CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
745-0 |
758-0 |
13-0 |
1.7% |
764-6 |
| High |
757-4 |
761-2 |
3-6 |
0.5% |
765-2 |
| Low |
744-6 |
750-4 |
5-6 |
0.8% |
737-0 |
| Close |
755-6 |
751-0 |
-4-6 |
-0.6% |
737-6 |
| Range |
12-6 |
10-6 |
-2-0 |
-15.7% |
28-2 |
| ATR |
12-5 |
12-4 |
-0-1 |
-1.1% |
0-0 |
| Volume |
180,255 |
161,175 |
-19,080 |
-10.6% |
628,081 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-4 |
779-4 |
756-7 |
|
| R3 |
775-6 |
768-6 |
754-0 |
|
| R2 |
765-0 |
765-0 |
753-0 |
|
| R1 |
758-0 |
758-0 |
752-0 |
756-1 |
| PP |
754-2 |
754-2 |
754-2 |
753-2 |
| S1 |
747-2 |
747-2 |
750-0 |
745-3 |
| S2 |
743-4 |
743-4 |
749-0 |
|
| S3 |
732-6 |
736-4 |
748-0 |
|
| S4 |
722-0 |
725-6 |
745-1 |
|
|
| 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 |
761-2 |
734-2 |
27-0 |
3.6% |
8-4 |
1.1% |
62% |
True |
False |
129,083 |
| 10 |
769-0 |
734-2 |
34-6 |
4.6% |
8-5 |
1.2% |
48% |
False |
False |
130,021 |
| 20 |
776-0 |
733-0 |
43-0 |
5.7% |
10-5 |
1.4% |
42% |
False |
False |
128,343 |
| 40 |
804-0 |
710-0 |
94-0 |
12.5% |
12-0 |
1.6% |
44% |
False |
False |
140,257 |
| 60 |
840-0 |
710-0 |
130-0 |
17.3% |
12-0 |
1.6% |
32% |
False |
False |
143,038 |
| 80 |
840-0 |
710-0 |
130-0 |
17.3% |
13-1 |
1.8% |
32% |
False |
False |
151,368 |
| 100 |
840-0 |
506-0 |
334-0 |
44.5% |
13-5 |
1.8% |
73% |
False |
False |
154,020 |
| 120 |
840-0 |
506-0 |
334-0 |
44.5% |
12-7 |
1.7% |
73% |
False |
False |
141,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807-0 |
|
2.618 |
789-3 |
|
1.618 |
778-5 |
|
1.000 |
772-0 |
|
0.618 |
767-7 |
|
HIGH |
761-2 |
|
0.618 |
757-1 |
|
0.500 |
755-7 |
|
0.382 |
754-5 |
|
LOW |
750-4 |
|
0.618 |
743-7 |
|
1.000 |
739-6 |
|
1.618 |
733-1 |
|
2.618 |
722-3 |
|
4.250 |
704-6 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
755-7 |
750-6 |
| PP |
754-2 |
750-3 |
| S1 |
752-5 |
750-1 |
|