CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
748-0 |
759-2 |
11-2 |
1.5% |
762-0 |
High |
758-6 |
763-0 |
4-2 |
0.6% |
763-0 |
Low |
748-0 |
752-4 |
4-4 |
0.6% |
739-0 |
Close |
757-0 |
753-4 |
-3-4 |
-0.5% |
739-6 |
Range |
10-6 |
10-4 |
-0-2 |
-2.3% |
24-0 |
ATR |
11-0 |
11-0 |
0-0 |
-0.3% |
0-0 |
Volume |
64,535 |
89,185 |
24,650 |
38.2% |
249,038 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
787-7 |
781-1 |
759-2 |
|
R3 |
777-3 |
770-5 |
756-3 |
|
R2 |
766-7 |
766-7 |
755-3 |
|
R1 |
760-1 |
760-1 |
754-4 |
758-2 |
PP |
756-3 |
756-3 |
756-3 |
755-3 |
S1 |
749-5 |
749-5 |
752-4 |
747-6 |
S2 |
745-7 |
745-7 |
751-5 |
|
S3 |
735-3 |
739-1 |
750-5 |
|
S4 |
724-7 |
728-5 |
747-6 |
|
|
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 |
738-0 |
25-0 |
3.3% |
7-2 |
1.0% |
62% |
True |
False |
55,558 |
10 |
765-4 |
738-0 |
27-4 |
3.6% |
7-1 |
0.9% |
56% |
False |
False |
51,224 |
20 |
774-0 |
734-4 |
39-4 |
5.2% |
8-5 |
1.1% |
48% |
False |
False |
42,972 |
40 |
806-4 |
716-2 |
90-2 |
12.0% |
9-0 |
1.2% |
41% |
False |
False |
40,121 |
60 |
838-0 |
716-2 |
121-6 |
16.2% |
8-1 |
1.1% |
31% |
False |
False |
34,322 |
80 |
838-0 |
716-2 |
121-6 |
16.2% |
8-3 |
1.1% |
31% |
False |
False |
31,760 |
100 |
838-0 |
518-4 |
319-4 |
42.4% |
8-4 |
1.1% |
74% |
False |
False |
29,249 |
120 |
838-0 |
518-4 |
319-4 |
42.4% |
7-6 |
1.0% |
74% |
False |
False |
25,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
807-5 |
2.618 |
790-4 |
1.618 |
780-0 |
1.000 |
773-4 |
0.618 |
769-4 |
HIGH |
763-0 |
0.618 |
759-0 |
0.500 |
757-6 |
0.382 |
756-4 |
LOW |
752-4 |
0.618 |
746-0 |
1.000 |
742-0 |
1.618 |
735-4 |
2.618 |
725-0 |
4.250 |
707-7 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
757-6 |
753-3 |
PP |
756-3 |
753-3 |
S1 |
754-7 |
753-2 |
|