CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
744-2 |
740-2 |
-4-0 |
-0.5% |
764-6 |
High |
744-4 |
741-4 |
-3-0 |
-0.4% |
765-2 |
Low |
737-0 |
734-2 |
-2-6 |
-0.4% |
737-0 |
Close |
737-6 |
737-0 |
-0-6 |
-0.1% |
737-6 |
Range |
7-4 |
7-2 |
-0-2 |
-3.3% |
28-2 |
ATR |
13-2 |
12-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
112,039 |
86,078 |
-25,961 |
-23.2% |
628,081 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-3 |
755-3 |
741-0 |
|
R3 |
752-1 |
748-1 |
739-0 |
|
R2 |
744-7 |
744-7 |
738-3 |
|
R1 |
740-7 |
740-7 |
737-5 |
739-2 |
PP |
737-5 |
737-5 |
737-5 |
736-6 |
S1 |
733-5 |
733-5 |
736-3 |
732-0 |
S2 |
730-3 |
730-3 |
735-5 |
|
S3 |
723-1 |
726-3 |
735-0 |
|
S4 |
715-7 |
719-1 |
733-0 |
|
|
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 |
763-2 |
734-2 |
29-0 |
3.9% |
9-0 |
1.2% |
9% |
False |
True |
126,612 |
10 |
769-0 |
734-2 |
34-6 |
4.7% |
8-4 |
1.2% |
8% |
False |
True |
118,117 |
20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-4 |
1.4% |
9% |
False |
False |
126,994 |
40 |
814-6 |
710-0 |
104-6 |
14.2% |
12-2 |
1.7% |
26% |
False |
False |
139,249 |
60 |
840-0 |
710-0 |
130-0 |
17.6% |
12-3 |
1.7% |
21% |
False |
False |
141,907 |
80 |
840-0 |
685-4 |
154-4 |
21.0% |
13-6 |
1.9% |
33% |
False |
False |
151,997 |
100 |
840-0 |
506-0 |
334-0 |
45.3% |
13-5 |
1.8% |
69% |
False |
False |
152,455 |
120 |
840-0 |
502-0 |
338-0 |
45.9% |
12-7 |
1.7% |
70% |
False |
False |
139,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
772-2 |
2.618 |
760-4 |
1.618 |
753-2 |
1.000 |
748-6 |
0.618 |
746-0 |
HIGH |
741-4 |
0.618 |
738-6 |
0.500 |
737-7 |
0.382 |
737-0 |
LOW |
734-2 |
0.618 |
729-6 |
1.000 |
727-0 |
1.618 |
722-4 |
2.618 |
715-2 |
4.250 |
703-4 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
737-7 |
743-6 |
PP |
737-5 |
741-4 |
S1 |
737-2 |
739-2 |
|