CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
744-4 |
741-2 |
-3-2 |
-0.4% |
743-2 |
| High |
745-0 |
743-0 |
-2-0 |
-0.3% |
763-0 |
| Low |
737-0 |
741-0 |
4-0 |
0.5% |
738-0 |
| Close |
738-0 |
743-0 |
5-0 |
0.7% |
742-4 |
| Range |
8-0 |
2-0 |
-6-0 |
-75.0% |
25-0 |
| ATR |
10-7 |
10-4 |
-0-3 |
-3.9% |
0-0 |
| Volume |
76,188 |
48,682 |
-27,506 |
-36.1% |
303,610 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-3 |
747-5 |
744-1 |
|
| R3 |
746-3 |
745-5 |
743-4 |
|
| R2 |
744-3 |
744-3 |
743-3 |
|
| R1 |
743-5 |
743-5 |
743-1 |
744-0 |
| PP |
742-3 |
742-3 |
742-3 |
742-4 |
| S1 |
741-5 |
741-5 |
742-7 |
742-0 |
| S2 |
740-3 |
740-3 |
742-5 |
|
| S3 |
738-3 |
739-5 |
742-4 |
|
| S4 |
736-3 |
737-5 |
741-7 |
|
|
| 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% |
23% |
False |
False |
70,700 |
| 10 |
763-0 |
737-0 |
26-0 |
3.5% |
6-6 |
0.9% |
23% |
False |
False |
61,281 |
| 20 |
774-0 |
734-4 |
39-4 |
5.3% |
8-4 |
1.2% |
22% |
False |
False |
48,864 |
| 40 |
788-0 |
716-2 |
71-6 |
9.7% |
8-4 |
1.1% |
37% |
False |
False |
42,811 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
7-7 |
1.1% |
22% |
False |
False |
36,083 |
| 80 |
838-0 |
716-2 |
121-6 |
16.4% |
8-3 |
1.1% |
22% |
False |
False |
33,277 |
| 100 |
838-0 |
542-0 |
296-0 |
39.8% |
8-4 |
1.2% |
68% |
False |
False |
30,885 |
| 120 |
838-0 |
518-4 |
319-4 |
43.0% |
7-5 |
1.0% |
70% |
False |
False |
27,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
751-4 |
|
2.618 |
748-2 |
|
1.618 |
746-2 |
|
1.000 |
745-0 |
|
0.618 |
744-2 |
|
HIGH |
743-0 |
|
0.618 |
742-2 |
|
0.500 |
742-0 |
|
0.382 |
741-6 |
|
LOW |
741-0 |
|
0.618 |
739-6 |
|
1.000 |
739-0 |
|
1.618 |
737-6 |
|
2.618 |
735-6 |
|
4.250 |
732-4 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
742-5 |
742-3 |
| PP |
742-3 |
741-5 |
| S1 |
742-0 |
741-0 |
|