CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
759-2 |
744-6 |
-14-4 |
-1.9% |
743-2 |
| High |
763-0 |
744-6 |
-18-2 |
-2.4% |
763-0 |
| Low |
752-4 |
740-0 |
-12-4 |
-1.7% |
738-0 |
| Close |
753-4 |
742-4 |
-11-0 |
-1.5% |
742-4 |
| Range |
10-4 |
4-6 |
-5-6 |
-54.8% |
25-0 |
| ATR |
11-0 |
11-1 |
0-1 |
1.7% |
0-0 |
| Volume |
89,185 |
74,914 |
-14,271 |
-16.0% |
303,610 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-5 |
754-3 |
745-1 |
|
| R3 |
751-7 |
749-5 |
743-6 |
|
| R2 |
747-1 |
747-1 |
743-3 |
|
| R1 |
744-7 |
744-7 |
742-7 |
743-5 |
| PP |
742-3 |
742-3 |
742-3 |
741-6 |
| S1 |
740-1 |
740-1 |
742-1 |
738-7 |
| S2 |
737-5 |
737-5 |
741-5 |
|
| S3 |
732-7 |
735-3 |
741-2 |
|
| S4 |
728-1 |
730-5 |
739-7 |
|
|
| 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 |
763-0 |
738-0 |
25-0 |
3.4% |
6-6 |
0.9% |
18% |
False |
False |
60,722 |
| 10 |
763-0 |
738-0 |
25-0 |
3.4% |
7-0 |
0.9% |
18% |
False |
False |
55,264 |
| 20 |
774-0 |
734-4 |
39-4 |
5.3% |
8-6 |
1.2% |
20% |
False |
False |
45,335 |
| 40 |
804-2 |
716-2 |
88-0 |
11.9% |
8-7 |
1.2% |
30% |
False |
False |
41,214 |
| 60 |
838-0 |
716-2 |
121-6 |
16.4% |
8-1 |
1.1% |
22% |
False |
False |
34,990 |
| 80 |
838-0 |
716-2 |
121-6 |
16.4% |
8-3 |
1.1% |
22% |
False |
False |
32,330 |
| 100 |
838-0 |
518-4 |
319-4 |
43.0% |
8-4 |
1.1% |
70% |
False |
False |
29,845 |
| 120 |
838-0 |
518-4 |
319-4 |
43.0% |
7-6 |
1.0% |
70% |
False |
False |
26,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-0 |
|
2.618 |
757-1 |
|
1.618 |
752-3 |
|
1.000 |
749-4 |
|
0.618 |
747-5 |
|
HIGH |
744-6 |
|
0.618 |
742-7 |
|
0.500 |
742-3 |
|
0.382 |
741-7 |
|
LOW |
740-0 |
|
0.618 |
737-1 |
|
1.000 |
735-2 |
|
1.618 |
732-3 |
|
2.618 |
727-5 |
|
4.250 |
719-6 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
742-4 |
751-4 |
| PP |
742-3 |
748-4 |
| S1 |
742-3 |
745-4 |
|