CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
737-0 |
767-0 |
30-0 |
4.1% |
743-0 |
| High |
776-0 |
767-4 |
-8-4 |
-1.1% |
776-0 |
| Low |
737-0 |
750-0 |
13-0 |
1.8% |
733-6 |
| Close |
773-2 |
752-6 |
-20-4 |
-2.7% |
752-6 |
| Range |
39-0 |
17-4 |
-21-4 |
-55.1% |
42-2 |
| ATR |
15-4 |
16-0 |
0-4 |
3.6% |
0-0 |
| Volume |
249,946 |
148,846 |
-101,100 |
-40.4% |
707,526 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809-2 |
798-4 |
762-3 |
|
| R3 |
791-6 |
781-0 |
757-4 |
|
| R2 |
774-2 |
774-2 |
756-0 |
|
| R1 |
763-4 |
763-4 |
754-3 |
760-1 |
| PP |
756-6 |
756-6 |
756-6 |
755-0 |
| S1 |
746-0 |
746-0 |
751-1 |
742-5 |
| S2 |
739-2 |
739-2 |
749-4 |
|
| S3 |
721-6 |
728-4 |
748-0 |
|
| S4 |
704-2 |
711-0 |
743-1 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880-7 |
859-1 |
776-0 |
|
| R3 |
838-5 |
816-7 |
764-3 |
|
| R2 |
796-3 |
796-3 |
760-4 |
|
| R1 |
774-5 |
774-5 |
756-5 |
785-4 |
| PP |
754-1 |
754-1 |
754-1 |
759-5 |
| S1 |
732-3 |
732-3 |
748-7 |
743-2 |
| S2 |
711-7 |
711-7 |
745-0 |
|
| S3 |
669-5 |
690-1 |
741-1 |
|
| S4 |
627-3 |
647-7 |
729-4 |
|
|
| 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 |
5.6% |
15-7 |
2.1% |
45% |
False |
False |
141,505 |
| 10 |
776-0 |
733-6 |
42-2 |
5.6% |
12-5 |
1.7% |
45% |
False |
False |
140,488 |
| 20 |
776-0 |
710-0 |
66-0 |
8.8% |
13-7 |
1.8% |
65% |
False |
False |
146,608 |
| 40 |
840-0 |
710-0 |
130-0 |
17.3% |
13-1 |
1.7% |
33% |
False |
False |
143,805 |
| 60 |
840-0 |
710-0 |
130-0 |
17.3% |
13-5 |
1.8% |
33% |
False |
False |
151,115 |
| 80 |
840-0 |
548-2 |
291-6 |
38.8% |
14-5 |
1.9% |
70% |
False |
False |
161,401 |
| 100 |
840-0 |
506-0 |
334-0 |
44.4% |
13-5 |
1.8% |
74% |
False |
False |
148,069 |
| 120 |
840-0 |
502-0 |
338-0 |
44.9% |
12-6 |
1.7% |
74% |
False |
False |
134,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841-7 |
|
2.618 |
813-3 |
|
1.618 |
795-7 |
|
1.000 |
785-0 |
|
0.618 |
778-3 |
|
HIGH |
767-4 |
|
0.618 |
760-7 |
|
0.500 |
758-6 |
|
0.382 |
756-5 |
|
LOW |
750-0 |
|
0.618 |
739-1 |
|
1.000 |
732-4 |
|
1.618 |
721-5 |
|
2.618 |
704-1 |
|
4.250 |
675-5 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758-6 |
754-7 |
| PP |
756-6 |
754-1 |
| S1 |
754-6 |
753-4 |
|