CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
764-4 |
764-6 |
0-2 |
0.0% |
742-6 |
High |
769-0 |
765-2 |
-3-6 |
-0.5% |
769-0 |
Low |
759-4 |
760-6 |
1-2 |
0.2% |
733-0 |
Close |
761-4 |
761-2 |
-0-2 |
0.0% |
761-4 |
Range |
9-4 |
4-4 |
-5-0 |
-52.6% |
36-0 |
ATR |
14-7 |
14-1 |
-0-6 |
-5.0% |
0-0 |
Volume |
138,751 |
81,096 |
-57,655 |
-41.6% |
590,051 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
775-7 |
773-1 |
763-6 |
|
R3 |
771-3 |
768-5 |
762-4 |
|
R2 |
766-7 |
766-7 |
762-1 |
|
R1 |
764-1 |
764-1 |
761-5 |
763-2 |
PP |
762-3 |
762-3 |
762-3 |
762-0 |
S1 |
759-5 |
759-5 |
760-7 |
758-6 |
S2 |
757-7 |
757-7 |
760-3 |
|
S3 |
753-3 |
755-1 |
760-0 |
|
S4 |
748-7 |
750-5 |
758-6 |
|
|
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 |
735-0 |
34-0 |
4.5% |
8-1 |
1.1% |
77% |
False |
False |
109,622 |
10 |
776-0 |
733-0 |
43-0 |
5.6% |
12-3 |
1.6% |
66% |
False |
False |
128,550 |
20 |
776-0 |
710-0 |
66-0 |
8.7% |
12-4 |
1.6% |
78% |
False |
False |
136,007 |
40 |
817-4 |
710-0 |
107-4 |
14.1% |
12-5 |
1.7% |
48% |
False |
False |
139,615 |
60 |
840-0 |
710-0 |
130-0 |
17.1% |
12-6 |
1.7% |
39% |
False |
False |
143,894 |
80 |
840-0 |
631-4 |
208-4 |
27.4% |
14-1 |
1.9% |
62% |
False |
False |
156,321 |
100 |
840-0 |
506-0 |
334-0 |
43.9% |
13-5 |
1.8% |
76% |
False |
False |
150,211 |
120 |
840-0 |
502-0 |
338-0 |
44.4% |
12-6 |
1.7% |
77% |
False |
False |
137,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-3 |
2.618 |
777-0 |
1.618 |
772-4 |
1.000 |
769-6 |
0.618 |
768-0 |
HIGH |
765-2 |
0.618 |
763-4 |
0.500 |
763-0 |
0.382 |
762-4 |
LOW |
760-6 |
0.618 |
758-0 |
1.000 |
756-2 |
1.618 |
753-4 |
2.618 |
749-0 |
4.250 |
741-5 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
763-0 |
760-7 |
PP |
762-3 |
760-4 |
S1 |
761-7 |
760-1 |
|