CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
760-4 |
753-4 |
-7-0 |
-0.9% |
742-2 |
| High |
762-0 |
753-4 |
-8-4 |
-1.1% |
765-4 |
| Low |
755-2 |
743-0 |
-12-2 |
-1.6% |
735-2 |
| Close |
756-0 |
744-0 |
-12-0 |
-1.6% |
759-4 |
| Range |
6-6 |
10-4 |
3-6 |
55.6% |
30-2 |
| ATR |
11-6 |
11-7 |
0-1 |
0.8% |
0-0 |
| Volume |
53,676 |
81,566 |
27,890 |
52.0% |
154,694 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-3 |
771-5 |
749-6 |
|
| R3 |
767-7 |
761-1 |
746-7 |
|
| R2 |
757-3 |
757-3 |
745-7 |
|
| R1 |
750-5 |
750-5 |
745-0 |
748-6 |
| PP |
746-7 |
746-7 |
746-7 |
745-7 |
| S1 |
740-1 |
740-1 |
743-0 |
738-2 |
| S2 |
736-3 |
736-3 |
742-1 |
|
| S3 |
725-7 |
729-5 |
741-1 |
|
| S4 |
715-3 |
719-1 |
738-2 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844-1 |
832-1 |
776-1 |
|
| R3 |
813-7 |
801-7 |
767-7 |
|
| R2 |
783-5 |
783-5 |
765-0 |
|
| R1 |
771-5 |
771-5 |
762-2 |
777-5 |
| PP |
753-3 |
753-3 |
753-3 |
756-4 |
| S1 |
741-3 |
741-3 |
756-6 |
747-3 |
| S2 |
723-1 |
723-1 |
754-0 |
|
| S3 |
692-7 |
711-1 |
751-1 |
|
| S4 |
662-5 |
680-7 |
742-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
765-4 |
743-0 |
22-4 |
3.0% |
7-0 |
0.9% |
4% |
False |
True |
46,890 |
| 10 |
765-4 |
735-2 |
30-2 |
4.1% |
8-0 |
1.1% |
29% |
False |
False |
43,332 |
| 20 |
774-0 |
716-2 |
57-6 |
7.8% |
10-6 |
1.5% |
48% |
False |
False |
41,477 |
| 40 |
815-0 |
716-2 |
98-6 |
13.3% |
9-0 |
1.2% |
28% |
False |
False |
36,130 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
8-2 |
1.1% |
23% |
False |
False |
31,524 |
| 80 |
838-0 |
696-0 |
142-0 |
19.1% |
9-0 |
1.2% |
34% |
False |
False |
30,064 |
| 100 |
838-0 |
518-4 |
319-4 |
42.9% |
8-2 |
1.1% |
71% |
False |
False |
27,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
798-1 |
|
2.618 |
781-0 |
|
1.618 |
770-4 |
|
1.000 |
764-0 |
|
0.618 |
760-0 |
|
HIGH |
753-4 |
|
0.618 |
749-4 |
|
0.500 |
748-2 |
|
0.382 |
747-0 |
|
LOW |
743-0 |
|
0.618 |
736-4 |
|
1.000 |
732-4 |
|
1.618 |
726-0 |
|
2.618 |
715-4 |
|
4.250 |
698-3 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
748-2 |
752-4 |
| PP |
746-7 |
749-5 |
| S1 |
745-3 |
746-7 |
|