CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
811-0 |
810-0 |
-1-0 |
-0.1% |
803-0 |
High |
811-4 |
815-4 |
4-0 |
0.5% |
817-0 |
Low |
799-0 |
803-0 |
4-0 |
0.5% |
789-0 |
Close |
802-6 |
807-0 |
4-2 |
0.5% |
802-6 |
Range |
12-4 |
12-4 |
0-0 |
0.0% |
28-0 |
ATR |
15-2 |
15-0 |
-0-1 |
-1.2% |
0-0 |
Volume |
12,637 |
4,708 |
-7,929 |
-62.7% |
209,703 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
846-0 |
839-0 |
813-7 |
|
R3 |
833-4 |
826-4 |
810-4 |
|
R2 |
821-0 |
821-0 |
809-2 |
|
R1 |
814-0 |
814-0 |
808-1 |
811-2 |
PP |
808-4 |
808-4 |
808-4 |
807-1 |
S1 |
801-4 |
801-4 |
805-7 |
798-6 |
S2 |
796-0 |
796-0 |
804-6 |
|
S3 |
783-4 |
789-0 |
803-4 |
|
S4 |
771-0 |
776-4 |
800-1 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886-7 |
872-7 |
818-1 |
|
R3 |
858-7 |
844-7 |
810-4 |
|
R2 |
830-7 |
830-7 |
807-7 |
|
R1 |
816-7 |
816-7 |
805-3 |
809-7 |
PP |
802-7 |
802-7 |
802-7 |
799-4 |
S1 |
788-7 |
788-7 |
800-1 |
781-7 |
S2 |
774-7 |
774-7 |
797-5 |
|
S3 |
746-7 |
760-7 |
795-0 |
|
S4 |
718-7 |
732-7 |
787-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817-0 |
789-0 |
28-0 |
3.5% |
11-2 |
1.4% |
64% |
False |
False |
35,213 |
10 |
832-6 |
789-0 |
43-6 |
5.4% |
11-3 |
1.4% |
41% |
False |
False |
44,940 |
20 |
832-6 |
779-0 |
53-6 |
6.7% |
11-3 |
1.4% |
52% |
False |
False |
65,041 |
40 |
832-6 |
686-6 |
146-0 |
18.1% |
13-7 |
1.7% |
82% |
False |
False |
73,364 |
60 |
832-6 |
509-4 |
323-2 |
40.1% |
13-4 |
1.7% |
92% |
False |
False |
77,995 |
80 |
832-6 |
507-0 |
325-6 |
40.4% |
12-4 |
1.5% |
92% |
False |
False |
69,505 |
100 |
832-6 |
507-0 |
325-6 |
40.4% |
11-4 |
1.4% |
92% |
False |
False |
61,930 |
120 |
832-6 |
507-0 |
325-6 |
40.4% |
10-6 |
1.3% |
92% |
False |
False |
55,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
868-5 |
2.618 |
848-2 |
1.618 |
835-6 |
1.000 |
828-0 |
0.618 |
823-2 |
HIGH |
815-4 |
0.618 |
810-6 |
0.500 |
809-2 |
0.382 |
807-6 |
LOW |
803-0 |
0.618 |
795-2 |
1.000 |
790-4 |
1.618 |
782-6 |
2.618 |
770-2 |
4.250 |
749-7 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
809-2 |
808-0 |
PP |
808-4 |
807-5 |
S1 |
807-6 |
807-3 |
|