CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
765-0 |
742-2 |
-22-6 |
-3.0% |
743-4 |
High |
765-0 |
743-0 |
-22-0 |
-2.9% |
774-0 |
Low |
750-2 |
735-2 |
-15-0 |
-2.0% |
734-4 |
Close |
752-6 |
737-2 |
-15-4 |
-2.1% |
752-6 |
Range |
14-6 |
7-6 |
-7-0 |
-47.5% |
39-4 |
ATR |
14-0 |
14-2 |
0-2 |
1.8% |
0-0 |
Volume |
78,687 |
29,121 |
-49,566 |
-63.0% |
199,358 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-6 |
757-2 |
741-4 |
|
R3 |
754-0 |
749-4 |
739-3 |
|
R2 |
746-2 |
746-2 |
738-5 |
|
R1 |
741-6 |
741-6 |
738-0 |
740-1 |
PP |
738-4 |
738-4 |
738-4 |
737-6 |
S1 |
734-0 |
734-0 |
736-4 |
732-3 |
S2 |
730-6 |
730-6 |
735-7 |
|
S3 |
723-0 |
726-2 |
735-1 |
|
S4 |
715-2 |
718-4 |
733-0 |
|
|
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 |
5.4% |
13-6 |
1.9% |
7% |
False |
False |
40,289 |
10 |
774-0 |
734-4 |
39-4 |
5.4% |
10-4 |
1.4% |
7% |
False |
False |
39,914 |
20 |
774-0 |
716-2 |
57-6 |
7.8% |
10-1 |
1.4% |
36% |
False |
False |
38,387 |
40 |
838-0 |
716-2 |
121-6 |
16.5% |
8-5 |
1.2% |
17% |
False |
False |
32,160 |
60 |
838-0 |
716-2 |
121-6 |
16.5% |
8-4 |
1.2% |
17% |
False |
False |
28,872 |
80 |
838-0 |
564-4 |
273-4 |
37.1% |
9-0 |
1.2% |
63% |
False |
False |
27,796 |
100 |
838-0 |
518-4 |
319-4 |
43.3% |
8-0 |
1.1% |
68% |
False |
False |
24,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-0 |
2.618 |
763-2 |
1.618 |
755-4 |
1.000 |
750-6 |
0.618 |
747-6 |
HIGH |
743-0 |
0.618 |
740-0 |
0.500 |
739-1 |
0.382 |
738-2 |
LOW |
735-2 |
0.618 |
730-4 |
1.000 |
727-4 |
1.618 |
722-6 |
2.618 |
715-0 |
4.250 |
702-2 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
739-1 |
754-5 |
PP |
738-4 |
748-7 |
S1 |
737-7 |
743-0 |
|