CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
760-4 |
753-0 |
-7-4 |
-1.0% |
742-6 |
| High |
763-2 |
753-2 |
-10-0 |
-1.3% |
769-0 |
| Low |
752-0 |
741-0 |
-11-0 |
-1.5% |
733-0 |
| Close |
754-4 |
742-0 |
-12-4 |
-1.7% |
761-4 |
| Range |
11-2 |
12-2 |
1-0 |
8.9% |
36-0 |
| ATR |
13-6 |
13-6 |
0-0 |
-0.1% |
0-0 |
| Volume |
157,205 |
147,414 |
-9,791 |
-6.2% |
590,051 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782-1 |
774-3 |
748-6 |
|
| R3 |
769-7 |
762-1 |
745-3 |
|
| R2 |
757-5 |
757-5 |
744-2 |
|
| R1 |
749-7 |
749-7 |
743-1 |
747-5 |
| PP |
745-3 |
745-3 |
745-3 |
744-2 |
| S1 |
737-5 |
737-5 |
740-7 |
735-3 |
| S2 |
733-1 |
733-1 |
739-6 |
|
| S3 |
720-7 |
725-3 |
738-5 |
|
| S4 |
708-5 |
713-1 |
735-2 |
|
|
| 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 |
741-0 |
28-0 |
3.8% |
8-6 |
1.2% |
4% |
False |
True |
130,958 |
| 10 |
769-0 |
733-0 |
36-0 |
4.9% |
10-0 |
1.3% |
25% |
False |
False |
125,493 |
| 20 |
776-0 |
710-0 |
66-0 |
8.9% |
12-6 |
1.7% |
48% |
False |
False |
136,580 |
| 40 |
817-4 |
710-0 |
107-4 |
14.5% |
12-3 |
1.7% |
30% |
False |
False |
141,006 |
| 60 |
840-0 |
710-0 |
130-0 |
17.5% |
12-5 |
1.7% |
25% |
False |
False |
144,329 |
| 80 |
840-0 |
685-4 |
154-4 |
20.8% |
14-0 |
1.9% |
37% |
False |
False |
154,338 |
| 100 |
840-0 |
506-0 |
334-0 |
45.0% |
13-5 |
1.8% |
71% |
False |
False |
152,257 |
| 120 |
840-0 |
502-0 |
338-0 |
45.6% |
12-7 |
1.7% |
71% |
False |
False |
139,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805-2 |
|
2.618 |
785-3 |
|
1.618 |
773-1 |
|
1.000 |
765-4 |
|
0.618 |
760-7 |
|
HIGH |
753-2 |
|
0.618 |
748-5 |
|
0.500 |
747-1 |
|
0.382 |
745-5 |
|
LOW |
741-0 |
|
0.618 |
733-3 |
|
1.000 |
728-6 |
|
1.618 |
721-1 |
|
2.618 |
708-7 |
|
4.250 |
689-0 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747-1 |
752-1 |
| PP |
745-3 |
748-6 |
| S1 |
743-6 |
745-3 |
|