CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
743-2 |
744-6 |
1-4 |
0.2% |
762-0 |
| High |
743-2 |
745-6 |
2-4 |
0.3% |
763-0 |
| Low |
738-0 |
743-4 |
5-4 |
0.7% |
739-0 |
| Close |
739-0 |
744-4 |
5-4 |
0.7% |
739-6 |
| Range |
5-2 |
2-2 |
-3-0 |
-57.1% |
24-0 |
| ATR |
11-0 |
10-6 |
-0-2 |
-2.8% |
0-0 |
| Volume |
42,213 |
32,763 |
-9,450 |
-22.4% |
249,038 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751-3 |
750-1 |
745-6 |
|
| R3 |
749-1 |
747-7 |
745-1 |
|
| R2 |
746-7 |
746-7 |
744-7 |
|
| R1 |
745-5 |
745-5 |
744-6 |
745-1 |
| PP |
744-5 |
744-5 |
744-5 |
744-2 |
| S1 |
743-3 |
743-3 |
744-2 |
742-7 |
| S2 |
742-3 |
742-3 |
744-1 |
|
| S3 |
740-1 |
741-1 |
743-7 |
|
| S4 |
737-7 |
738-7 |
743-2 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819-2 |
803-4 |
753-0 |
|
| R3 |
795-2 |
779-4 |
746-3 |
|
| R2 |
771-2 |
771-2 |
744-1 |
|
| R1 |
755-4 |
755-4 |
742-0 |
751-3 |
| PP |
747-2 |
747-2 |
747-2 |
745-2 |
| S1 |
731-4 |
731-4 |
737-4 |
727-3 |
| S2 |
723-2 |
723-2 |
735-3 |
|
| S3 |
699-2 |
707-4 |
733-1 |
|
| S4 |
675-2 |
683-4 |
726-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
762-0 |
738-0 |
24-0 |
3.2% |
6-3 |
0.9% |
27% |
False |
False |
51,862 |
| 10 |
765-4 |
738-0 |
27-4 |
3.7% |
6-4 |
0.9% |
24% |
False |
False |
41,788 |
| 20 |
774-0 |
734-4 |
39-4 |
5.3% |
8-4 |
1.1% |
25% |
False |
False |
40,458 |
| 40 |
806-4 |
716-2 |
90-2 |
12.1% |
8-6 |
1.2% |
31% |
False |
False |
37,572 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
7-7 |
1.1% |
23% |
False |
False |
32,309 |
| 80 |
838-0 |
696-0 |
142-0 |
19.1% |
8-7 |
1.2% |
34% |
False |
False |
30,644 |
| 100 |
838-0 |
518-4 |
319-4 |
42.9% |
8-3 |
1.1% |
71% |
False |
False |
28,050 |
| 120 |
838-0 |
514-0 |
324-0 |
43.5% |
7-5 |
1.0% |
71% |
False |
False |
24,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-2 |
|
2.618 |
751-5 |
|
1.618 |
749-3 |
|
1.000 |
748-0 |
|
0.618 |
747-1 |
|
HIGH |
745-6 |
|
0.618 |
744-7 |
|
0.500 |
744-5 |
|
0.382 |
744-3 |
|
LOW |
743-4 |
|
0.618 |
742-1 |
|
1.000 |
741-2 |
|
1.618 |
739-7 |
|
2.618 |
737-5 |
|
4.250 |
734-0 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
744-5 |
743-6 |
| PP |
744-5 |
742-7 |
| S1 |
744-4 |
742-1 |
|