CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
752-0 |
764-4 |
12-4 |
1.7% |
742-6 |
High |
761-6 |
769-0 |
7-2 |
1.0% |
769-0 |
Low |
751-2 |
759-4 |
8-2 |
1.1% |
733-0 |
Close |
760-6 |
761-4 |
0-6 |
0.1% |
761-4 |
Range |
10-4 |
9-4 |
-1-0 |
-9.5% |
36-0 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.7% |
0-0 |
Volume |
141,242 |
138,751 |
-2,491 |
-1.8% |
590,051 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791-7 |
786-1 |
766-6 |
|
R3 |
782-3 |
776-5 |
764-1 |
|
R2 |
772-7 |
772-7 |
763-2 |
|
R1 |
767-1 |
767-1 |
762-3 |
765-2 |
PP |
763-3 |
763-3 |
763-3 |
762-3 |
S1 |
757-5 |
757-5 |
760-5 |
755-6 |
S2 |
753-7 |
753-7 |
759-6 |
|
S3 |
744-3 |
748-1 |
758-7 |
|
S4 |
734-7 |
738-5 |
756-2 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
862-4 |
848-0 |
781-2 |
|
R3 |
826-4 |
812-0 |
771-3 |
|
R2 |
790-4 |
790-4 |
768-1 |
|
R1 |
776-0 |
776-0 |
764-6 |
783-2 |
PP |
754-4 |
754-4 |
754-4 |
758-1 |
S1 |
740-0 |
740-0 |
758-2 |
747-2 |
S2 |
718-4 |
718-4 |
754-7 |
|
S3 |
682-4 |
704-0 |
751-5 |
|
S4 |
646-4 |
668-0 |
741-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
769-0 |
733-0 |
36-0 |
4.7% |
9-4 |
1.3% |
79% |
True |
False |
118,010 |
10 |
776-0 |
733-0 |
43-0 |
5.6% |
12-6 |
1.7% |
66% |
False |
False |
129,757 |
20 |
776-0 |
710-0 |
66-0 |
8.7% |
12-6 |
1.7% |
78% |
False |
False |
137,897 |
40 |
820-4 |
710-0 |
110-4 |
14.5% |
12-7 |
1.7% |
47% |
False |
False |
141,998 |
60 |
840-0 |
710-0 |
130-0 |
17.1% |
12-6 |
1.7% |
40% |
False |
False |
144,941 |
80 |
840-0 |
630-0 |
210-0 |
27.6% |
14-2 |
1.9% |
63% |
False |
False |
158,687 |
100 |
840-0 |
506-0 |
334-0 |
43.9% |
13-5 |
1.8% |
76% |
False |
False |
150,088 |
120 |
840-0 |
502-0 |
338-0 |
44.4% |
12-6 |
1.7% |
77% |
False |
False |
136,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
809-3 |
2.618 |
793-7 |
1.618 |
784-3 |
1.000 |
778-4 |
0.618 |
774-7 |
HIGH |
769-0 |
0.618 |
765-3 |
0.500 |
764-2 |
0.382 |
763-1 |
LOW |
759-4 |
0.618 |
753-5 |
1.000 |
750-0 |
1.618 |
744-1 |
2.618 |
734-5 |
4.250 |
719-1 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
764-2 |
759-0 |
PP |
763-3 |
756-4 |
S1 |
762-3 |
754-0 |
|