CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
766-4 |
755-4 |
-11-0 |
-1.4% |
745-4 |
| High |
766-4 |
760-0 |
-6-4 |
-0.8% |
759-4 |
| Low |
756-0 |
754-0 |
-2-0 |
-0.3% |
716-2 |
| Close |
760-0 |
759-6 |
-0-2 |
0.0% |
759-4 |
| Range |
10-4 |
6-0 |
-4-4 |
-42.9% |
43-2 |
| ATR |
13-7 |
13-3 |
-0-5 |
-4.1% |
0-0 |
| Volume |
62,778 |
39,557 |
-23,221 |
-37.0% |
169,333 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
775-7 |
773-7 |
763-0 |
|
| R3 |
769-7 |
767-7 |
761-3 |
|
| R2 |
763-7 |
763-7 |
760-7 |
|
| R1 |
761-7 |
761-7 |
760-2 |
762-7 |
| PP |
757-7 |
757-7 |
757-7 |
758-4 |
| S1 |
755-7 |
755-7 |
759-2 |
756-7 |
| S2 |
751-7 |
751-7 |
758-5 |
|
| S3 |
745-7 |
749-7 |
758-1 |
|
| S4 |
739-7 |
743-7 |
756-4 |
|
|
| 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% |
13-4 |
1.8% |
87% |
False |
False |
43,365 |
| 10 |
766-4 |
716-2 |
50-2 |
6.6% |
10-0 |
1.3% |
87% |
False |
False |
37,975 |
| 20 |
806-4 |
716-2 |
90-2 |
11.9% |
8-7 |
1.2% |
48% |
False |
False |
34,687 |
| 40 |
838-0 |
716-2 |
121-6 |
16.0% |
7-5 |
1.0% |
36% |
False |
False |
28,235 |
| 60 |
838-0 |
696-0 |
142-0 |
18.7% |
9-0 |
1.2% |
45% |
False |
False |
27,372 |
| 80 |
838-0 |
518-4 |
319-4 |
42.1% |
8-2 |
1.1% |
76% |
False |
False |
24,948 |
| 100 |
838-0 |
514-0 |
324-0 |
42.6% |
7-4 |
1.0% |
76% |
False |
False |
21,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785-4 |
|
2.618 |
775-6 |
|
1.618 |
769-6 |
|
1.000 |
766-0 |
|
0.618 |
763-6 |
|
HIGH |
760-0 |
|
0.618 |
757-6 |
|
0.500 |
757-0 |
|
0.382 |
756-2 |
|
LOW |
754-0 |
|
0.618 |
750-2 |
|
1.000 |
748-0 |
|
1.618 |
744-2 |
|
2.618 |
738-2 |
|
4.250 |
728-4 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758-7 |
753-5 |
| PP |
757-7 |
747-4 |
| S1 |
757-0 |
741-3 |
|