CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
762-0 |
751-0 |
-11-0 |
-1.4% |
742-2 |
High |
763-0 |
756-2 |
-6-6 |
-0.9% |
765-4 |
Low |
758-4 |
749-2 |
-9-2 |
-1.2% |
735-2 |
Close |
759-2 |
756-0 |
-3-2 |
-0.4% |
759-4 |
Range |
4-4 |
7-0 |
2-4 |
55.6% |
30-2 |
ATR |
12-2 |
12-1 |
-0-1 |
-1.3% |
0-0 |
Volume |
45,624 |
19,076 |
-26,548 |
-58.2% |
154,694 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774-7 |
772-3 |
759-7 |
|
R3 |
767-7 |
765-3 |
757-7 |
|
R2 |
760-7 |
760-7 |
757-2 |
|
R1 |
758-3 |
758-3 |
756-5 |
759-5 |
PP |
753-7 |
753-7 |
753-7 |
754-4 |
S1 |
751-3 |
751-3 |
755-3 |
752-5 |
S2 |
746-7 |
746-7 |
754-6 |
|
S3 |
739-7 |
744-3 |
754-1 |
|
S4 |
732-7 |
737-3 |
752-1 |
|
|
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 |
739-0 |
26-4 |
3.5% |
6-5 |
0.9% |
64% |
False |
False |
31,714 |
10 |
774-0 |
734-4 |
39-4 |
5.2% |
10-3 |
1.4% |
54% |
False |
False |
36,447 |
20 |
774-0 |
716-2 |
57-6 |
7.6% |
10-2 |
1.4% |
69% |
False |
False |
38,334 |
40 |
815-0 |
716-2 |
98-6 |
13.1% |
8-7 |
1.2% |
40% |
False |
False |
33,531 |
60 |
838-0 |
716-2 |
121-6 |
16.1% |
8-3 |
1.1% |
33% |
False |
False |
29,807 |
80 |
838-0 |
664-4 |
173-4 |
22.9% |
8-7 |
1.2% |
53% |
False |
False |
28,904 |
100 |
838-0 |
518-4 |
319-4 |
42.3% |
8-1 |
1.1% |
74% |
False |
False |
26,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
786-0 |
2.618 |
774-5 |
1.618 |
767-5 |
1.000 |
763-2 |
0.618 |
760-5 |
HIGH |
756-2 |
0.618 |
753-5 |
0.500 |
752-6 |
0.382 |
751-7 |
LOW |
749-2 |
0.618 |
744-7 |
1.000 |
742-2 |
1.618 |
737-7 |
2.618 |
730-7 |
4.250 |
719-4 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
754-7 |
757-3 |
PP |
753-7 |
756-7 |
S1 |
752-6 |
756-4 |
|