CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
739-6 |
768-0 |
28-2 |
3.8% |
766-4 |
High |
739-6 |
774-0 |
34-2 |
4.6% |
766-4 |
Low |
734-4 |
738-6 |
4-2 |
0.6% |
748-0 |
Close |
737-6 |
773-2 |
35-4 |
4.8% |
748-4 |
Range |
5-2 |
35-2 |
30-0 |
571.4% |
18-4 |
ATR |
11-4 |
13-2 |
1-6 |
15.3% |
0-0 |
Volume |
28,956 |
37,442 |
8,486 |
29.3% |
233,439 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
867-6 |
855-6 |
792-5 |
|
R3 |
832-4 |
820-4 |
783-0 |
|
R2 |
797-2 |
797-2 |
779-6 |
|
R1 |
785-2 |
785-2 |
776-4 |
791-2 |
PP |
762-0 |
762-0 |
762-0 |
765-0 |
S1 |
750-0 |
750-0 |
770-0 |
756-0 |
S2 |
726-6 |
726-6 |
766-6 |
|
S3 |
691-4 |
714-6 |
763-4 |
|
S4 |
656-2 |
679-4 |
753-7 |
|
|
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 |
774-0 |
734-4 |
39-4 |
5.1% |
11-2 |
1.5% |
98% |
True |
False |
29,666 |
10 |
774-0 |
716-2 |
57-6 |
7.5% |
13-5 |
1.8% |
99% |
True |
False |
39,622 |
20 |
788-0 |
716-2 |
71-6 |
9.3% |
9-7 |
1.3% |
79% |
False |
False |
35,621 |
40 |
838-0 |
716-2 |
121-6 |
15.7% |
8-1 |
1.1% |
47% |
False |
False |
30,389 |
60 |
838-0 |
716-2 |
121-6 |
15.7% |
8-3 |
1.1% |
47% |
False |
False |
28,307 |
80 |
838-0 |
561-0 |
277-0 |
35.8% |
8-7 |
1.1% |
77% |
False |
False |
26,838 |
100 |
838-0 |
518-4 |
319-4 |
41.3% |
7-7 |
1.0% |
80% |
False |
False |
23,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
923-6 |
2.618 |
866-2 |
1.618 |
831-0 |
1.000 |
809-2 |
0.618 |
795-6 |
HIGH |
774-0 |
0.618 |
760-4 |
0.500 |
756-3 |
0.382 |
752-2 |
LOW |
738-6 |
0.618 |
717-0 |
1.000 |
703-4 |
1.618 |
681-6 |
2.618 |
646-4 |
4.250 |
589-0 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
767-5 |
766-7 |
PP |
762-0 |
760-5 |
S1 |
756-3 |
754-2 |
|