CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
746-0 |
743-2 |
-2-6 |
-0.4% |
762-0 |
High |
746-2 |
743-2 |
-3-0 |
-0.4% |
763-0 |
Low |
739-0 |
738-0 |
-1-0 |
-0.1% |
739-0 |
Close |
739-6 |
739-0 |
-0-6 |
-0.1% |
739-6 |
Range |
7-2 |
5-2 |
-2-0 |
-27.6% |
24-0 |
ATR |
11-4 |
11-0 |
-0-4 |
-3.9% |
0-0 |
Volume |
49,096 |
42,213 |
-6,883 |
-14.0% |
249,038 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-7 |
752-5 |
741-7 |
|
R3 |
750-5 |
747-3 |
740-4 |
|
R2 |
745-3 |
745-3 |
740-0 |
|
R1 |
742-1 |
742-1 |
739-4 |
741-1 |
PP |
740-1 |
740-1 |
740-1 |
739-4 |
S1 |
736-7 |
736-7 |
738-4 |
735-7 |
S2 |
734-7 |
734-7 |
738-0 |
|
S3 |
729-5 |
731-5 |
737-4 |
|
S4 |
724-3 |
726-3 |
736-1 |
|
|
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 |
762-0 |
738-0 |
24-0 |
3.2% |
7-3 |
1.0% |
4% |
False |
True |
49,125 |
10 |
765-4 |
735-6 |
29-6 |
4.0% |
7-0 |
0.9% |
11% |
False |
False |
41,682 |
20 |
774-0 |
734-4 |
39-4 |
5.3% |
8-6 |
1.2% |
11% |
False |
False |
40,798 |
40 |
815-0 |
716-2 |
98-6 |
13.4% |
9-0 |
1.2% |
23% |
False |
False |
37,424 |
60 |
838-0 |
716-2 |
121-6 |
16.5% |
8-0 |
1.1% |
19% |
False |
False |
32,154 |
80 |
838-0 |
696-0 |
142-0 |
19.2% |
8-7 |
1.2% |
30% |
False |
False |
30,567 |
100 |
838-0 |
518-4 |
319-4 |
43.2% |
8-3 |
1.1% |
69% |
False |
False |
27,917 |
120 |
838-0 |
514-0 |
324-0 |
43.8% |
7-5 |
1.0% |
69% |
False |
False |
24,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
765-4 |
2.618 |
757-0 |
1.618 |
751-6 |
1.000 |
748-4 |
0.618 |
746-4 |
HIGH |
743-2 |
0.618 |
741-2 |
0.500 |
740-5 |
0.382 |
740-0 |
LOW |
738-0 |
0.618 |
734-6 |
1.000 |
732-6 |
1.618 |
729-4 |
2.618 |
724-2 |
4.250 |
715-6 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
740-5 |
745-6 |
PP |
740-1 |
743-4 |
S1 |
739-4 |
741-2 |
|