CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
748-2 |
739-0 |
-9-2 |
-1.2% |
763-4 |
| High |
748-4 |
742-2 |
-6-2 |
-0.8% |
764-6 |
| Low |
741-4 |
733-6 |
-7-6 |
-1.0% |
746-4 |
| Close |
742-0 |
736-6 |
-5-2 |
-0.7% |
748-0 |
| Range |
7-0 |
8-4 |
1-4 |
21.4% |
18-2 |
| ATR |
14-0 |
13-5 |
-0-3 |
-2.8% |
0-0 |
| Volume |
94,819 |
120,747 |
25,928 |
27.3% |
697,363 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-1 |
758-3 |
741-3 |
|
| R3 |
754-5 |
749-7 |
739-1 |
|
| R2 |
746-1 |
746-1 |
738-2 |
|
| R1 |
741-3 |
741-3 |
737-4 |
739-4 |
| PP |
737-5 |
737-5 |
737-5 |
736-5 |
| S1 |
732-7 |
732-7 |
736-0 |
731-0 |
| S2 |
729-1 |
729-1 |
735-2 |
|
| S3 |
720-5 |
724-3 |
734-3 |
|
| S4 |
712-1 |
715-7 |
732-1 |
|
|
| 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 |
733-6 |
31-0 |
4.2% |
7-7 |
1.1% |
10% |
False |
True |
106,492 |
| 10 |
764-6 |
710-0 |
54-6 |
7.4% |
12-4 |
1.7% |
49% |
False |
False |
139,300 |
| 20 |
789-0 |
710-0 |
79-0 |
10.7% |
11-7 |
1.6% |
34% |
False |
False |
139,227 |
| 40 |
840-0 |
710-0 |
130-0 |
17.6% |
12-1 |
1.6% |
21% |
False |
False |
140,210 |
| 60 |
840-0 |
710-0 |
130-0 |
17.6% |
13-2 |
1.8% |
21% |
False |
False |
150,808 |
| 80 |
840-0 |
548-2 |
291-6 |
39.6% |
14-2 |
1.9% |
65% |
False |
False |
160,585 |
| 100 |
840-0 |
506-0 |
334-0 |
45.3% |
13-2 |
1.8% |
69% |
False |
False |
145,752 |
| 120 |
840-0 |
502-0 |
338-0 |
45.9% |
12-3 |
1.7% |
69% |
False |
False |
132,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778-3 |
|
2.618 |
764-4 |
|
1.618 |
756-0 |
|
1.000 |
750-6 |
|
0.618 |
747-4 |
|
HIGH |
742-2 |
|
0.618 |
739-0 |
|
0.500 |
738-0 |
|
0.382 |
737-0 |
|
LOW |
733-6 |
|
0.618 |
728-4 |
|
1.000 |
725-2 |
|
1.618 |
720-0 |
|
2.618 |
711-4 |
|
4.250 |
697-5 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
738-0 |
741-1 |
| PP |
737-5 |
739-5 |
| S1 |
737-1 |
738-2 |
|