CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
740-2 |
742-4 |
2-2 |
0.3% |
764-6 |
High |
741-4 |
743-4 |
2-0 |
0.3% |
765-2 |
Low |
734-2 |
739-0 |
4-6 |
0.6% |
737-0 |
Close |
737-0 |
741-6 |
4-6 |
0.6% |
737-6 |
Range |
7-2 |
4-4 |
-2-6 |
-37.9% |
28-2 |
ATR |
12-7 |
12-3 |
-0-4 |
-3.5% |
0-0 |
Volume |
86,078 |
105,872 |
19,794 |
23.0% |
628,081 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-7 |
752-7 |
744-2 |
|
R3 |
750-3 |
748-3 |
743-0 |
|
R2 |
745-7 |
745-7 |
742-5 |
|
R1 |
743-7 |
743-7 |
742-1 |
742-5 |
PP |
741-3 |
741-3 |
741-3 |
740-6 |
S1 |
739-3 |
739-3 |
741-3 |
738-1 |
S2 |
736-7 |
736-7 |
740-7 |
|
S3 |
732-3 |
734-7 |
740-4 |
|
S4 |
727-7 |
730-3 |
739-2 |
|
|
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% |
8-4 |
1.2% |
26% |
False |
False |
121,721 |
10 |
769-0 |
734-2 |
34-6 |
4.7% |
8-1 |
1.1% |
22% |
False |
False |
118,110 |
20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-4 |
1.4% |
20% |
False |
False |
125,680 |
40 |
804-0 |
710-0 |
94-0 |
12.7% |
11-7 |
1.6% |
34% |
False |
False |
138,150 |
60 |
840-0 |
710-0 |
130-0 |
17.5% |
12-1 |
1.6% |
24% |
False |
False |
141,431 |
80 |
840-0 |
685-4 |
154-4 |
20.8% |
13-6 |
1.9% |
36% |
False |
False |
151,569 |
100 |
840-0 |
506-0 |
334-0 |
45.0% |
13-5 |
1.8% |
71% |
False |
False |
152,396 |
120 |
840-0 |
502-0 |
338-0 |
45.6% |
12-7 |
1.7% |
71% |
False |
False |
140,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-5 |
2.618 |
755-2 |
1.618 |
750-6 |
1.000 |
748-0 |
0.618 |
746-2 |
HIGH |
743-4 |
0.618 |
741-6 |
0.500 |
741-2 |
0.382 |
740-6 |
LOW |
739-0 |
0.618 |
736-2 |
1.000 |
734-4 |
1.618 |
731-6 |
2.618 |
727-2 |
4.250 |
719-7 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
741-5 |
741-0 |
PP |
741-3 |
740-1 |
S1 |
741-2 |
739-3 |
|