CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
753-4 |
751-0 |
-2-4 |
-0.3% |
743-0 |
| High |
758-4 |
763-4 |
5-0 |
0.7% |
756-2 |
| Low |
752-4 |
751-0 |
-1-4 |
-0.2% |
710-0 |
| Close |
758-2 |
756-6 |
-1-4 |
-0.2% |
756-2 |
| Range |
6-0 |
12-4 |
6-4 |
108.3% |
46-2 |
| ATR |
16-2 |
15-7 |
-0-2 |
-1.6% |
0-0 |
| Volume |
132,144 |
172,279 |
40,135 |
30.4% |
763,012 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-5 |
788-1 |
763-5 |
|
| R3 |
782-1 |
775-5 |
760-2 |
|
| R2 |
769-5 |
769-5 |
759-0 |
|
| R1 |
763-1 |
763-1 |
757-7 |
766-3 |
| PP |
757-1 |
757-1 |
757-1 |
758-6 |
| S1 |
750-5 |
750-5 |
755-5 |
753-7 |
| S2 |
744-5 |
744-5 |
754-4 |
|
| S3 |
732-1 |
738-1 |
753-2 |
|
| S4 |
719-5 |
725-5 |
749-7 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-5 |
864-1 |
781-6 |
|
| R3 |
833-3 |
817-7 |
769-0 |
|
| R2 |
787-1 |
787-1 |
764-6 |
|
| R1 |
771-5 |
771-5 |
760-4 |
779-3 |
| PP |
740-7 |
740-7 |
740-7 |
744-6 |
| S1 |
725-3 |
725-3 |
752-0 |
733-1 |
| S2 |
694-5 |
694-5 |
747-6 |
|
| S3 |
648-3 |
679-1 |
743-4 |
|
| S4 |
602-1 |
632-7 |
730-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
763-4 |
710-0 |
53-4 |
7.1% |
17-2 |
2.3% |
87% |
True |
False |
172,108 |
| 10 |
763-4 |
710-0 |
53-4 |
7.1% |
13-4 |
1.8% |
87% |
True |
False |
152,648 |
| 20 |
804-0 |
710-0 |
94-0 |
12.4% |
13-4 |
1.8% |
50% |
False |
False |
152,689 |
| 40 |
840-0 |
710-0 |
130-0 |
17.2% |
13-0 |
1.7% |
36% |
False |
False |
150,766 |
| 60 |
840-0 |
685-4 |
154-4 |
20.4% |
14-7 |
2.0% |
46% |
False |
False |
159,982 |
| 80 |
840-0 |
506-0 |
334-0 |
44.1% |
14-3 |
1.9% |
75% |
False |
False |
160,028 |
| 100 |
840-0 |
503-2 |
336-6 |
44.5% |
13-3 |
1.8% |
75% |
False |
False |
143,741 |
| 120 |
840-0 |
502-0 |
338-0 |
44.7% |
12-2 |
1.6% |
75% |
False |
False |
129,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816-5 |
|
2.618 |
796-2 |
|
1.618 |
783-6 |
|
1.000 |
776-0 |
|
0.618 |
771-2 |
|
HIGH |
763-4 |
|
0.618 |
758-6 |
|
0.500 |
757-2 |
|
0.382 |
755-6 |
|
LOW |
751-0 |
|
0.618 |
743-2 |
|
1.000 |
738-4 |
|
1.618 |
730-6 |
|
2.618 |
718-2 |
|
4.250 |
697-7 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
757-2 |
757-2 |
| PP |
757-1 |
757-1 |
| S1 |
756-7 |
756-7 |
|