CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
744-6 |
748-0 |
3-2 |
0.4% |
762-0 |
High |
745-6 |
758-6 |
13-0 |
1.7% |
763-0 |
Low |
743-4 |
748-0 |
4-4 |
0.6% |
739-0 |
Close |
744-4 |
757-0 |
12-4 |
1.7% |
739-6 |
Range |
2-2 |
10-6 |
8-4 |
377.8% |
24-0 |
ATR |
10-6 |
11-0 |
0-2 |
2.3% |
0-0 |
Volume |
32,763 |
64,535 |
31,772 |
97.0% |
249,038 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786-7 |
782-5 |
762-7 |
|
R3 |
776-1 |
771-7 |
760-0 |
|
R2 |
765-3 |
765-3 |
759-0 |
|
R1 |
761-1 |
761-1 |
758-0 |
763-2 |
PP |
754-5 |
754-5 |
754-5 |
755-5 |
S1 |
750-3 |
750-3 |
756-0 |
752-4 |
S2 |
743-7 |
743-7 |
755-0 |
|
S3 |
733-1 |
739-5 |
754-0 |
|
S4 |
722-3 |
728-7 |
751-1 |
|
|
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 |
758-6 |
738-0 |
20-6 |
2.7% |
7-2 |
1.0% |
92% |
True |
False |
54,034 |
10 |
765-4 |
738-0 |
27-4 |
3.6% |
7-0 |
0.9% |
69% |
False |
False |
45,094 |
20 |
774-0 |
734-4 |
39-4 |
5.2% |
8-4 |
1.1% |
57% |
False |
False |
41,676 |
40 |
806-4 |
716-2 |
90-2 |
11.9% |
8-6 |
1.2% |
45% |
False |
False |
38,498 |
60 |
838-0 |
716-2 |
121-6 |
16.1% |
8-0 |
1.1% |
33% |
False |
False |
33,147 |
80 |
838-0 |
696-0 |
142-0 |
18.8% |
8-7 |
1.2% |
43% |
False |
False |
30,876 |
100 |
838-0 |
518-4 |
319-4 |
42.2% |
8-4 |
1.1% |
75% |
False |
False |
28,508 |
120 |
838-0 |
517-0 |
321-0 |
42.4% |
7-6 |
1.0% |
75% |
False |
False |
25,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
804-4 |
2.618 |
786-7 |
1.618 |
776-1 |
1.000 |
769-4 |
0.618 |
765-3 |
HIGH |
758-6 |
0.618 |
754-5 |
0.500 |
753-3 |
0.382 |
752-1 |
LOW |
748-0 |
0.618 |
741-3 |
1.000 |
737-2 |
1.618 |
730-5 |
2.618 |
719-7 |
4.250 |
702-2 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
755-6 |
754-1 |
PP |
754-5 |
751-2 |
S1 |
753-3 |
748-3 |
|