CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
753-0 |
760-4 |
7-4 |
1.0% |
742-6 |
High |
756-4 |
763-2 |
6-6 |
0.9% |
769-0 |
Low |
750-0 |
752-0 |
2-0 |
0.3% |
733-0 |
Close |
756-0 |
754-4 |
-1-4 |
-0.2% |
761-4 |
Range |
6-4 |
11-2 |
4-6 |
73.1% |
36-0 |
ATR |
13-7 |
13-6 |
-0-2 |
-1.4% |
0-0 |
Volume |
130,327 |
157,205 |
26,878 |
20.6% |
590,051 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790-3 |
783-5 |
760-6 |
|
R3 |
779-1 |
772-3 |
757-5 |
|
R2 |
767-7 |
767-7 |
756-4 |
|
R1 |
761-1 |
761-1 |
755-4 |
758-7 |
PP |
756-5 |
756-5 |
756-5 |
755-4 |
S1 |
749-7 |
749-7 |
753-4 |
747-5 |
S2 |
745-3 |
745-3 |
752-4 |
|
S3 |
734-1 |
738-5 |
751-3 |
|
S4 |
722-7 |
727-3 |
748-2 |
|
|
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 |
750-0 |
19-0 |
2.5% |
8-4 |
1.1% |
24% |
False |
False |
129,724 |
10 |
776-0 |
733-0 |
43-0 |
5.7% |
12-5 |
1.7% |
50% |
False |
False |
135,747 |
20 |
776-0 |
710-0 |
66-0 |
8.7% |
12-5 |
1.7% |
67% |
False |
False |
137,523 |
40 |
817-4 |
710-0 |
107-4 |
14.2% |
12-4 |
1.7% |
41% |
False |
False |
140,689 |
60 |
840-0 |
710-0 |
130-0 |
17.2% |
12-6 |
1.7% |
34% |
False |
False |
144,205 |
80 |
840-0 |
668-0 |
172-0 |
22.8% |
14-0 |
1.9% |
50% |
False |
False |
154,678 |
100 |
840-0 |
506-0 |
334-0 |
44.3% |
13-5 |
1.8% |
74% |
False |
False |
151,299 |
120 |
840-0 |
502-0 |
338-0 |
44.8% |
12-6 |
1.7% |
75% |
False |
False |
138,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
811-0 |
2.618 |
792-6 |
1.618 |
781-4 |
1.000 |
774-4 |
0.618 |
770-2 |
HIGH |
763-2 |
0.618 |
759-0 |
0.500 |
757-5 |
0.382 |
756-2 |
LOW |
752-0 |
0.618 |
745-0 |
1.000 |
740-6 |
1.618 |
733-6 |
2.618 |
722-4 |
4.250 |
704-2 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
757-5 |
757-5 |
PP |
756-5 |
756-5 |
S1 |
755-4 |
755-4 |
|