CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
764-6 |
753-0 |
-11-6 |
-1.5% |
742-6 |
High |
765-2 |
756-4 |
-8-6 |
-1.1% |
769-0 |
Low |
760-6 |
750-0 |
-10-6 |
-1.4% |
733-0 |
Close |
761-2 |
756-0 |
-5-2 |
-0.7% |
761-4 |
Range |
4-4 |
6-4 |
2-0 |
44.4% |
36-0 |
ATR |
14-1 |
13-7 |
-0-2 |
-1.4% |
0-0 |
Volume |
81,096 |
130,327 |
49,231 |
60.7% |
590,051 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-5 |
771-3 |
759-5 |
|
R3 |
767-1 |
764-7 |
757-6 |
|
R2 |
760-5 |
760-5 |
757-2 |
|
R1 |
758-3 |
758-3 |
756-5 |
759-4 |
PP |
754-1 |
754-1 |
754-1 |
754-6 |
S1 |
751-7 |
751-7 |
755-3 |
753-0 |
S2 |
747-5 |
747-5 |
754-6 |
|
S3 |
741-1 |
745-3 |
754-2 |
|
S4 |
734-5 |
738-7 |
752-3 |
|
|
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 |
739-0 |
30-0 |
4.0% |
7-5 |
1.0% |
57% |
False |
False |
114,499 |
10 |
776-0 |
733-0 |
43-0 |
5.7% |
12-3 |
1.6% |
53% |
False |
False |
132,101 |
20 |
776-0 |
710-0 |
66-0 |
8.7% |
12-4 |
1.7% |
70% |
False |
False |
138,059 |
40 |
817-4 |
710-0 |
107-4 |
14.2% |
12-4 |
1.7% |
43% |
False |
False |
139,817 |
60 |
840-0 |
710-0 |
130-0 |
17.2% |
12-6 |
1.7% |
35% |
False |
False |
143,932 |
80 |
840-0 |
650-6 |
189-2 |
25.0% |
13-7 |
1.8% |
56% |
False |
False |
155,462 |
100 |
840-0 |
506-0 |
334-0 |
44.2% |
13-4 |
1.8% |
75% |
False |
False |
150,600 |
120 |
840-0 |
502-0 |
338-0 |
44.7% |
12-6 |
1.7% |
75% |
False |
False |
137,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-1 |
2.618 |
773-4 |
1.618 |
767-0 |
1.000 |
763-0 |
0.618 |
760-4 |
HIGH |
756-4 |
0.618 |
754-0 |
0.500 |
753-2 |
0.382 |
752-4 |
LOW |
750-0 |
0.618 |
746-0 |
1.000 |
743-4 |
1.618 |
739-4 |
2.618 |
733-0 |
4.250 |
722-3 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
755-1 |
759-4 |
PP |
754-1 |
758-3 |
S1 |
753-2 |
757-1 |
|