CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
755-4 |
753-4 |
-2-0 |
-0.3% |
745-4 |
High |
760-0 |
763-4 |
3-4 |
0.5% |
759-4 |
Low |
754-0 |
752-4 |
-1-4 |
-0.2% |
716-2 |
Close |
759-6 |
757-4 |
-2-2 |
-0.3% |
759-4 |
Range |
6-0 |
11-0 |
5-0 |
83.3% |
43-2 |
ATR |
13-3 |
13-1 |
-0-1 |
-1.3% |
0-0 |
Volume |
39,557 |
40,178 |
621 |
1.6% |
169,333 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790-7 |
785-1 |
763-4 |
|
R3 |
779-7 |
774-1 |
760-4 |
|
R2 |
768-7 |
768-7 |
759-4 |
|
R1 |
763-1 |
763-1 |
758-4 |
766-0 |
PP |
757-7 |
757-7 |
757-7 |
759-2 |
S1 |
752-1 |
752-1 |
756-4 |
755-0 |
S2 |
746-7 |
746-7 |
755-4 |
|
S3 |
735-7 |
741-1 |
754-4 |
|
S4 |
724-7 |
730-1 |
751-4 |
|
|
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% |
15-2 |
2.0% |
82% |
False |
False |
46,815 |
10 |
766-4 |
716-2 |
50-2 |
6.6% |
10-1 |
1.3% |
82% |
False |
False |
38,292 |
20 |
806-4 |
716-2 |
90-2 |
11.9% |
9-0 |
1.2% |
46% |
False |
False |
35,320 |
40 |
838-0 |
716-2 |
121-6 |
16.1% |
7-6 |
1.0% |
34% |
False |
False |
28,883 |
60 |
838-0 |
696-0 |
142-0 |
18.7% |
9-0 |
1.2% |
43% |
False |
False |
27,276 |
80 |
838-0 |
518-4 |
319-4 |
42.2% |
8-3 |
1.1% |
75% |
False |
False |
25,216 |
100 |
838-0 |
517-0 |
321-0 |
42.4% |
7-4 |
1.0% |
75% |
False |
False |
22,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
810-2 |
2.618 |
792-2 |
1.618 |
781-2 |
1.000 |
774-4 |
0.618 |
770-2 |
HIGH |
763-4 |
0.618 |
759-2 |
0.500 |
758-0 |
0.382 |
756-6 |
LOW |
752-4 |
0.618 |
745-6 |
1.000 |
741-4 |
1.618 |
734-6 |
2.618 |
723-6 |
4.250 |
705-6 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
758-0 |
759-4 |
PP |
757-7 |
758-7 |
S1 |
757-5 |
758-1 |
|