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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 90 trading days
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

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

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