CME Corn Future December 2013

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	645-6	631-0	-14-6	-2.3%	623-0
High	646-0	631-0	-15-0	-2.3%	647-0
Low	628-6	620-6	-8-0	-1.3%	620-0
Close	634-0	626-2	-7-6	-1.2%	634-0
Range	17-2	10-2	-7-0	-40.6%	27-0
ATR	12-1	12-2	0-1	0.7%	0-0
Volume	15,374	5,796	-9,578	-62.3%	36,599

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	656-6	651-6	631-7
R3	646-4	641-4	629-1
R2	636-2	636-2	628-1
R1	631-2	631-2	627-2	628-5
PP	626-0	626-0	626-0	624-6
S1	621-0	621-0	625-2	618-3
S2	615-6	615-6	624-3
S3	605-4	610-6	623-3
S4	595-2	600-4	620-5

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	620-6	26-2	4.2%	12-6	2.0%	21%	False	True	7,549
10	647-0	620-0	27-0	4.3%	10-7	1.7%	23%	False	False	6,259
20	647-0	603-6	43-2	6.9%	12-1	1.9%	52%	False	False	6,203

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

Fibonacci Retracements and Extensions
4.250	674-4
2.618	657-7
1.618	647-5
1.000	641-2
0.618	637-3
HIGH	631-0
0.618	627-1
0.500	625-7
0.382	624-5
LOW	620-6
0.618	614-3
1.000	610-4
1.618	604-1
2.618	593-7
4.250	577-2

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	626-1	633-7
PP	626-0	631-3
S1	625-7	628-6

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