CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
743-0 |
748-2 |
5-2 |
0.7% |
763-4 |
| High |
747-6 |
748-4 |
0-6 |
0.1% |
764-6 |
| Low |
740-4 |
741-4 |
1-0 |
0.1% |
746-4 |
| Close |
742-0 |
742-0 |
0-0 |
0.0% |
748-0 |
| Range |
7-2 |
7-0 |
-0-2 |
-3.4% |
18-2 |
| ATR |
14-4 |
14-0 |
-0-4 |
-3.7% |
0-0 |
| Volume |
93,168 |
94,819 |
1,651 |
1.8% |
697,363 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-0 |
760-4 |
745-7 |
|
| R3 |
758-0 |
753-4 |
743-7 |
|
| R2 |
751-0 |
751-0 |
743-2 |
|
| R1 |
746-4 |
746-4 |
742-5 |
745-2 |
| PP |
744-0 |
744-0 |
744-0 |
743-3 |
| S1 |
739-4 |
739-4 |
741-3 |
738-2 |
| S2 |
737-0 |
737-0 |
740-6 |
|
| S3 |
730-0 |
732-4 |
740-1 |
|
| S4 |
723-0 |
725-4 |
738-1 |
|
|
| 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 |
740-4 |
24-2 |
3.3% |
8-5 |
1.2% |
6% |
False |
False |
116,798 |
| 10 |
764-6 |
710-0 |
54-6 |
7.4% |
12-5 |
1.7% |
58% |
False |
False |
144,017 |
| 20 |
789-0 |
710-0 |
79-0 |
10.6% |
12-2 |
1.7% |
41% |
False |
False |
145,156 |
| 40 |
840-0 |
710-0 |
130-0 |
17.5% |
12-1 |
1.6% |
25% |
False |
False |
142,177 |
| 60 |
840-0 |
710-0 |
130-0 |
17.5% |
13-4 |
1.8% |
25% |
False |
False |
152,170 |
| 80 |
840-0 |
520-2 |
319-6 |
43.1% |
14-3 |
1.9% |
69% |
False |
False |
160,187 |
| 100 |
840-0 |
506-0 |
334-0 |
45.0% |
13-2 |
1.8% |
71% |
False |
False |
145,123 |
| 120 |
840-0 |
502-0 |
338-0 |
45.6% |
12-3 |
1.7% |
71% |
False |
False |
131,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778-2 |
|
2.618 |
766-7 |
|
1.618 |
759-7 |
|
1.000 |
755-4 |
|
0.618 |
752-7 |
|
HIGH |
748-4 |
|
0.618 |
745-7 |
|
0.500 |
745-0 |
|
0.382 |
744-1 |
|
LOW |
741-4 |
|
0.618 |
737-1 |
|
1.000 |
734-4 |
|
1.618 |
730-1 |
|
2.618 |
723-1 |
|
4.250 |
711-6 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745-0 |
747-1 |
| PP |
744-0 |
745-3 |
| S1 |
743-0 |
743-6 |
|