CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
737-4 |
744-4 |
7-0 |
0.9% |
743-2 |
| High |
749-4 |
748-0 |
-1-4 |
-0.2% |
763-0 |
| Low |
737-0 |
743-2 |
6-2 |
0.8% |
738-0 |
| Close |
746-0 |
743-2 |
-2-6 |
-0.4% |
742-4 |
| Range |
12-4 |
4-6 |
-7-6 |
-62.0% |
25-0 |
| ATR |
10-5 |
10-2 |
-0-3 |
-4.0% |
0-0 |
| Volume |
54,333 |
89,702 |
35,369 |
65.1% |
303,610 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759-1 |
755-7 |
745-7 |
|
| R3 |
754-3 |
751-1 |
744-4 |
|
| R2 |
749-5 |
749-5 |
744-1 |
|
| R1 |
746-3 |
746-3 |
743-5 |
745-5 |
| PP |
744-7 |
744-7 |
744-7 |
744-4 |
| S1 |
741-5 |
741-5 |
742-7 |
740-7 |
| S2 |
740-1 |
740-1 |
742-3 |
|
| S3 |
735-3 |
736-7 |
742-0 |
|
| S4 |
730-5 |
732-1 |
740-5 |
|
|
| 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 |
749-4 |
737-0 |
12-4 |
1.7% |
6-3 |
0.9% |
50% |
False |
False |
68,763 |
| 10 |
763-0 |
737-0 |
26-0 |
3.5% |
6-6 |
0.9% |
24% |
False |
False |
62,161 |
| 20 |
765-4 |
735-2 |
30-2 |
4.1% |
7-3 |
1.0% |
26% |
False |
False |
52,746 |
| 40 |
788-0 |
716-2 |
71-6 |
9.7% |
8-5 |
1.2% |
38% |
False |
False |
44,184 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
7-7 |
1.1% |
22% |
False |
False |
37,841 |
| 80 |
838-0 |
716-2 |
121-6 |
16.4% |
8-1 |
1.1% |
22% |
False |
False |
34,417 |
| 100 |
838-0 |
561-0 |
277-0 |
37.3% |
8-5 |
1.2% |
66% |
False |
False |
32,019 |
| 120 |
838-0 |
518-4 |
319-4 |
43.0% |
7-6 |
1.0% |
70% |
False |
False |
28,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-2 |
|
2.618 |
760-3 |
|
1.618 |
755-5 |
|
1.000 |
752-6 |
|
0.618 |
750-7 |
|
HIGH |
748-0 |
|
0.618 |
746-1 |
|
0.500 |
745-5 |
|
0.382 |
745-1 |
|
LOW |
743-2 |
|
0.618 |
740-3 |
|
1.000 |
738-4 |
|
1.618 |
735-5 |
|
2.618 |
730-7 |
|
4.250 |
723-0 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745-5 |
743-2 |
| PP |
744-7 |
743-2 |
| S1 |
744-0 |
743-2 |
|