CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
741-6 |
752-0 |
10-2 |
1.4% |
743-0 |
| High |
746-0 |
761-6 |
15-6 |
2.1% |
776-0 |
| Low |
739-0 |
751-2 |
12-2 |
1.7% |
733-6 |
| Close |
745-4 |
760-6 |
15-2 |
2.0% |
752-6 |
| Range |
7-0 |
10-4 |
3-4 |
50.0% |
42-2 |
| ATR |
15-1 |
15-2 |
0-1 |
0.5% |
0-0 |
| Volume |
81,080 |
141,242 |
60,162 |
74.2% |
707,526 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789-3 |
785-5 |
766-4 |
|
| R3 |
778-7 |
775-1 |
763-5 |
|
| R2 |
768-3 |
768-3 |
762-5 |
|
| R1 |
764-5 |
764-5 |
761-6 |
766-4 |
| PP |
757-7 |
757-7 |
757-7 |
758-7 |
| S1 |
754-1 |
754-1 |
759-6 |
756-0 |
| S2 |
747-3 |
747-3 |
758-7 |
|
| S3 |
736-7 |
743-5 |
757-7 |
|
| S4 |
726-3 |
733-1 |
755-0 |
|
|
| 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 |
767-4 |
733-0 |
34-4 |
4.5% |
11-1 |
1.5% |
80% |
False |
False |
120,029 |
| 10 |
776-0 |
733-0 |
43-0 |
5.7% |
12-4 |
1.6% |
65% |
False |
False |
126,665 |
| 20 |
776-0 |
710-0 |
66-0 |
8.7% |
12-6 |
1.7% |
77% |
False |
False |
137,368 |
| 40 |
831-0 |
710-0 |
121-0 |
15.9% |
13-0 |
1.7% |
42% |
False |
False |
141,841 |
| 60 |
840-0 |
710-0 |
130-0 |
17.1% |
12-7 |
1.7% |
39% |
False |
False |
145,307 |
| 80 |
840-0 |
630-0 |
210-0 |
27.6% |
14-3 |
1.9% |
62% |
False |
False |
160,176 |
| 100 |
840-0 |
506-0 |
334-0 |
43.9% |
13-5 |
1.8% |
76% |
False |
False |
149,458 |
| 120 |
840-0 |
502-0 |
338-0 |
44.4% |
12-6 |
1.7% |
77% |
False |
False |
136,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806-3 |
|
2.618 |
789-2 |
|
1.618 |
778-6 |
|
1.000 |
772-2 |
|
0.618 |
768-2 |
|
HIGH |
761-6 |
|
0.618 |
757-6 |
|
0.500 |
756-4 |
|
0.382 |
755-2 |
|
LOW |
751-2 |
|
0.618 |
744-6 |
|
1.000 |
740-6 |
|
1.618 |
734-2 |
|
2.618 |
723-6 |
|
4.250 |
706-5 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
759-3 |
756-5 |
| PP |
757-7 |
752-4 |
| S1 |
756-4 |
748-3 |
|