CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
764-6 |
752-4 |
-12-2 |
-1.6% |
763-4 |
High |
764-6 |
753-6 |
-11-0 |
-1.4% |
764-6 |
Low |
755-4 |
746-4 |
-9-0 |
-1.2% |
746-4 |
Close |
757-0 |
748-0 |
-9-0 |
-1.2% |
748-0 |
Range |
9-2 |
7-2 |
-2-0 |
-21.6% |
18-2 |
ATR |
15-4 |
15-1 |
-0-3 |
-2.3% |
0-0 |
Volume |
115,898 |
107,830 |
-8,068 |
-7.0% |
697,363 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771-1 |
766-7 |
752-0 |
|
R3 |
763-7 |
759-5 |
750-0 |
|
R2 |
756-5 |
756-5 |
749-3 |
|
R1 |
752-3 |
752-3 |
748-5 |
750-7 |
PP |
749-3 |
749-3 |
749-3 |
748-6 |
S1 |
745-1 |
745-1 |
747-3 |
743-5 |
S2 |
742-1 |
742-1 |
746-5 |
|
S3 |
734-7 |
737-7 |
746-0 |
|
S4 |
727-5 |
730-5 |
744-0 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
807-7 |
796-1 |
758-0 |
|
R3 |
789-5 |
777-7 |
753-0 |
|
R2 |
771-3 |
771-3 |
751-3 |
|
R1 |
759-5 |
759-5 |
749-5 |
756-3 |
PP |
753-1 |
753-1 |
753-1 |
751-4 |
S1 |
741-3 |
741-3 |
746-3 |
738-1 |
S2 |
734-7 |
734-7 |
744-5 |
|
S3 |
716-5 |
723-1 |
743-0 |
|
S4 |
698-3 |
704-7 |
738-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
764-6 |
746-4 |
18-2 |
2.4% |
9-3 |
1.3% |
8% |
False |
True |
139,472 |
10 |
764-6 |
710-0 |
54-6 |
7.3% |
12-7 |
1.7% |
69% |
False |
False |
146,037 |
20 |
803-0 |
710-0 |
93-0 |
12.4% |
13-1 |
1.8% |
41% |
False |
False |
152,166 |
40 |
840-0 |
710-0 |
130-0 |
17.4% |
12-6 |
1.7% |
29% |
False |
False |
148,733 |
60 |
840-0 |
710-0 |
130-0 |
17.4% |
13-6 |
1.8% |
29% |
False |
False |
155,318 |
80 |
840-0 |
506-0 |
334-0 |
44.7% |
14-4 |
1.9% |
72% |
False |
False |
160,355 |
100 |
840-0 |
506-0 |
334-0 |
44.7% |
13-3 |
1.8% |
72% |
False |
False |
144,611 |
120 |
840-0 |
502-0 |
338-0 |
45.2% |
12-3 |
1.7% |
73% |
False |
False |
131,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-4 |
2.618 |
772-6 |
1.618 |
765-4 |
1.000 |
761-0 |
0.618 |
758-2 |
HIGH |
753-6 |
0.618 |
751-0 |
0.500 |
750-1 |
0.382 |
749-2 |
LOW |
746-4 |
0.618 |
742-0 |
1.000 |
739-2 |
1.618 |
734-6 |
2.618 |
727-4 |
4.250 |
715-6 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
750-1 |
755-5 |
PP |
749-3 |
753-1 |
S1 |
748-6 |
750-4 |
|