CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
768-0 |
765-0 |
-3-0 |
-0.4% |
743-4 |
High |
774-0 |
765-0 |
-9-0 |
-1.2% |
774-0 |
Low |
738-6 |
750-2 |
11-4 |
1.6% |
734-4 |
Close |
773-2 |
752-6 |
-20-4 |
-2.7% |
752-6 |
Range |
35-2 |
14-6 |
-20-4 |
-58.2% |
39-4 |
ATR |
13-2 |
14-0 |
0-6 |
5.2% |
0-0 |
Volume |
37,442 |
78,687 |
41,245 |
110.2% |
199,358 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-2 |
791-2 |
760-7 |
|
R3 |
785-4 |
776-4 |
756-6 |
|
R2 |
770-6 |
770-6 |
755-4 |
|
R1 |
761-6 |
761-6 |
754-1 |
758-7 |
PP |
756-0 |
756-0 |
756-0 |
754-4 |
S1 |
747-0 |
747-0 |
751-3 |
744-1 |
S2 |
741-2 |
741-2 |
750-0 |
|
S3 |
726-4 |
732-2 |
748-6 |
|
S4 |
711-6 |
717-4 |
744-5 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872-2 |
852-0 |
774-4 |
|
R3 |
832-6 |
812-4 |
763-5 |
|
R2 |
793-2 |
793-2 |
760-0 |
|
R1 |
773-0 |
773-0 |
756-3 |
783-1 |
PP |
753-6 |
753-6 |
753-6 |
758-6 |
S1 |
733-4 |
733-4 |
749-1 |
743-5 |
S2 |
714-2 |
714-2 |
745-4 |
|
S3 |
674-6 |
694-0 |
741-7 |
|
S4 |
635-2 |
654-4 |
731-0 |
|
|
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 |
5.2% |
13-5 |
1.8% |
46% |
False |
False |
39,871 |
10 |
774-0 |
734-4 |
39-4 |
5.2% |
10-6 |
1.4% |
46% |
False |
False |
43,279 |
20 |
774-0 |
716-2 |
57-6 |
7.7% |
10-4 |
1.4% |
63% |
False |
False |
38,482 |
40 |
838-0 |
716-2 |
121-6 |
16.2% |
8-3 |
1.1% |
30% |
False |
False |
31,941 |
60 |
838-0 |
716-2 |
121-6 |
16.2% |
8-4 |
1.1% |
30% |
False |
False |
29,181 |
80 |
838-0 |
561-0 |
277-0 |
36.8% |
9-0 |
1.2% |
69% |
False |
False |
27,573 |
100 |
838-0 |
518-4 |
319-4 |
42.4% |
8-0 |
1.1% |
73% |
False |
False |
24,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
827-6 |
2.618 |
803-5 |
1.618 |
788-7 |
1.000 |
779-6 |
0.618 |
774-1 |
HIGH |
765-0 |
0.618 |
759-3 |
0.500 |
757-5 |
0.382 |
755-7 |
LOW |
750-2 |
0.618 |
741-1 |
1.000 |
735-4 |
1.618 |
726-3 |
2.618 |
711-5 |
4.250 |
687-4 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
757-5 |
754-2 |
PP |
756-0 |
753-6 |
S1 |
754-3 |
753-2 |
|