CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
767-0 |
742-6 |
-24-2 |
-3.2% |
743-0 |
| High |
767-4 |
744-6 |
-22-6 |
-3.0% |
776-0 |
| Low |
750-0 |
733-0 |
-17-0 |
-2.3% |
733-6 |
| Close |
752-6 |
737-2 |
-15-4 |
-2.1% |
752-6 |
| Range |
17-4 |
11-6 |
-5-6 |
-32.9% |
42-2 |
| ATR |
16-0 |
16-2 |
0-2 |
1.7% |
0-0 |
| Volume |
148,846 |
123,034 |
-25,812 |
-17.3% |
707,526 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-5 |
767-1 |
743-6 |
|
| R3 |
761-7 |
755-3 |
740-4 |
|
| R2 |
750-1 |
750-1 |
739-3 |
|
| R1 |
743-5 |
743-5 |
738-3 |
741-0 |
| PP |
738-3 |
738-3 |
738-3 |
737-0 |
| S1 |
731-7 |
731-7 |
736-1 |
729-2 |
| S2 |
726-5 |
726-5 |
735-1 |
|
| S3 |
714-7 |
720-1 |
734-0 |
|
| S4 |
703-1 |
708-3 |
730-6 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880-7 |
859-1 |
776-0 |
|
| R3 |
838-5 |
816-7 |
764-3 |
|
| R2 |
796-3 |
796-3 |
760-4 |
|
| R1 |
774-5 |
774-5 |
756-5 |
785-4 |
| PP |
754-1 |
754-1 |
754-1 |
759-5 |
| S1 |
732-3 |
732-3 |
748-7 |
743-2 |
| S2 |
711-7 |
711-7 |
745-0 |
|
| S3 |
669-5 |
690-1 |
741-1 |
|
| S4 |
627-3 |
647-7 |
729-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
776-0 |
733-0 |
43-0 |
5.8% |
16-6 |
2.3% |
10% |
False |
True |
147,478 |
| 10 |
776-0 |
733-0 |
43-0 |
5.8% |
12-5 |
1.7% |
10% |
False |
True |
135,871 |
| 20 |
776-0 |
710-0 |
66-0 |
9.0% |
13-5 |
1.8% |
41% |
False |
False |
144,748 |
| 40 |
840-0 |
710-0 |
130-0 |
17.6% |
13-2 |
1.8% |
21% |
False |
False |
143,966 |
| 60 |
840-0 |
710-0 |
130-0 |
17.6% |
13-4 |
1.8% |
21% |
False |
False |
149,557 |
| 80 |
840-0 |
554-0 |
286-0 |
38.8% |
14-4 |
2.0% |
64% |
False |
False |
161,332 |
| 100 |
840-0 |
506-0 |
334-0 |
45.3% |
13-5 |
1.8% |
69% |
False |
False |
148,316 |
| 120 |
840-0 |
502-0 |
338-0 |
45.8% |
12-6 |
1.7% |
70% |
False |
False |
134,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-6 |
|
2.618 |
775-4 |
|
1.618 |
763-6 |
|
1.000 |
756-4 |
|
0.618 |
752-0 |
|
HIGH |
744-6 |
|
0.618 |
740-2 |
|
0.500 |
738-7 |
|
0.382 |
737-4 |
|
LOW |
733-0 |
|
0.618 |
725-6 |
|
1.000 |
721-2 |
|
1.618 |
714-0 |
|
2.618 |
702-2 |
|
4.250 |
683-0 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
738-7 |
754-4 |
| PP |
738-3 |
748-6 |
| S1 |
737-6 |
743-0 |
|