CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
751-4 |
761-4 |
10-0 |
1.3% |
742-2 |
High |
760-0 |
765-4 |
5-4 |
0.7% |
765-4 |
Low |
751-0 |
759-0 |
8-0 |
1.1% |
735-2 |
Close |
759-2 |
759-4 |
0-2 |
0.0% |
759-4 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
30-2 |
ATR |
13-3 |
12-7 |
-0-4 |
-3.7% |
0-0 |
Volume |
27,881 |
34,512 |
6,631 |
23.8% |
154,694 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
780-7 |
776-5 |
763-1 |
|
R3 |
774-3 |
770-1 |
761-2 |
|
R2 |
767-7 |
767-7 |
760-6 |
|
R1 |
763-5 |
763-5 |
760-1 |
762-4 |
PP |
761-3 |
761-3 |
761-3 |
760-6 |
S1 |
757-1 |
757-1 |
758-7 |
756-0 |
S2 |
754-7 |
754-7 |
758-2 |
|
S3 |
748-3 |
750-5 |
757-6 |
|
S4 |
741-7 |
744-1 |
755-7 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844-1 |
832-1 |
776-1 |
|
R3 |
813-7 |
801-7 |
767-7 |
|
R2 |
783-5 |
783-5 |
765-0 |
|
R1 |
771-5 |
771-5 |
762-2 |
777-5 |
PP |
753-3 |
753-3 |
753-3 |
756-4 |
S1 |
741-3 |
741-3 |
756-6 |
747-3 |
S2 |
723-1 |
723-1 |
754-0 |
|
S3 |
692-7 |
711-1 |
751-1 |
|
S4 |
662-5 |
680-7 |
742-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
765-4 |
735-2 |
30-2 |
4.0% |
7-2 |
1.0% |
80% |
True |
False |
30,938 |
10 |
774-0 |
734-4 |
39-4 |
5.2% |
10-4 |
1.4% |
63% |
False |
False |
35,405 |
20 |
774-0 |
716-2 |
57-6 |
7.6% |
10-2 |
1.3% |
75% |
False |
False |
37,841 |
40 |
815-0 |
716-2 |
98-6 |
13.0% |
8-6 |
1.1% |
44% |
False |
False |
33,137 |
60 |
838-0 |
716-2 |
121-6 |
16.0% |
8-2 |
1.1% |
36% |
False |
False |
29,244 |
80 |
838-0 |
641-2 |
196-6 |
25.9% |
8-7 |
1.2% |
60% |
False |
False |
28,608 |
100 |
838-0 |
518-4 |
319-4 |
42.1% |
8-1 |
1.1% |
75% |
False |
False |
25,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
793-1 |
2.618 |
782-4 |
1.618 |
776-0 |
1.000 |
772-0 |
0.618 |
769-4 |
HIGH |
765-4 |
0.618 |
763-0 |
0.500 |
762-2 |
0.382 |
761-4 |
LOW |
759-0 |
0.618 |
755-0 |
1.000 |
752-4 |
1.618 |
748-4 |
2.618 |
742-0 |
4.250 |
731-3 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
762-2 |
757-1 |
PP |
761-3 |
754-5 |
S1 |
760-3 |
752-2 |
|