739-2 |
754-3 |
|
|
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 |
747-4 |
19-4 |
2.6% |
7-1 |
0.9% |
58% |
False |
False |
117,757 |
10 |
767-0 |
715-4 |
51-4 |
6.8% |
8-4 |
1.1% |
84% |
False |
False |
105,380 |
20 |
767-0 |
714-4 |
52-4 |
6.9% |
8-6 |
1.1% |
84% |
False |
False |
100,485 |
40 |
774-0 |
714-4 |
59-4 |
7.8% |
8-5 |
1.1% |
74% |
False |
False |
71,080 |
60 |
806-4 |
714-4 |
92-0 |
12.1% |
8-6 |
1.2% |
48% |
False |
False |
59,160 |
80 |
838-0 |
714-4 |
123-4 |
16.3% |
8-2 |
1.1% |
36% |
False |
False |
49,982 |
100 |
838-0 |
696-0 |
142-0 |
18.7% |
8-7 |
1.2% |
44% |
False |
False |
44,798 |
120 |
838-0 |
518-4 |
319-4 |
42.1% |
8-4 |
1.1% |
75% |
False |
False |
40,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
798-2 |
2.618 |
785-2 |
1.618 |
777-2 |
1.000 |
772-2 |
0.618 |
769-2 |
HIGH |
764-2 |
0.618 |
761-2 |
0.500 |
760-2 |
0.382 |
759-2 |
LOW |
756-2 |
0.618 |
751-2 |
1.000 |
748-2 |
1.618 |
743-2 |
2.618 |
735-2 |
4.250 |
722-2 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
760-2 |
760-2 |
PP |
759-6 |
759-6 |
S1 |
759-2 |
759-2 |
|