CME Corn Future December 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	631-0	625-0	-6-0	-1.0%	623-0
High	631-0	628-6	-2-2	-0.4%	647-0
Low	620-6	620-6	0-0	0.0%	620-0
Close	626-2	623-2	-3-0	-0.5%	634-0
Range	10-2	8-0	-2-2	-22.0%	27-0
ATR	12-2	11-7	-0-2	-2.5%	0-0
Volume	5,796	5,011	-785	-13.5%	36,599

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	648-2	643-6	627-5
R3	640-2	635-6	625-4
R2	632-2	632-2	624-6
R1	627-6	627-6	624-0	626-0
PP	624-2	624-2	624-2	623-3
S1	619-6	619-6	622-4	618-0
S2	616-2	616-2	621-6
S3	608-2	611-6	621-0
S4	600-2	603-6	618-7

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%	12-7	2.1%	10%	False	True	7,634
10	647-0	620-0	27-0	4.3%	10-6	1.7%	12%	False	False	6,135
20	647-0	603-6	43-2	6.9%	11-7	1.9%	45%	False	False	6,073

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	662-6
2.618	649-6
1.618	641-6
1.000	636-6
0.618	633-6
HIGH	628-6
0.618	625-6
0.500	624-6
0.382	623-6
LOW	620-6
0.618	615-6
1.000	612-6
1.618	607-6
2.618	599-6
4.250	586-6

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	624-6	633-3
PP	624-2	630-0
S1	623-6	626-5

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