CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
747-0 |
739-6 |
-7-2 |
-1.0% |
766-4 |
High |
747-0 |
739-6 |
-7-2 |
-1.0% |
766-4 |
Low |
741-4 |
734-4 |
-7-0 |
-0.9% |
748-0 |
Close |
742-2 |
737-6 |
-4-4 |
-0.6% |
748-4 |
Range |
5-4 |
5-2 |
-0-2 |
-4.5% |
18-4 |
ATR |
11-6 |
11-4 |
-0-2 |
-2.5% |
0-0 |
Volume |
27,243 |
28,956 |
1,713 |
6.3% |
233,439 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
753-1 |
750-5 |
740-5 |
|
R3 |
747-7 |
745-3 |
739-2 |
|
R2 |
742-5 |
742-5 |
738-6 |
|
R1 |
740-1 |
740-1 |
738-2 |
738-6 |
PP |
737-3 |
737-3 |
737-3 |
736-5 |
S1 |
734-7 |
734-7 |
737-2 |
733-4 |
S2 |
732-1 |
732-1 |
736-6 |
|
S3 |
726-7 |
729-5 |
736-2 |
|
S4 |
721-5 |
724-3 |
734-7 |
|
|
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 |
734-4 |
30-4 |
4.1% |
6-0 |
0.8% |
11% |
False |
True |
34,831 |
10 |
766-4 |
716-2 |
50-2 |
6.8% |
10-5 |
1.4% |
43% |
False |
False |
40,823 |
20 |
788-0 |
716-2 |
71-6 |
9.7% |
8-3 |
1.1% |
30% |
False |
False |
36,501 |
40 |
838-0 |
716-2 |
121-6 |
16.5% |
7-3 |
1.0% |
18% |
False |
False |
29,791 |
60 |
838-0 |
716-2 |
121-6 |
16.5% |
8-1 |
1.1% |
18% |
False |
False |
28,110 |
80 |
838-0 |
561-0 |
277-0 |
37.5% |
8-4 |
1.2% |
64% |
False |
False |
26,607 |
100 |
838-0 |
518-4 |
319-4 |
43.3% |
7-4 |
1.0% |
69% |
False |
False |
23,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-0 |
2.618 |
753-4 |
1.618 |
748-2 |
1.000 |
745-0 |
0.618 |
743-0 |
HIGH |
739-6 |
0.618 |
737-6 |
0.500 |
737-1 |
0.382 |
736-4 |
LOW |
734-4 |
0.618 |
731-2 |
1.000 |
729-2 |
1.618 |
726-0 |
2.618 |
720-6 |
4.250 |
712-2 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
737-4 |
741-2 |
PP |
737-3 |
740-1 |
S1 |
737-1 |
738-7 |
|