CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
759-4 |
766-4 |
7-0 |
0.9% |
745-4 |
| High |
759-4 |
766-4 |
7-0 |
0.9% |
759-4 |
| Low |
716-2 |
756-0 |
39-6 |
5.5% |
716-2 |
| Close |
759-4 |
760-0 |
0-4 |
0.1% |
759-4 |
| Range |
43-2 |
10-4 |
-32-6 |
-75.7% |
43-2 |
| ATR |
14-1 |
13-7 |
-0-2 |
-1.9% |
0-0 |
| Volume |
42,118 |
62,778 |
20,660 |
49.1% |
169,333 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-3 |
786-5 |
765-6 |
|
| R3 |
781-7 |
776-1 |
762-7 |
|
| R2 |
771-3 |
771-3 |
761-7 |
|
| R1 |
765-5 |
765-5 |
761-0 |
763-2 |
| PP |
760-7 |
760-7 |
760-7 |
759-5 |
| S1 |
755-1 |
755-1 |
759-0 |
752-6 |
| S2 |
750-3 |
750-3 |
758-1 |
|
| S3 |
739-7 |
744-5 |
757-1 |
|
| S4 |
729-3 |
734-1 |
754-2 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874-7 |
860-3 |
783-2 |
|
| R3 |
831-5 |
817-1 |
771-3 |
|
| R2 |
788-3 |
788-3 |
767-3 |
|
| R1 |
773-7 |
773-7 |
763-4 |
781-1 |
| PP |
745-1 |
745-1 |
745-1 |
748-6 |
| S1 |
730-5 |
730-5 |
755-4 |
737-7 |
| S2 |
701-7 |
701-7 |
751-5 |
|
| S3 |
658-5 |
687-3 |
747-5 |
|
| S4 |
615-3 |
644-1 |
735-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
766-4 |
716-2 |
50-2 |
6.6% |
13-2 |
1.7% |
87% |
True |
False |
41,643 |
| 10 |
766-4 |
716-2 |
50-2 |
6.6% |
9-7 |
1.3% |
87% |
True |
False |
36,860 |
| 20 |
815-0 |
716-2 |
98-6 |
13.0% |
9-2 |
1.2% |
44% |
False |
False |
34,050 |
| 40 |
838-0 |
716-2 |
121-6 |
16.0% |
7-6 |
1.0% |
36% |
False |
False |
27,832 |
| 60 |
838-0 |
696-0 |
142-0 |
18.7% |
9-0 |
1.2% |
45% |
False |
False |
27,157 |
| 80 |
838-0 |
518-4 |
319-4 |
42.0% |
8-2 |
1.1% |
76% |
False |
False |
24,697 |
| 100 |
838-0 |
514-0 |
324-0 |
42.6% |
7-4 |
1.0% |
76% |
False |
False |
21,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-1 |
|
2.618 |
794-0 |
|
1.618 |
783-4 |
|
1.000 |
777-0 |
|
0.618 |
773-0 |
|
HIGH |
766-4 |
|
0.618 |
762-4 |
|
0.500 |
761-2 |
|
0.382 |
760-0 |
|
LOW |
756-0 |
|
0.618 |
749-4 |
|
1.000 |
745-4 |
|
1.618 |
739-0 |
|
2.618 |
728-4 |
|
4.250 |
711-3 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761-2 |
753-6 |
| PP |
760-7 |
747-5 |
| S1 |
760-3 |
741-3 |
|