CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
741-2 |
737-4 |
-3-6 |
-0.5% |
743-2 |
| High |
743-0 |
749-4 |
6-4 |
0.9% |
763-0 |
| Low |
741-0 |
737-0 |
-4-0 |
-0.5% |
738-0 |
| Close |
743-0 |
746-0 |
3-0 |
0.4% |
742-4 |
| Range |
2-0 |
12-4 |
10-4 |
525.0% |
25-0 |
| ATR |
10-4 |
10-5 |
0-1 |
1.4% |
0-0 |
| Volume |
48,682 |
54,333 |
5,651 |
11.6% |
303,610 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781-5 |
776-3 |
752-7 |
|
| R3 |
769-1 |
763-7 |
749-4 |
|
| R2 |
756-5 |
756-5 |
748-2 |
|
| R1 |
751-3 |
751-3 |
747-1 |
754-0 |
| PP |
744-1 |
744-1 |
744-1 |
745-4 |
| S1 |
738-7 |
738-7 |
744-7 |
741-4 |
| S2 |
731-5 |
731-5 |
743-6 |
|
| S3 |
719-1 |
726-3 |
742-4 |
|
| S4 |
706-5 |
713-7 |
739-1 |
|
|
| 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% |
7-4 |
1.0% |
35% |
False |
True |
68,660 |
| 10 |
763-0 |
737-0 |
26-0 |
3.5% |
7-3 |
1.0% |
35% |
False |
True |
61,347 |
| 20 |
774-0 |
735-2 |
38-6 |
5.2% |
8-7 |
1.2% |
28% |
False |
False |
50,133 |
| 40 |
788-0 |
716-2 |
71-6 |
9.6% |
8-5 |
1.2% |
41% |
False |
False |
43,317 |
| 60 |
838-0 |
716-2 |
121-6 |
16.3% |
7-7 |
1.1% |
24% |
False |
False |
36,572 |
| 80 |
838-0 |
716-2 |
121-6 |
16.3% |
8-2 |
1.1% |
24% |
False |
False |
33,616 |
| 100 |
838-0 |
561-0 |
277-0 |
37.1% |
8-5 |
1.2% |
67% |
False |
False |
31,312 |
| 120 |
838-0 |
518-4 |
319-4 |
42.8% |
7-6 |
1.0% |
71% |
False |
False |
27,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802-5 |
|
2.618 |
782-2 |
|
1.618 |
769-6 |
|
1.000 |
762-0 |
|
0.618 |
757-2 |
|
HIGH |
749-4 |
|
0.618 |
744-6 |
|
0.500 |
743-2 |
|
0.382 |
741-6 |
|
LOW |
737-0 |
|
0.618 |
729-2 |
|
1.000 |
724-4 |
|
1.618 |
716-6 |
|
2.618 |
704-2 |
|
4.250 |
683-7 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745-1 |
745-1 |
| PP |
744-1 |
744-1 |
| S1 |
743-2 |
743-2 |
|