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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 13 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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