CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 04-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
753-4 |
765-0 |
11-4 |
1.5% |
745-4 |
High |
763-4 |
765-0 |
1-4 |
0.2% |
759-4 |
Low |
752-4 |
756-0 |
3-4 |
0.5% |
716-2 |
Close |
757-4 |
757-2 |
-0-2 |
0.0% |
759-4 |
Range |
11-0 |
9-0 |
-2-0 |
-18.2% |
43-2 |
ATR |
13-1 |
12-7 |
-0-2 |
-2.3% |
0-0 |
Volume |
40,178 |
63,266 |
23,088 |
57.5% |
169,333 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786-3 |
780-7 |
762-2 |
|
R3 |
777-3 |
771-7 |
759-6 |
|
R2 |
768-3 |
768-3 |
758-7 |
|
R1 |
762-7 |
762-7 |
758-1 |
761-1 |
PP |
759-3 |
759-3 |
759-3 |
758-4 |
S1 |
753-7 |
753-7 |
756-3 |
752-1 |
S2 |
750-3 |
750-3 |
755-5 |
|
S3 |
741-3 |
744-7 |
754-6 |
|
S4 |
732-3 |
735-7 |
752-2 |
|
|
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% |
16-0 |
2.1% |
82% |
False |
False |
49,579 |
10 |
766-4 |
716-2 |
50-2 |
6.6% |
10-0 |
1.3% |
82% |
False |
False |
41,116 |
20 |
806-4 |
716-2 |
90-2 |
11.9% |
9-2 |
1.2% |
45% |
False |
False |
37,271 |
40 |
838-0 |
716-2 |
121-6 |
16.1% |
7-7 |
1.0% |
34% |
False |
False |
29,997 |
60 |
838-0 |
716-2 |
121-6 |
16.1% |
8-3 |
1.1% |
34% |
False |
False |
28,022 |
80 |
838-0 |
518-4 |
319-4 |
42.2% |
8-4 |
1.1% |
75% |
False |
False |
25,818 |
100 |
838-0 |
518-4 |
319-4 |
42.2% |
7-4 |
1.0% |
75% |
False |
False |
22,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
803-2 |
2.618 |
788-4 |
1.618 |
779-4 |
1.000 |
774-0 |
0.618 |
770-4 |
HIGH |
765-0 |
0.618 |
761-4 |
0.500 |
760-4 |
0.382 |
759-4 |
LOW |
756-0 |
0.618 |
750-4 |
1.000 |
747-0 |
1.618 |
741-4 |
2.618 |
732-4 |
4.250 |
717-6 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
760-4 |
758-6 |
PP |
759-3 |
758-2 |
S1 |
758-3 |
757-6 |
|