CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
743-0 |
741-4 |
-1-4 |
-0.2% |
743-4 |
High |
743-0 |
745-0 |
2-0 |
0.3% |
774-0 |
Low |
735-6 |
739-0 |
3-2 |
0.4% |
734-4 |
Close |
738-2 |
744-6 |
6-4 |
0.9% |
752-6 |
Range |
7-2 |
6-0 |
-1-2 |
-17.2% |
39-4 |
ATR |
13-6 |
13-2 |
-0-4 |
-3.6% |
0-0 |
Volume |
31,703 |
31,477 |
-226 |
-0.7% |
199,358 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-7 |
758-7 |
748-0 |
|
R3 |
754-7 |
752-7 |
746-3 |
|
R2 |
748-7 |
748-7 |
745-7 |
|
R1 |
746-7 |
746-7 |
745-2 |
747-7 |
PP |
742-7 |
742-7 |
742-7 |
743-4 |
S1 |
740-7 |
740-7 |
744-2 |
741-7 |
S2 |
736-7 |
736-7 |
743-5 |
|
S3 |
730-7 |
734-7 |
743-1 |
|
S4 |
724-7 |
728-7 |
741-4 |
|
|
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 |
735-2 |
38-6 |
5.2% |
14-2 |
1.9% |
25% |
False |
False |
41,686 |
10 |
774-0 |
734-4 |
39-4 |
5.3% |
10-1 |
1.4% |
26% |
False |
False |
38,258 |
20 |
774-0 |
716-2 |
57-6 |
7.8% |
10-1 |
1.4% |
49% |
False |
False |
38,275 |
40 |
837-4 |
716-2 |
121-2 |
16.3% |
8-4 |
1.1% |
24% |
False |
False |
32,831 |
60 |
838-0 |
716-2 |
121-6 |
16.3% |
8-1 |
1.1% |
23% |
False |
False |
28,864 |
80 |
838-0 |
618-0 |
220-0 |
29.5% |
8-7 |
1.2% |
58% |
False |
False |
28,339 |
100 |
838-0 |
518-4 |
319-4 |
42.9% |
8-1 |
1.1% |
71% |
False |
False |
25,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-4 |
2.618 |
760-6 |
1.618 |
754-6 |
1.000 |
751-0 |
0.618 |
748-6 |
HIGH |
745-0 |
0.618 |
742-6 |
0.500 |
742-0 |
0.382 |
741-2 |
LOW |
739-0 |
0.618 |
735-2 |
1.000 |
733-0 |
1.618 |
729-2 |
2.618 |
723-2 |
4.250 |
713-4 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
743-7 |
743-2 |
PP |
742-7 |
741-5 |
S1 |
742-0 |
740-1 |
|