CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
751-0 |
760-4 |
9-4 |
1.3% |
742-2 |
| High |
756-2 |
762-0 |
5-6 |
0.8% |
765-4 |
| Low |
749-2 |
755-2 |
6-0 |
0.8% |
735-2 |
| Close |
756-0 |
756-0 |
0-0 |
0.0% |
759-4 |
| Range |
7-0 |
6-6 |
-0-2 |
-3.6% |
30-2 |
| ATR |
12-1 |
11-6 |
-0-3 |
-3.2% |
0-0 |
| Volume |
19,076 |
53,676 |
34,600 |
181.4% |
154,694 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-0 |
773-6 |
759-6 |
|
| R3 |
771-2 |
767-0 |
757-7 |
|
| R2 |
764-4 |
764-4 |
757-2 |
|
| R1 |
760-2 |
760-2 |
756-5 |
759-0 |
| PP |
757-6 |
757-6 |
757-6 |
757-1 |
| S1 |
753-4 |
753-4 |
755-3 |
752-2 |
| S2 |
751-0 |
751-0 |
754-6 |
|
| S3 |
744-2 |
746-6 |
754-1 |
|
| S4 |
737-4 |
740-0 |
752-2 |
|
|
| 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 |
749-2 |
16-2 |
2.1% |
6-6 |
0.9% |
42% |
False |
False |
36,153 |
| 10 |
774-0 |
735-2 |
38-6 |
5.1% |
10-4 |
1.4% |
54% |
False |
False |
38,919 |
| 20 |
774-0 |
716-2 |
57-6 |
7.6% |
10-4 |
1.4% |
69% |
False |
False |
39,871 |
| 40 |
815-0 |
716-2 |
98-6 |
13.1% |
9-0 |
1.2% |
40% |
False |
False |
34,487 |
| 60 |
838-0 |
716-2 |
121-6 |
16.1% |
8-3 |
1.1% |
33% |
False |
False |
30,415 |
| 80 |
838-0 |
675-4 |
162-4 |
21.5% |
9-0 |
1.2% |
50% |
False |
False |
29,347 |
| 100 |
838-0 |
518-4 |
319-4 |
42.3% |
8-2 |
1.1% |
74% |
False |
False |
26,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790-6 |
|
2.618 |
779-5 |
|
1.618 |
772-7 |
|
1.000 |
768-6 |
|
0.618 |
766-1 |
|
HIGH |
762-0 |
|
0.618 |
759-3 |
|
0.500 |
758-5 |
|
0.382 |
757-7 |
|
LOW |
755-2 |
|
0.618 |
751-1 |
|
1.000 |
748-4 |
|
1.618 |
744-3 |
|
2.618 |
737-5 |
|
4.250 |
726-4 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758-5 |
756-1 |
| PP |
757-6 |
756-1 |
| S1 |
756-7 |
756-0 |
|