CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
758-0 |
743-0 |
-15-0 |
-2.0% |
740-2 |
| High |
761-2 |
744-4 |
-16-6 |
-2.2% |
761-2 |
| Low |
750-4 |
737-0 |
-13-4 |
-1.8% |
734-2 |
| Close |
751-0 |
739-4 |
-11-4 |
-1.5% |
739-4 |
| Range |
10-6 |
7-4 |
-3-2 |
-30.2% |
27-0 |
| ATR |
12-4 |
12-5 |
0-1 |
0.9% |
0-0 |
| Volume |
161,175 |
175,125 |
13,950 |
8.7% |
708,505 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-7 |
758-5 |
743-5 |
|
| R3 |
755-3 |
751-1 |
741-4 |
|
| R2 |
747-7 |
747-7 |
740-7 |
|
| R1 |
743-5 |
743-5 |
740-2 |
742-0 |
| PP |
740-3 |
740-3 |
740-3 |
739-4 |
| S1 |
736-1 |
736-1 |
738-6 |
734-4 |
| S2 |
732-7 |
732-7 |
738-1 |
|
| S3 |
725-3 |
728-5 |
737-4 |
|
| S4 |
717-7 |
721-1 |
735-3 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826-0 |
809-6 |
754-3 |
|
| R3 |
799-0 |
782-6 |
746-7 |
|
| R2 |
772-0 |
772-0 |
744-4 |
|
| R1 |
755-6 |
755-6 |
742-0 |
750-3 |
| PP |
745-0 |
745-0 |
745-0 |
742-2 |
| S1 |
728-6 |
728-6 |
737-0 |
723-3 |
| S2 |
718-0 |
718-0 |
734-4 |
|
| S3 |
691-0 |
701-6 |
732-1 |
|
| S4 |
664-0 |
674-6 |
724-5 |
|
|
| 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 |
3.7% |
8-4 |
1.2% |
19% |
False |
False |
141,701 |
| 10 |
765-2 |
734-2 |
31-0 |
4.2% |
8-4 |
1.1% |
17% |
False |
False |
133,658 |
| 20 |
776-0 |
733-0 |
43-0 |
5.8% |
10-5 |
1.4% |
15% |
False |
False |
131,708 |
| 40 |
803-0 |
710-0 |
93-0 |
12.6% |
11-7 |
1.6% |
32% |
False |
False |
141,937 |
| 60 |
840-0 |
710-0 |
130-0 |
17.6% |
12-0 |
1.6% |
23% |
False |
False |
143,058 |
| 80 |
840-0 |
710-0 |
130-0 |
17.6% |
13-0 |
1.8% |
23% |
False |
False |
149,416 |
| 100 |
840-0 |
506-0 |
334-0 |
45.2% |
13-5 |
1.8% |
70% |
False |
False |
154,625 |
| 120 |
840-0 |
506-0 |
334-0 |
45.2% |
12-7 |
1.7% |
70% |
False |
False |
142,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776-3 |
|
2.618 |
764-1 |
|
1.618 |
756-5 |
|
1.000 |
752-0 |
|
0.618 |
749-1 |
|
HIGH |
744-4 |
|
0.618 |
741-5 |
|
0.500 |
740-6 |
|
0.382 |
739-7 |
|
LOW |
737-0 |
|
0.618 |
732-3 |
|
1.000 |
729-4 |
|
1.618 |
724-7 |
|
2.618 |
717-3 |
|
4.250 |
705-1 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
740-6 |
749-1 |
| PP |
740-3 |
745-7 |
| S1 |
739-7 |
742-6 |
|