CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
763-4 |
753-4 |
-10-0 |
-1.3% |
743-0 |
| High |
763-4 |
758-4 |
-5-0 |
-0.7% |
756-2 |
| Low |
751-4 |
752-4 |
1-0 |
0.1% |
710-0 |
| Close |
756-6 |
758-2 |
1-4 |
0.2% |
756-2 |
| Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
46-2 |
| ATR |
17-0 |
16-2 |
-0-6 |
-4.6% |
0-0 |
| Volume |
169,212 |
132,144 |
-37,068 |
-21.9% |
763,012 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-3 |
772-3 |
761-4 |
|
| R3 |
768-3 |
766-3 |
759-7 |
|
| R2 |
762-3 |
762-3 |
759-3 |
|
| R1 |
760-3 |
760-3 |
758-6 |
761-3 |
| PP |
756-3 |
756-3 |
756-3 |
757-0 |
| S1 |
754-3 |
754-3 |
757-6 |
755-3 |
| S2 |
750-3 |
750-3 |
757-1 |
|
| S3 |
744-3 |
748-3 |
756-5 |
|
| S4 |
738-3 |
742-3 |
755-0 |
|
|
| 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% |
16-5 |
2.2% |
90% |
False |
False |
171,236 |
| 10 |
763-4 |
710-0 |
53-4 |
7.1% |
13-6 |
1.8% |
90% |
False |
False |
149,575 |
| 20 |
804-0 |
710-0 |
94-0 |
12.4% |
13-3 |
1.8% |
51% |
False |
False |
150,620 |
| 40 |
840-0 |
710-0 |
130-0 |
17.1% |
13-0 |
1.7% |
37% |
False |
False |
149,306 |
| 60 |
840-0 |
685-4 |
154-4 |
20.4% |
14-7 |
2.0% |
47% |
False |
False |
160,198 |
| 80 |
840-0 |
506-0 |
334-0 |
44.0% |
14-3 |
1.9% |
76% |
False |
False |
159,075 |
| 100 |
840-0 |
502-0 |
338-0 |
44.6% |
13-2 |
1.8% |
76% |
False |
False |
143,039 |
| 120 |
840-0 |
502-0 |
338-0 |
44.6% |
12-2 |
1.6% |
76% |
False |
False |
128,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784-0 |
|
2.618 |
774-2 |
|
1.618 |
768-2 |
|
1.000 |
764-4 |
|
0.618 |
762-2 |
|
HIGH |
758-4 |
|
0.618 |
756-2 |
|
0.500 |
755-4 |
|
0.382 |
754-6 |
|
LOW |
752-4 |
|
0.618 |
748-6 |
|
1.000 |
746-4 |
|
1.618 |
742-6 |
|
2.618 |
736-6 |
|
4.250 |
727-0 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
757-3 |
751-1 |
| PP |
756-3 |
743-7 |
| S1 |
755-4 |
736-6 |
|