CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
751-0 |
764-6 |
13-6 |
1.8% |
743-0 |
| High |
763-4 |
764-6 |
1-2 |
0.2% |
756-2 |
| Low |
751-0 |
755-4 |
4-4 |
0.6% |
710-0 |
| Close |
756-6 |
757-0 |
0-2 |
0.0% |
756-2 |
| Range |
12-4 |
9-2 |
-3-2 |
-26.0% |
46-2 |
| ATR |
15-7 |
15-4 |
-0-4 |
-3.0% |
0-0 |
| Volume |
172,279 |
115,898 |
-56,381 |
-32.7% |
763,012 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-7 |
781-1 |
762-1 |
|
| R3 |
777-5 |
771-7 |
759-4 |
|
| R2 |
768-3 |
768-3 |
758-6 |
|
| R1 |
762-5 |
762-5 |
757-7 |
760-7 |
| PP |
759-1 |
759-1 |
759-1 |
758-2 |
| S1 |
753-3 |
753-3 |
756-1 |
751-5 |
| S2 |
749-7 |
749-7 |
755-2 |
|
| S3 |
740-5 |
744-1 |
754-4 |
|
| S4 |
731-3 |
734-7 |
751-7 |
|
|
| 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 |
764-6 |
710-0 |
54-6 |
7.2% |
17-2 |
2.3% |
86% |
True |
False |
162,033 |
| 10 |
764-6 |
710-0 |
54-6 |
7.2% |
12-7 |
1.7% |
86% |
True |
False |
148,070 |
| 20 |
804-0 |
710-0 |
94-0 |
12.4% |
13-3 |
1.8% |
50% |
False |
False |
152,170 |
| 40 |
840-0 |
710-0 |
130-0 |
17.2% |
12-6 |
1.7% |
36% |
False |
False |
150,386 |
| 60 |
840-0 |
710-0 |
130-0 |
17.2% |
14-0 |
1.8% |
36% |
False |
False |
159,044 |
| 80 |
840-0 |
506-0 |
334-0 |
44.1% |
14-3 |
1.9% |
75% |
False |
False |
160,439 |
| 100 |
840-0 |
506-0 |
334-0 |
44.1% |
13-3 |
1.8% |
75% |
False |
False |
144,107 |
| 120 |
840-0 |
502-0 |
338-0 |
44.6% |
12-3 |
1.6% |
75% |
False |
False |
130,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804-0 |
|
2.618 |
789-0 |
|
1.618 |
779-6 |
|
1.000 |
774-0 |
|
0.618 |
770-4 |
|
HIGH |
764-6 |
|
0.618 |
761-2 |
|
0.500 |
760-1 |
|
0.382 |
759-0 |
|
LOW |
755-4 |
|
0.618 |
749-6 |
|
1.000 |
746-2 |
|
1.618 |
740-4 |
|
2.618 |
731-2 |
|
4.250 |
716-2 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
760-1 |
757-7 |
| PP |
759-1 |
757-5 |
| S1 |
758-0 |
757-2 |
|