CME Corn Future December 2013

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	628-4	645-6	17-2	2.7%	623-0
High	647-0	646-0	-1-0	-0.2%	647-0
Low	626-4	628-6	2-2	0.4%	620-0
Close	646-0	634-0	-12-0	-1.9%	634-0
Range	20-4	17-2	-3-2	-15.9%	27-0
ATR	11-6	12-1	0-3	3.4%	0-0
Volume	6,688	15,374	8,686	129.9%	36,599

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	688-0	678-2	643-4
R3	670-6	661-0	638-6
R2	653-4	653-4	637-1
R1	643-6	643-6	635-5	640-0
PP	636-2	636-2	636-2	634-3
S1	626-4	626-4	632-3	622-6
S2	619-0	619-0	630-7
S3	601-6	609-2	629-2
S4	584-4	592-0	624-4

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	714-5	701-3	648-7
R3	687-5	674-3	641-3
R2	660-5	660-5	639-0
R1	647-3	647-3	636-4	654-0
PP	633-5	633-5	633-5	637-0
S1	620-3	620-3	631-4	627-0
S2	606-5	606-5	629-0
S3	579-5	593-3	626-5
S4	552-5	566-3	619-1

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	4.3%	12-0	1.9%	52%	False	False	7,319
10	647-0	620-0	27-0	4.3%	11-0	1.7%	52%	False	False	7,786
20	661-0	603-6	57-2	9.0%	12-6	2.0%	53%	False	False	6,102

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	719-2
2.618	691-1
1.618	673-7
1.000	663-2
0.618	656-5
HIGH	646-0
0.618	639-3
0.500	637-3
0.382	635-3
LOW	628-6
0.618	618-1
1.000	611-4
1.618	600-7
2.618	583-5
4.250	555-4

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	637-3	635-0
PP	636-2	634-5
S1	635-1	634-3

Download as Excel Spreadsheet

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

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