CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
739-0 |
737-0 |
-2-0 |
-0.3% |
763-4 |
| High |
742-2 |
776-0 |
33-6 |
4.5% |
764-6 |
| Low |
733-6 |
737-0 |
3-2 |
0.4% |
746-4 |
| Close |
736-6 |
773-2 |
36-4 |
5.0% |
748-0 |
| Range |
8-4 |
39-0 |
30-4 |
358.8% |
18-2 |
| ATR |
13-5 |
15-4 |
1-7 |
13.4% |
0-0 |
| Volume |
120,747 |
249,946 |
129,199 |
107.0% |
697,363 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-1 |
865-1 |
794-6 |
|
| R3 |
840-1 |
826-1 |
784-0 |
|
| R2 |
801-1 |
801-1 |
780-3 |
|
| R1 |
787-1 |
787-1 |
776-7 |
794-1 |
| PP |
762-1 |
762-1 |
762-1 |
765-4 |
| S1 |
748-1 |
748-1 |
769-5 |
755-1 |
| S2 |
723-1 |
723-1 |
766-1 |
|
| S3 |
684-1 |
709-1 |
762-4 |
|
| S4 |
645-1 |
670-1 |
751-6 |
|
|
| 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 |
776-0 |
733-6 |
42-2 |
5.5% |
13-6 |
1.8% |
93% |
True |
False |
133,302 |
| 10 |
776-0 |
710-0 |
66-0 |
8.5% |
15-4 |
2.0% |
96% |
True |
False |
147,667 |
| 20 |
789-0 |
710-0 |
79-0 |
10.2% |
13-4 |
1.8% |
80% |
False |
False |
146,270 |
| 40 |
840-0 |
710-0 |
130-0 |
16.8% |
12-7 |
1.7% |
49% |
False |
False |
143,689 |
| 60 |
840-0 |
710-0 |
130-0 |
16.8% |
13-5 |
1.8% |
49% |
False |
False |
151,760 |
| 80 |
840-0 |
548-2 |
291-6 |
37.7% |
14-5 |
1.9% |
77% |
False |
False |
161,874 |
| 100 |
840-0 |
506-0 |
334-0 |
43.2% |
13-4 |
1.8% |
80% |
False |
False |
147,301 |
| 120 |
840-0 |
502-0 |
338-0 |
43.7% |
12-5 |
1.6% |
80% |
False |
False |
133,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
941-6 |
|
2.618 |
878-1 |
|
1.618 |
839-1 |
|
1.000 |
815-0 |
|
0.618 |
800-1 |
|
HIGH |
776-0 |
|
0.618 |
761-1 |
|
0.500 |
756-4 |
|
0.382 |
751-7 |
|
LOW |
737-0 |
|
0.618 |
712-7 |
|
1.000 |
698-0 |
|
1.618 |
673-7 |
|
2.618 |
634-7 |
|
4.250 |
571-2 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767-5 |
767-1 |
| PP |
762-1 |
761-0 |
| S1 |
756-4 |
754-7 |
|