CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
742-4 |
745-0 |
2-4 |
0.3% |
764-6 |
| High |
743-4 |
757-4 |
14-0 |
1.9% |
765-2 |
| Low |
739-0 |
744-6 |
5-6 |
0.8% |
737-0 |
| Close |
741-6 |
755-6 |
14-0 |
1.9% |
737-6 |
| Range |
4-4 |
12-6 |
8-2 |
183.3% |
28-2 |
| ATR |
12-3 |
12-5 |
0-2 |
1.9% |
0-0 |
| Volume |
105,872 |
180,255 |
74,383 |
70.3% |
628,081 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790-7 |
786-1 |
762-6 |
|
| R3 |
778-1 |
773-3 |
759-2 |
|
| R2 |
765-3 |
765-3 |
758-1 |
|
| R1 |
760-5 |
760-5 |
756-7 |
763-0 |
| PP |
752-5 |
752-5 |
752-5 |
753-7 |
| S1 |
747-7 |
747-7 |
754-5 |
750-2 |
| S2 |
739-7 |
739-7 |
753-3 |
|
| S3 |
727-1 |
735-1 |
752-2 |
|
| S4 |
714-3 |
722-3 |
748-6 |
|
|
| 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 |
757-4 |
734-2 |
23-2 |
3.1% |
8-7 |
1.2% |
92% |
True |
False |
126,331 |
| 10 |
769-0 |
734-2 |
34-6 |
4.6% |
8-5 |
1.1% |
62% |
False |
False |
128,027 |
| 20 |
776-0 |
733-0 |
43-0 |
5.7% |
10-4 |
1.4% |
53% |
False |
False |
126,079 |
| 40 |
804-0 |
710-0 |
94-0 |
12.4% |
12-0 |
1.6% |
49% |
False |
False |
139,384 |
| 60 |
840-0 |
710-0 |
130-0 |
17.2% |
12-1 |
1.6% |
35% |
False |
False |
142,537 |
| 80 |
840-0 |
685-4 |
154-4 |
20.4% |
13-6 |
1.8% |
45% |
False |
False |
151,506 |
| 100 |
840-0 |
506-0 |
334-0 |
44.2% |
13-5 |
1.8% |
75% |
False |
False |
153,238 |
| 120 |
840-0 |
503-2 |
336-6 |
44.6% |
12-7 |
1.7% |
75% |
False |
False |
140,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-6 |
|
2.618 |
790-7 |
|
1.618 |
778-1 |
|
1.000 |
770-2 |
|
0.618 |
765-3 |
|
HIGH |
757-4 |
|
0.618 |
752-5 |
|
0.500 |
751-1 |
|
0.382 |
749-5 |
|
LOW |
744-6 |
|
0.618 |
736-7 |
|
1.000 |
732-0 |
|
1.618 |
724-1 |
|
2.618 |
711-3 |
|
4.250 |
690-4 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
754-2 |
752-4 |
| PP |
752-5 |
749-1 |
| S1 |
751-1 |
745-7 |
|