CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
762-2 |
757-6 |
-4-4 |
-0.6% |
753-0 |
High |
764-2 |
757-6 |
-6-4 |
-0.9% |
767-0 |
Low |
756-2 |
748-2 |
-8-0 |
-1.1% |
748-2 |
Close |
758-6 |
752-6 |
-6-0 |
-0.8% |
752-6 |
Range |
8-0 |
9-4 |
1-4 |
18.8% |
18-6 |
ATR |
10-0 |
10-0 |
0-0 |
0.3% |
0-0 |
Volume |
162,301 |
188,132 |
25,831 |
15.9% |
693,720 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-3 |
776-5 |
758-0 |
|
R3 |
771-7 |
767-1 |
755-3 |
|
R2 |
762-3 |
762-3 |
754-4 |
|
R1 |
757-5 |
757-5 |
753-5 |
755-2 |
PP |
752-7 |
752-7 |
752-7 |
751-6 |
S1 |
748-1 |
748-1 |
751-7 |
745-6 |
S2 |
743-3 |
743-3 |
751-0 |
|
S3 |
733-7 |
738-5 |
750-1 |
|
S4 |
724-3 |
729-1 |
747-4 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812-2 |
801-2 |
763-0 |
|
R3 |
793-4 |
782-4 |
757-7 |
|
R2 |
774-6 |
774-6 |
756-2 |
|
R1 |
763-6 |
763-6 |
754-4 |
759-7 |
PP |
756-0 |
756-0 |
756-0 |
754-0 |
S1 |
745-0 |
745-0 |
751-0 |
741-1 |
S2 |
737-2 |
737-2 |
749-2 |
|
S3 |
718-4 |
726-2 |
747-5 |
|
S4 |
699-6 |
707-4 |
742-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
767-0 |
748-2 |
18-6 |
2.5% |
8-1 |
1.1% |
24% |
False |
True |
138,744 |
10 |
767-0 |
715-4 |
51-4 |
6.8% |
8-7 |
1.2% |
72% |
False |
False |
114,417 |
20 |
767-0 |
714-4 |
52-4 |
7.0% |
8-5 |
1.2% |
73% |
False |
False |
105,432 |
40 |
774-0 |
714-4 |
59-4 |
7.9% |
8-5 |
1.1% |
64% |
False |
False |
74,202 |
60 |
806-4 |
714-4 |
92-0 |
12.2% |
8-7 |
1.2% |
42% |
False |
False |
61,892 |
80 |
838-0 |
714-4 |
123-4 |
16.4% |
8-2 |
1.1% |
31% |
False |
False |
52,099 |
100 |
838-0 |
714-4 |
123-4 |
16.4% |
8-4 |
1.1% |
31% |
False |
False |
46,494 |
120 |
838-0 |
518-4 |
319-4 |
42.4% |
8-4 |
1.1% |
73% |
False |
False |
41,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
798-1 |
2.618 |
782-5 |
1.618 |
773-1 |
1.000 |
767-2 |
0.618 |
763-5 |
HIGH |
757-6 |
0.618 |
754-1 |
0.500 |
753-0 |
0.382 |
751-7 |
LOW |
748-2 |
0.618 |
742-3 |
1.000 |
738-6 |
1.618 |
732-7 |
2.618 |
723-3 |
4.250 |
707-7 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
753-0 |
757-5 |
PP |
752-7 |
756-0 |
S1 |
752-7 |
754-3 |
|