CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
744-6 |
744-4 |
-0-2 |
0.0% |
743-2 |
| High |
744-6 |
745-0 |
0-2 |
0.0% |
763-0 |
| Low |
740-0 |
737-0 |
-3-0 |
-0.4% |
738-0 |
| Close |
742-4 |
738-0 |
-4-4 |
-0.6% |
742-4 |
| Range |
4-6 |
8-0 |
3-2 |
68.4% |
25-0 |
| ATR |
11-1 |
10-7 |
-0-2 |
-2.0% |
0-0 |
| Volume |
74,914 |
76,188 |
1,274 |
1.7% |
303,610 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-0 |
759-0 |
742-3 |
|
| R3 |
756-0 |
751-0 |
740-2 |
|
| R2 |
748-0 |
748-0 |
739-4 |
|
| R1 |
743-0 |
743-0 |
738-6 |
741-4 |
| PP |
740-0 |
740-0 |
740-0 |
739-2 |
| S1 |
735-0 |
735-0 |
737-2 |
733-4 |
| S2 |
732-0 |
732-0 |
736-4 |
|
| S3 |
724-0 |
727-0 |
735-6 |
|
| S4 |
716-0 |
719-0 |
733-5 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822-7 |
807-5 |
756-2 |
|
| R3 |
797-7 |
782-5 |
749-3 |
|
| R2 |
772-7 |
772-7 |
747-1 |
|
| R1 |
757-5 |
757-5 |
744-6 |
752-6 |
| PP |
747-7 |
747-7 |
747-7 |
745-3 |
| S1 |
732-5 |
732-5 |
740-2 |
727-6 |
| S2 |
722-7 |
722-7 |
737-7 |
|
| S3 |
697-7 |
707-5 |
735-5 |
|
| S4 |
672-7 |
682-5 |
728-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
763-0 |
737-0 |
26-0 |
3.5% |
7-2 |
1.0% |
4% |
False |
True |
67,517 |
| 10 |
763-0 |
737-0 |
26-0 |
3.5% |
7-2 |
1.0% |
4% |
False |
True |
58,321 |
| 20 |
774-0 |
734-4 |
39-4 |
5.4% |
8-6 |
1.2% |
9% |
False |
False |
47,792 |
| 40 |
788-0 |
716-2 |
71-6 |
9.7% |
8-5 |
1.2% |
30% |
False |
False |
42,552 |
| 60 |
838-0 |
716-2 |
121-6 |
16.5% |
7-7 |
1.1% |
18% |
False |
False |
35,761 |
| 80 |
838-0 |
716-2 |
121-6 |
16.5% |
8-3 |
1.1% |
18% |
False |
False |
32,982 |
| 100 |
838-0 |
518-4 |
319-4 |
43.3% |
8-4 |
1.2% |
69% |
False |
False |
30,511 |
| 120 |
838-0 |
518-4 |
319-4 |
43.3% |
7-6 |
1.0% |
69% |
False |
False |
27,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
779-0 |
|
2.618 |
766-0 |
|
1.618 |
758-0 |
|
1.000 |
753-0 |
|
0.618 |
750-0 |
|
HIGH |
745-0 |
|
0.618 |
742-0 |
|
0.500 |
741-0 |
|
0.382 |
740-0 |
|
LOW |
737-0 |
|
0.618 |
732-0 |
|
1.000 |
729-0 |
|
1.618 |
724-0 |
|
2.618 |
716-0 |
|
4.250 |
703-0 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
741-0 |
750-0 |
| PP |
740-0 |
746-0 |
| S1 |
739-0 |
742-0 |
|