CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
712-4 |
763-4 |
51-0 |
7.2% |
743-0 |
| High |
756-2 |
763-4 |
7-2 |
1.0% |
756-2 |
| Low |
710-0 |
751-4 |
41-4 |
5.8% |
710-0 |
| Close |
756-2 |
756-6 |
0-4 |
0.1% |
756-2 |
| Range |
46-2 |
12-0 |
-34-2 |
-74.1% |
46-2 |
| ATR |
17-3 |
17-0 |
-0-3 |
-2.2% |
0-0 |
| Volume |
220,632 |
169,212 |
-51,420 |
-23.3% |
763,012 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
793-2 |
787-0 |
763-3 |
|
| R3 |
781-2 |
775-0 |
760-0 |
|
| R2 |
769-2 |
769-2 |
759-0 |
|
| R1 |
763-0 |
763-0 |
757-7 |
760-1 |
| PP |
757-2 |
757-2 |
757-2 |
755-6 |
| S1 |
751-0 |
751-0 |
755-5 |
748-1 |
| S2 |
745-2 |
745-2 |
754-4 |
|
| S3 |
733-2 |
739-0 |
753-4 |
|
| S4 |
721-2 |
727-0 |
750-1 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-5 |
864-1 |
781-6 |
|
| R3 |
833-3 |
817-7 |
769-0 |
|
| R2 |
787-1 |
787-1 |
764-6 |
|
| R1 |
771-5 |
771-5 |
760-4 |
779-3 |
| PP |
740-7 |
740-7 |
740-7 |
744-6 |
| S1 |
725-3 |
725-3 |
752-0 |
733-1 |
| S2 |
694-5 |
694-5 |
747-6 |
|
| S3 |
648-3 |
679-1 |
743-4 |
|
| S4 |
602-1 |
632-7 |
730-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
763-4 |
710-0 |
53-4 |
7.1% |
16-6 |
2.2% |
87% |
True |
False |
162,663 |
| 10 |
763-4 |
710-0 |
53-4 |
7.1% |
14-4 |
1.9% |
87% |
True |
False |
153,625 |
| 20 |
814-6 |
710-0 |
104-6 |
13.8% |
13-7 |
1.8% |
45% |
False |
False |
151,504 |
| 40 |
840-0 |
710-0 |
130-0 |
17.2% |
13-2 |
1.7% |
36% |
False |
False |
149,364 |
| 60 |
840-0 |
685-4 |
154-4 |
20.4% |
14-7 |
2.0% |
46% |
False |
False |
160,332 |
| 80 |
840-0 |
506-0 |
334-0 |
44.1% |
14-3 |
1.9% |
75% |
False |
False |
158,820 |
| 100 |
840-0 |
502-0 |
338-0 |
44.7% |
13-2 |
1.8% |
75% |
False |
False |
142,368 |
| 120 |
840-0 |
502-0 |
338-0 |
44.7% |
12-2 |
1.6% |
75% |
False |
False |
128,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814-4 |
|
2.618 |
794-7 |
|
1.618 |
782-7 |
|
1.000 |
775-4 |
|
0.618 |
770-7 |
|
HIGH |
763-4 |
|
0.618 |
758-7 |
|
0.500 |
757-4 |
|
0.382 |
756-1 |
|
LOW |
751-4 |
|
0.618 |
744-1 |
|
1.000 |
739-4 |
|
1.618 |
732-1 |
|
2.618 |
720-1 |
|
4.250 |
700-4 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
757-4 |
750-1 |
| PP |
757-2 |
743-3 |
| S1 |
757-0 |
736-6 |
|