CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
761-4 |
762-0 |
0-4 |
0.1% |
742-2 |
High |
765-4 |
763-0 |
-2-4 |
-0.3% |
765-4 |
Low |
759-0 |
758-4 |
-0-4 |
-0.1% |
735-2 |
Close |
759-4 |
759-2 |
-0-2 |
0.0% |
759-4 |
Range |
6-4 |
4-4 |
-2-0 |
-30.8% |
30-2 |
ATR |
12-7 |
12-2 |
-0-5 |
-4.6% |
0-0 |
Volume |
34,512 |
45,624 |
11,112 |
32.2% |
154,694 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-6 |
771-0 |
761-6 |
|
R3 |
769-2 |
766-4 |
760-4 |
|
R2 |
764-6 |
764-6 |
760-1 |
|
R1 |
762-0 |
762-0 |
759-5 |
761-1 |
PP |
760-2 |
760-2 |
760-2 |
759-6 |
S1 |
757-4 |
757-4 |
758-7 |
756-5 |
S2 |
755-6 |
755-6 |
758-3 |
|
S3 |
751-2 |
753-0 |
758-0 |
|
S4 |
746-6 |
748-4 |
756-6 |
|
|
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 |
735-6 |
29-6 |
3.9% |
6-5 |
0.9% |
79% |
False |
False |
34,239 |
10 |
774-0 |
734-4 |
39-4 |
5.2% |
10-1 |
1.3% |
63% |
False |
False |
37,264 |
20 |
774-0 |
716-2 |
57-6 |
7.6% |
10-2 |
1.3% |
74% |
False |
False |
38,927 |
40 |
815-0 |
716-2 |
98-6 |
13.0% |
8-6 |
1.2% |
44% |
False |
False |
33,613 |
60 |
838-0 |
716-2 |
121-6 |
16.0% |
8-2 |
1.1% |
35% |
False |
False |
29,777 |
80 |
838-0 |
642-6 |
195-2 |
25.7% |
8-7 |
1.2% |
60% |
False |
False |
28,900 |
100 |
838-0 |
518-4 |
319-4 |
42.1% |
8-1 |
1.1% |
75% |
False |
False |
25,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
782-1 |
2.618 |
774-6 |
1.618 |
770-2 |
1.000 |
767-4 |
0.618 |
765-6 |
HIGH |
763-0 |
0.618 |
761-2 |
0.500 |
760-6 |
0.382 |
760-2 |
LOW |
758-4 |
0.618 |
755-6 |
1.000 |
754-0 |
1.618 |
751-2 |
2.618 |
746-6 |
4.250 |
739-3 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
760-6 |
758-7 |
PP |
760-2 |
758-5 |
S1 |
759-6 |
758-2 |
|