CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
753-4 |
746-0 |
-7-4 |
-1.0% |
762-0 |
High |
753-4 |
746-2 |
-7-2 |
-1.0% |
763-0 |
Low |
743-0 |
739-0 |
-4-0 |
-0.5% |
739-0 |
Close |
744-0 |
739-6 |
-4-2 |
-0.6% |
739-6 |
Range |
10-4 |
7-2 |
-3-2 |
-31.0% |
24-0 |
ATR |
11-7 |
11-4 |
-0-3 |
-2.8% |
0-0 |
Volume |
81,566 |
49,096 |
-32,470 |
-39.8% |
249,038 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763-3 |
758-7 |
743-6 |
|
R3 |
756-1 |
751-5 |
741-6 |
|
R2 |
748-7 |
748-7 |
741-1 |
|
R1 |
744-3 |
744-3 |
740-3 |
743-0 |
PP |
741-5 |
741-5 |
741-5 |
741-0 |
S1 |
737-1 |
737-1 |
739-1 |
735-6 |
S2 |
734-3 |
734-3 |
738-3 |
|
S3 |
727-1 |
729-7 |
737-6 |
|
S4 |
719-7 |
722-5 |
735-6 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
819-2 |
803-4 |
753-0 |
|
R3 |
795-2 |
779-4 |
746-3 |
|
R2 |
771-2 |
771-2 |
744-1 |
|
R1 |
755-4 |
755-4 |
742-0 |
751-3 |
PP |
747-2 |
747-2 |
747-2 |
745-2 |
S1 |
731-4 |
731-4 |
737-4 |
727-3 |
S2 |
723-2 |
723-2 |
735-3 |
|
S3 |
699-2 |
707-4 |
733-1 |
|
S4 |
675-2 |
683-4 |
726-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
763-0 |
739-0 |
24-0 |
3.2% |
7-2 |
1.0% |
3% |
False |
True |
49,807 |
10 |
765-4 |
735-2 |
30-2 |
4.1% |
7-2 |
1.0% |
15% |
False |
False |
40,373 |
20 |
774-0 |
734-4 |
39-4 |
5.3% |
9-0 |
1.2% |
13% |
False |
False |
41,826 |
40 |
815-0 |
716-2 |
98-6 |
13.3% |
9-1 |
1.2% |
24% |
False |
False |
36,835 |
60 |
838-0 |
716-2 |
121-6 |
16.5% |
8-1 |
1.1% |
19% |
False |
False |
31,942 |
80 |
838-0 |
696-0 |
142-0 |
19.2% |
8-7 |
1.2% |
31% |
False |
False |
30,440 |
100 |
838-0 |
518-4 |
319-4 |
43.2% |
8-3 |
1.1% |
69% |
False |
False |
27,617 |
120 |
838-0 |
514-0 |
324-0 |
43.8% |
7-5 |
1.0% |
70% |
False |
False |
24,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
777-0 |
2.618 |
765-2 |
1.618 |
758-0 |
1.000 |
753-4 |
0.618 |
750-6 |
HIGH |
746-2 |
0.618 |
743-4 |
0.500 |
742-5 |
0.382 |
741-6 |
LOW |
739-0 |
0.618 |
734-4 |
1.000 |
731-6 |
1.618 |
727-2 |
2.618 |
720-0 |
4.250 |
708-2 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
742-5 |
750-4 |
PP |
741-5 |
746-7 |
S1 |
740-6 |
743-3 |
|