CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
742-6 |
743-6 |
1-0 |
0.1% |
743-0 |
| High |
744-6 |
744-0 |
-0-6 |
-0.1% |
776-0 |
| Low |
733-0 |
735-0 |
2-0 |
0.3% |
733-6 |
| Close |
737-2 |
738-2 |
1-0 |
0.1% |
752-6 |
| Range |
11-6 |
9-0 |
-2-6 |
-23.4% |
42-2 |
| ATR |
16-2 |
15-6 |
-0-4 |
-3.2% |
0-0 |
| Volume |
123,034 |
105,944 |
-17,090 |
-13.9% |
707,526 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766-1 |
761-1 |
743-2 |
|
| R3 |
757-1 |
752-1 |
740-6 |
|
| R2 |
748-1 |
748-1 |
739-7 |
|
| R1 |
743-1 |
743-1 |
739-1 |
741-1 |
| PP |
739-1 |
739-1 |
739-1 |
738-0 |
| S1 |
734-1 |
734-1 |
737-3 |
732-1 |
| S2 |
730-1 |
730-1 |
736-5 |
|
| S3 |
721-1 |
725-1 |
735-6 |
|
| S4 |
712-1 |
716-1 |
733-2 |
|
|
| 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 |
733-0 |
43-0 |
5.8% |
17-1 |
2.3% |
12% |
False |
False |
149,703 |
| 10 |
776-0 |
733-0 |
43-0 |
5.8% |
12-7 |
1.7% |
12% |
False |
False |
133,251 |
| 20 |
776-0 |
710-0 |
66-0 |
8.9% |
13-2 |
1.8% |
43% |
False |
False |
141,413 |
| 40 |
840-0 |
710-0 |
130-0 |
17.6% |
13-1 |
1.8% |
22% |
False |
False |
143,940 |
| 60 |
840-0 |
710-0 |
130-0 |
17.6% |
13-2 |
1.8% |
22% |
False |
False |
148,169 |
| 80 |
840-0 |
589-0 |
251-0 |
34.0% |
14-4 |
2.0% |
59% |
False |
False |
160,776 |
| 100 |
840-0 |
506-0 |
334-0 |
45.2% |
13-4 |
1.8% |
70% |
False |
False |
148,713 |
| 120 |
840-0 |
502-0 |
338-0 |
45.8% |
12-6 |
1.7% |
70% |
False |
False |
135,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782-2 |
|
2.618 |
767-4 |
|
1.618 |
758-4 |
|
1.000 |
753-0 |
|
0.618 |
749-4 |
|
HIGH |
744-0 |
|
0.618 |
740-4 |
|
0.500 |
739-4 |
|
0.382 |
738-4 |
|
LOW |
735-0 |
|
0.618 |
729-4 |
|
1.000 |
726-0 |
|
1.618 |
720-4 |
|
2.618 |
711-4 |
|
4.250 |
696-6 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
739-4 |
750-2 |
| PP |
739-1 |
746-2 |
| S1 |
738-5 |
742-2 |
|