CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
743-6 |
741-6 |
-2-0 |
-0.3% |
743-0 |
High |
744-0 |
746-0 |
2-0 |
0.3% |
776-0 |
Low |
735-0 |
739-0 |
4-0 |
0.5% |
733-6 |
Close |
738-2 |
745-4 |
7-2 |
1.0% |
752-6 |
Range |
9-0 |
7-0 |
-2-0 |
-22.2% |
42-2 |
ATR |
15-6 |
15-1 |
-0-5 |
-3.6% |
0-0 |
Volume |
105,944 |
81,080 |
-24,864 |
-23.5% |
707,526 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-4 |
762-0 |
749-3 |
|
R3 |
757-4 |
755-0 |
747-3 |
|
R2 |
750-4 |
750-4 |
746-6 |
|
R1 |
748-0 |
748-0 |
746-1 |
749-2 |
PP |
743-4 |
743-4 |
743-4 |
744-1 |
S1 |
741-0 |
741-0 |
744-7 |
742-2 |
S2 |
736-4 |
736-4 |
744-2 |
|
S3 |
729-4 |
734-0 |
743-5 |
|
S4 |
722-4 |
727-0 |
741-5 |
|
|
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% |
16-7 |
2.3% |
29% |
False |
False |
141,770 |
10 |
776-0 |
733-0 |
43-0 |
5.8% |
12-3 |
1.7% |
29% |
False |
False |
124,131 |
20 |
776-0 |
710-0 |
66-0 |
8.9% |
12-7 |
1.7% |
54% |
False |
False |
138,389 |
40 |
839-4 |
710-0 |
129-4 |
17.4% |
13-0 |
1.8% |
27% |
False |
False |
142,262 |
60 |
840-0 |
710-0 |
130-0 |
17.4% |
12-7 |
1.7% |
27% |
False |
False |
146,557 |
80 |
840-0 |
606-0 |
234-0 |
31.4% |
14-4 |
1.9% |
60% |
False |
False |
160,235 |
100 |
840-0 |
506-0 |
334-0 |
44.8% |
13-5 |
1.8% |
72% |
False |
False |
148,690 |
120 |
840-0 |
502-0 |
338-0 |
45.3% |
12-6 |
1.7% |
72% |
False |
False |
135,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
775-6 |
2.618 |
764-3 |
1.618 |
757-3 |
1.000 |
753-0 |
0.618 |
750-3 |
HIGH |
746-0 |
0.618 |
743-3 |
0.500 |
742-4 |
0.382 |
741-5 |
LOW |
739-0 |
0.618 |
734-5 |
1.000 |
732-0 |
1.618 |
727-5 |
2.618 |
720-5 |
4.250 |
709-2 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
744-4 |
743-4 |
PP |
743-4 |
741-4 |
S1 |
742-4 |
739-4 |
|