CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
810-0 |
801-0 |
-9-0 |
-1.1% |
803-0 |
| High |
815-4 |
801-0 |
-14-4 |
-1.8% |
817-0 |
| Low |
803-0 |
789-2 |
-13-6 |
-1.7% |
789-0 |
| Close |
807-0 |
789-6 |
-17-2 |
-2.1% |
802-6 |
| Range |
12-4 |
11-6 |
-0-6 |
-6.0% |
28-0 |
| ATR |
15-0 |
15-2 |
0-2 |
1.3% |
0-0 |
| Volume |
4,708 |
8,436 |
3,728 |
79.2% |
209,703 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828-5 |
820-7 |
796-2 |
|
| R3 |
816-7 |
809-1 |
793-0 |
|
| R2 |
805-1 |
805-1 |
791-7 |
|
| R1 |
797-3 |
797-3 |
790-7 |
795-3 |
| PP |
793-3 |
793-3 |
793-3 |
792-2 |
| S1 |
785-5 |
785-5 |
788-5 |
783-5 |
| S2 |
781-5 |
781-5 |
787-5 |
|
| S3 |
769-7 |
773-7 |
786-4 |
|
| S4 |
758-1 |
762-1 |
783-2 |
|
|
| 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 |
789-2 |
27-6 |
3.5% |
12-3 |
1.6% |
2% |
False |
True |
26,082 |
| 10 |
832-4 |
789-0 |
43-4 |
5.5% |
11-7 |
1.5% |
2% |
False |
False |
40,234 |
| 20 |
832-6 |
779-0 |
53-6 |
6.8% |
11-4 |
1.5% |
20% |
False |
False |
61,319 |
| 40 |
832-6 |
686-6 |
146-0 |
18.5% |
14-0 |
1.8% |
71% |
False |
False |
71,394 |
| 60 |
832-6 |
509-4 |
323-2 |
40.9% |
13-5 |
1.7% |
87% |
False |
False |
77,050 |
| 80 |
832-6 |
509-4 |
323-2 |
40.9% |
12-4 |
1.6% |
87% |
False |
False |
68,913 |
| 100 |
832-6 |
507-0 |
325-6 |
41.2% |
11-4 |
1.5% |
87% |
False |
False |
61,766 |
| 120 |
832-6 |
507-0 |
325-6 |
41.2% |
10-7 |
1.4% |
87% |
False |
False |
55,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851-0 |
|
2.618 |
831-6 |
|
1.618 |
820-0 |
|
1.000 |
812-6 |
|
0.618 |
808-2 |
|
HIGH |
801-0 |
|
0.618 |
796-4 |
|
0.500 |
795-1 |
|
0.382 |
793-6 |
|
LOW |
789-2 |
|
0.618 |
782-0 |
|
1.000 |
777-4 |
|
1.618 |
770-2 |
|
2.618 |
758-4 |
|
4.250 |
739-2 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
795-1 |
802-3 |
| PP |
793-3 |
798-1 |
| S1 |
791-4 |
794-0 |
|