CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
743-4 |
747-0 |
3-4 |
0.5% |
766-4 |
| High |
748-0 |
747-0 |
-1-0 |
-0.1% |
766-4 |
| Low |
740-4 |
741-4 |
1-0 |
0.1% |
748-0 |
| Close |
742-0 |
742-2 |
0-2 |
0.0% |
748-4 |
| Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
18-4 |
| ATR |
12-2 |
11-6 |
-0-4 |
-3.9% |
0-0 |
| Volume |
27,030 |
27,243 |
213 |
0.8% |
233,439 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
756-5 |
745-2 |
|
| R3 |
754-5 |
751-1 |
743-6 |
|
| R2 |
749-1 |
749-1 |
743-2 |
|
| R1 |
745-5 |
745-5 |
742-6 |
744-5 |
| PP |
743-5 |
743-5 |
743-5 |
743-0 |
| S1 |
740-1 |
740-1 |
741-6 |
739-1 |
| S2 |
738-1 |
738-1 |
741-2 |
|
| S3 |
732-5 |
734-5 |
740-6 |
|
| S4 |
727-1 |
729-1 |
739-2 |
|
|
| 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 |
765-0 |
740-4 |
24-4 |
3.3% |
7-1 |
1.0% |
7% |
False |
False |
37,075 |
| 10 |
766-4 |
716-2 |
50-2 |
6.8% |
10-2 |
1.4% |
52% |
False |
False |
40,220 |
| 20 |
788-0 |
716-2 |
71-6 |
9.7% |
8-3 |
1.1% |
36% |
False |
False |
36,757 |
| 40 |
838-0 |
716-2 |
121-6 |
16.4% |
7-4 |
1.0% |
21% |
False |
False |
29,692 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
8-2 |
1.1% |
21% |
False |
False |
28,081 |
| 80 |
838-0 |
542-0 |
296-0 |
39.9% |
8-4 |
1.2% |
68% |
False |
False |
26,390 |
| 100 |
838-0 |
518-4 |
319-4 |
43.0% |
7-4 |
1.0% |
70% |
False |
False |
23,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
770-3 |
|
2.618 |
761-3 |
|
1.618 |
755-7 |
|
1.000 |
752-4 |
|
0.618 |
750-3 |
|
HIGH |
747-0 |
|
0.618 |
744-7 |
|
0.500 |
744-2 |
|
0.382 |
743-5 |
|
LOW |
741-4 |
|
0.618 |
738-1 |
|
1.000 |
736-0 |
|
1.618 |
732-5 |
|
2.618 |
727-1 |
|
4.250 |
718-1 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
744-2 |
745-5 |
| PP |
743-5 |
744-4 |
| S1 |
742-7 |
743-3 |
|