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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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