CME Corn Future December 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	626-6	628-4	1-6	0.3%	632-0
High	631-2	647-0	15-6	2.5%	638-0
Low	623-0	626-4	3-4	0.6%	623-0
Close	630-4	646-0	15-4	2.5%	624-2
Range	8-2	20-4	12-2	148.5%	15-0
ATR	11-0	11-6	0-5	6.1%	0-0
Volume	5,303	6,688	1,385	26.1%	41,269

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	701-3	694-1	657-2
R3	680-7	673-5	651-5
R2	660-3	660-3	649-6
R1	653-1	653-1	647-7	656-6
PP	639-7	639-7	639-7	641-5
S1	632-5	632-5	644-1	636-2
S2	619-3	619-3	642-2
S3	598-7	612-1	640-3
S4	578-3	591-5	634-6

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	673-3	663-7	632-4
R3	658-3	648-7	628-3
R2	643-3	643-3	627-0
R1	633-7	633-7	625-5	631-1
PP	628-3	628-3	628-3	627-0
S1	618-7	618-7	622-7	616-1
S2	613-3	613-3	621-4
S3	598-3	603-7	620-1
S4	583-3	588-7	616-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	647-0	620-0	27-0	4.2%	10-0	1.6%	96%	True	False	5,152
10	647-0	603-6	43-2	6.7%	12-3	1.9%	98%	True	False	6,679
20	662-4	603-6	58-6	9.1%	12-2	1.9%	72%	False	False	5,554

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	3-3
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	734-1
2.618	700-5
1.618	680-1
1.000	667-4
0.618	659-5
HIGH	647-0
0.618	639-1
0.500	636-6
0.382	634-3
LOW	626-4
0.618	613-7
1.000	606-0
1.618	593-3
2.618	572-7
4.250	539-3

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	642-7	642-3
PP	639-7	638-5
S1	636-6	635-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols