CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
765-0 |
750-6 |
-14-2 |
-1.9% |
766-4 |
High |
765-0 |
750-6 |
-14-2 |
-1.9% |
766-4 |
Low |
756-0 |
748-0 |
-8-0 |
-1.1% |
748-0 |
Close |
757-2 |
748-4 |
-8-6 |
-1.2% |
748-4 |
Range |
9-0 |
2-6 |
-6-2 |
-69.4% |
18-4 |
ATR |
12-7 |
12-5 |
-0-2 |
-2.0% |
0-0 |
Volume |
63,266 |
27,660 |
-35,606 |
-56.3% |
233,439 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-3 |
755-5 |
750-0 |
|
R3 |
754-5 |
752-7 |
749-2 |
|
R2 |
751-7 |
751-7 |
749-0 |
|
R1 |
750-1 |
750-1 |
748-6 |
749-5 |
PP |
749-1 |
749-1 |
749-1 |
748-6 |
S1 |
747-3 |
747-3 |
748-2 |
746-7 |
S2 |
746-3 |
746-3 |
748-0 |
|
S3 |
743-5 |
744-5 |
747-6 |
|
S4 |
740-7 |
741-7 |
747-0 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
809-7 |
797-5 |
758-5 |
|
R3 |
791-3 |
779-1 |
753-5 |
|
R2 |
772-7 |
772-7 |
751-7 |
|
R1 |
760-5 |
760-5 |
750-2 |
757-4 |
PP |
754-3 |
754-3 |
754-3 |
752-6 |
S1 |
742-1 |
742-1 |
746-6 |
739-0 |
S2 |
735-7 |
735-7 |
745-1 |
|
S3 |
717-3 |
723-5 |
743-3 |
|
S4 |
698-7 |
705-1 |
738-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
766-4 |
748-0 |
18-4 |
2.5% |
7-7 |
1.0% |
3% |
False |
True |
46,687 |
10 |
766-4 |
716-2 |
50-2 |
6.7% |
10-0 |
1.3% |
64% |
False |
False |
40,277 |
20 |
804-2 |
716-2 |
88-0 |
11.8% |
8-7 |
1.2% |
37% |
False |
False |
37,093 |
40 |
838-0 |
716-2 |
121-6 |
16.3% |
7-6 |
1.0% |
26% |
False |
False |
29,817 |
60 |
838-0 |
716-2 |
121-6 |
16.3% |
8-2 |
1.1% |
26% |
False |
False |
27,995 |
80 |
838-0 |
518-4 |
319-4 |
42.7% |
8-3 |
1.1% |
72% |
False |
False |
25,972 |
100 |
838-0 |
518-4 |
319-4 |
42.7% |
7-4 |
1.0% |
72% |
False |
False |
22,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-4 |
2.618 |
758-0 |
1.618 |
755-2 |
1.000 |
753-4 |
0.618 |
752-4 |
HIGH |
750-6 |
0.618 |
749-6 |
0.500 |
749-3 |
0.382 |
749-0 |
LOW |
748-0 |
0.618 |
746-2 |
1.000 |
745-2 |
1.618 |
743-4 |
2.618 |
740-6 |
4.250 |
736-2 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
749-3 |
756-4 |
PP |
749-1 |
753-7 |
S1 |
748-6 |
751-1 |
|