CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
753-0 |
744-2 |
-8-6 |
-1.2% |
764-6 |
High |
753-2 |
744-4 |
-8-6 |
-1.2% |
765-2 |
Low |
741-0 |
737-0 |
-4-0 |
-0.5% |
737-0 |
Close |
742-0 |
737-6 |
-4-2 |
-0.6% |
737-6 |
Range |
12-2 |
7-4 |
-4-6 |
-38.8% |
28-2 |
ATR |
13-6 |
13-2 |
-0-4 |
-3.2% |
0-0 |
Volume |
147,414 |
112,039 |
-35,375 |
-24.0% |
628,081 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-2 |
757-4 |
741-7 |
|
R3 |
754-6 |
750-0 |
739-6 |
|
R2 |
747-2 |
747-2 |
739-1 |
|
R1 |
742-4 |
742-4 |
738-4 |
741-1 |
PP |
739-6 |
739-6 |
739-6 |
739-0 |
S1 |
735-0 |
735-0 |
737-0 |
733-5 |
S2 |
732-2 |
732-2 |
736-3 |
|
S3 |
724-6 |
727-4 |
735-6 |
|
S4 |
717-2 |
720-0 |
733-5 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-3 |
812-7 |
753-2 |
|
R3 |
803-1 |
784-5 |
745-4 |
|
R2 |
774-7 |
774-7 |
742-7 |
|
R1 |
756-3 |
756-3 |
740-3 |
751-4 |
PP |
746-5 |
746-5 |
746-5 |
744-2 |
S1 |
728-1 |
728-1 |
735-1 |
723-2 |
S2 |
718-3 |
718-3 |
732-5 |
|
S3 |
690-1 |
699-7 |
730-0 |
|
S4 |
661-7 |
671-5 |
722-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
765-2 |
737-0 |
28-2 |
3.8% |
8-3 |
1.1% |
3% |
False |
True |
125,616 |
10 |
769-0 |
733-0 |
36-0 |
4.9% |
9-0 |
1.2% |
13% |
False |
False |
121,813 |
20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-6 |
1.5% |
11% |
False |
False |
131,151 |
40 |
814-6 |
710-0 |
104-6 |
14.2% |
12-3 |
1.7% |
26% |
False |
False |
140,404 |
60 |
840-0 |
710-0 |
130-0 |
17.6% |
12-3 |
1.7% |
21% |
False |
False |
143,022 |
80 |
840-0 |
685-4 |
154-4 |
20.9% |
13-7 |
1.9% |
34% |
False |
False |
153,800 |
100 |
840-0 |
506-0 |
334-0 |
45.3% |
13-5 |
1.8% |
69% |
False |
False |
152,323 |
120 |
840-0 |
502-0 |
338-0 |
45.8% |
12-7 |
1.7% |
70% |
False |
False |
139,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-3 |
2.618 |
764-1 |
1.618 |
756-5 |
1.000 |
752-0 |
0.618 |
749-1 |
HIGH |
744-4 |
0.618 |
741-5 |
0.500 |
740-6 |
0.382 |
739-7 |
LOW |
737-0 |
0.618 |
732-3 |
1.000 |
729-4 |
1.618 |
724-7 |
2.618 |
717-3 |
4.250 |
705-1 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
740-6 |
750-1 |
PP |
739-6 |
746-0 |
S1 |
738-6 |
741-7 |
|