CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
744-4 |
745-6 |
1-2 |
0.2% |
744-4 |
High |
748-0 |
756-0 |
8-0 |
1.1% |
756-0 |
Low |
743-2 |
741-0 |
-2-2 |
-0.3% |
737-0 |
Close |
743-2 |
742-0 |
-1-2 |
-0.2% |
742-0 |
Range |
4-6 |
15-0 |
10-2 |
215.8% |
19-0 |
ATR |
10-2 |
10-4 |
0-3 |
3.3% |
0-0 |
Volume |
89,702 |
90,798 |
1,096 |
1.2% |
359,703 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791-3 |
781-5 |
750-2 |
|
R3 |
776-3 |
766-5 |
746-1 |
|
R2 |
761-3 |
761-3 |
744-6 |
|
R1 |
751-5 |
751-5 |
743-3 |
749-0 |
PP |
746-3 |
746-3 |
746-3 |
745-0 |
S1 |
736-5 |
736-5 |
740-5 |
734-0 |
S2 |
731-3 |
731-3 |
739-2 |
|
S3 |
716-3 |
721-5 |
737-7 |
|
S4 |
701-3 |
706-5 |
733-6 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-0 |
791-0 |
752-4 |
|
R3 |
783-0 |
772-0 |
747-2 |
|
R2 |
764-0 |
764-0 |
745-4 |
|
R1 |
753-0 |
753-0 |
743-6 |
749-0 |
PP |
745-0 |
745-0 |
745-0 |
743-0 |
S1 |
734-0 |
734-0 |
740-2 |
730-0 |
S2 |
726-0 |
726-0 |
738-4 |
|
S3 |
707-0 |
715-0 |
736-6 |
|
S4 |
688-0 |
696-0 |
731-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
756-0 |
737-0 |
19-0 |
2.6% |
8-4 |
1.1% |
26% |
True |
False |
71,940 |
10 |
763-0 |
737-0 |
26-0 |
3.5% |
7-5 |
1.0% |
19% |
False |
False |
66,331 |
20 |
765-4 |
735-2 |
30-2 |
4.1% |
7-3 |
1.0% |
22% |
False |
False |
53,352 |
40 |
774-0 |
716-2 |
57-6 |
7.8% |
9-0 |
1.2% |
45% |
False |
False |
45,917 |
60 |
838-0 |
716-2 |
121-6 |
16.4% |
8-1 |
1.1% |
21% |
False |
False |
39,078 |
80 |
838-0 |
716-2 |
121-6 |
16.4% |
8-2 |
1.1% |
21% |
False |
False |
35,224 |
100 |
838-0 |
561-0 |
277-0 |
37.3% |
8-6 |
1.2% |
65% |
False |
False |
32,729 |
120 |
838-0 |
518-4 |
319-4 |
43.1% |
7-7 |
1.1% |
70% |
False |
False |
29,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
819-6 |
2.618 |
795-2 |
1.618 |
780-2 |
1.000 |
771-0 |
0.618 |
765-2 |
HIGH |
756-0 |
0.618 |
750-2 |
0.500 |
748-4 |
0.382 |
746-6 |
LOW |
741-0 |
0.618 |
731-6 |
1.000 |
726-0 |
1.618 |
716-6 |
2.618 |
701-6 |
4.250 |
677-2 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
748-4 |
746-4 |
PP |
746-3 |
745-0 |
S1 |
744-1 |
743-4 |
|