CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
741-4 |
751-4 |
10-0 |
1.3% |
743-4 |
| High |
745-0 |
760-0 |
15-0 |
2.0% |
774-0 |
| Low |
739-0 |
751-0 |
12-0 |
1.6% |
734-4 |
| Close |
744-6 |
759-2 |
14-4 |
1.9% |
752-6 |
| Range |
6-0 |
9-0 |
3-0 |
50.0% |
39-4 |
| ATR |
13-2 |
13-3 |
0-1 |
1.1% |
0-0 |
| Volume |
31,477 |
27,881 |
-3,596 |
-11.4% |
199,358 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783-6 |
780-4 |
764-2 |
|
| R3 |
774-6 |
771-4 |
761-6 |
|
| R2 |
765-6 |
765-6 |
760-7 |
|
| R1 |
762-4 |
762-4 |
760-1 |
764-1 |
| PP |
756-6 |
756-6 |
756-6 |
757-4 |
| S1 |
753-4 |
753-4 |
758-3 |
755-1 |
| S2 |
747-6 |
747-6 |
757-5 |
|
| S3 |
738-6 |
744-4 |
756-6 |
|
| S4 |
729-6 |
735-4 |
754-2 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872-2 |
852-0 |
774-4 |
|
| R3 |
832-6 |
812-4 |
763-5 |
|
| R2 |
793-2 |
793-2 |
760-0 |
|
| R1 |
773-0 |
773-0 |
756-3 |
783-1 |
| PP |
753-6 |
753-6 |
753-6 |
758-6 |
| S1 |
733-4 |
733-4 |
749-1 |
743-5 |
| S2 |
714-2 |
714-2 |
745-4 |
|
| S3 |
674-6 |
694-0 |
741-7 |
|
| S4 |
635-2 |
654-4 |
731-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
765-0 |
735-2 |
29-6 |
3.9% |
9-0 |
1.2% |
81% |
False |
False |
39,773 |
| 10 |
774-0 |
734-4 |
39-4 |
5.2% |
10-1 |
1.3% |
63% |
False |
False |
34,720 |
| 20 |
774-0 |
716-2 |
57-6 |
7.6% |
10-0 |
1.3% |
74% |
False |
False |
37,918 |
| 40 |
815-0 |
716-2 |
98-6 |
13.0% |
8-5 |
1.1% |
44% |
False |
False |
32,894 |
| 60 |
838-0 |
716-2 |
121-6 |
16.0% |
8-2 |
1.1% |
35% |
False |
False |
28,947 |
| 80 |
838-0 |
639-4 |
198-4 |
26.1% |
9-0 |
1.2% |
60% |
False |
False |
28,466 |
| 100 |
838-0 |
518-4 |
319-4 |
42.1% |
8-1 |
1.1% |
75% |
False |
False |
25,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798-2 |
|
2.618 |
783-4 |
|
1.618 |
774-4 |
|
1.000 |
769-0 |
|
0.618 |
765-4 |
|
HIGH |
760-0 |
|
0.618 |
756-4 |
|
0.500 |
755-4 |
|
0.382 |
754-4 |
|
LOW |
751-0 |
|
0.618 |
745-4 |
|
1.000 |
742-0 |
|
1.618 |
736-4 |
|
2.618 |
727-4 |
|
4.250 |
712-6 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758-0 |
755-4 |
| PP |
756-6 |
751-5 |
| S1 |
755-4 |
747-7 |
|