CME Corn Future December 2013

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	634-6	634-0	-0-6	-0.1%	633-4
High	637-0	641-0	4-0	0.6%	643-4
Low	631-6	631-4	-0-2	0.0%	626-6
Close	635-2	635-6	0-4	0.1%	635-2
Range	5-2	9-4	4-2	81.0%	16-6
ATR	9-7	9-7	0-0	-0.3%	0-0
Volume	8,781	6,269	-2,512	-28.6%	32,543

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	664-5	659-5	641-0
R3	655-1	650-1	638-3
R2	645-5	645-5	637-4
R1	640-5	640-5	636-5	643-1
PP	636-1	636-1	636-1	637-2
S1	631-1	631-1	634-7	633-5
S2	626-5	626-5	634-0
S3	617-1	621-5	633-1
S4	607-5	612-1	630-4

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	685-3	677-1	644-4
R3	668-5	660-3	639-7
R2	651-7	651-7	638-3
R1	643-5	643-5	636-6	647-6
PP	635-1	635-1	635-1	637-2
S1	626-7	626-7	633-6	631-0
S2	618-3	618-3	632-1
S3	601-5	610-1	630-5
S4	584-7	593-3	626-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643-4	626-6	16-6	2.6%	8-5	1.4%	54%	False	False	6,284
10	643-4	620-4	23-0	3.6%	7-5	1.2%	66%	False	False	5,839
20	647-0	620-0	27-0	4.2%	9-2	1.5%	58%	False	False	6,049

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

Fibonacci Retracements and Extensions
4.250	681-3
2.618	665-7
1.618	656-3
1.000	650-4
0.618	646-7
HIGH	641-0
0.618	637-3
0.500	636-2
0.382	635-1
LOW	631-4
0.618	625-5
1.000	622-0
1.618	616-1
2.618	606-5
4.250	591-1

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	636-2	636-4
PP	636-1	636-2
S1	635-7	636-0

Download as Excel Spreadsheet

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

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