CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
794-0 |
791-4 |
-2-4 |
-0.3% |
810-0 |
High |
799-0 |
799-0 |
0-0 |
0.0% |
815-4 |
Low |
789-0 |
791-4 |
2-4 |
0.3% |
789-0 |
Close |
797-2 |
795-0 |
-2-2 |
-0.3% |
795-0 |
Range |
10-0 |
7-4 |
-2-4 |
-25.0% |
26-4 |
ATR |
14-7 |
14-3 |
-0-4 |
-3.5% |
0-0 |
Volume |
3,779 |
2,999 |
-780 |
-20.6% |
19,922 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-5 |
813-7 |
799-1 |
|
R3 |
810-1 |
806-3 |
797-0 |
|
R2 |
802-5 |
802-5 |
796-3 |
|
R1 |
798-7 |
798-7 |
795-6 |
800-6 |
PP |
795-1 |
795-1 |
795-1 |
796-1 |
S1 |
791-3 |
791-3 |
794-2 |
793-2 |
S2 |
787-5 |
787-5 |
793-5 |
|
S3 |
780-1 |
783-7 |
793-0 |
|
S4 |
772-5 |
776-3 |
790-7 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
879-3 |
863-5 |
809-5 |
|
R3 |
852-7 |
837-1 |
802-2 |
|
R2 |
826-3 |
826-3 |
799-7 |
|
R1 |
810-5 |
810-5 |
797-3 |
805-2 |
PP |
799-7 |
799-7 |
799-7 |
797-1 |
S1 |
784-1 |
784-1 |
792-5 |
778-6 |
S2 |
773-3 |
773-3 |
790-1 |
|
S3 |
746-7 |
757-5 |
787-6 |
|
S4 |
720-3 |
731-1 |
780-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
815-4 |
789-0 |
26-4 |
3.3% |
10-7 |
1.4% |
23% |
False |
False |
6,511 |
10 |
817-0 |
789-0 |
28-0 |
3.5% |
11-0 |
1.4% |
21% |
False |
False |
28,265 |
20 |
832-6 |
779-0 |
53-6 |
6.8% |
10-7 |
1.4% |
30% |
False |
False |
51,042 |
40 |
832-6 |
732-6 |
100-0 |
12.6% |
12-4 |
1.6% |
62% |
False |
False |
66,051 |
60 |
832-6 |
509-4 |
323-2 |
40.7% |
13-4 |
1.7% |
88% |
False |
False |
73,978 |
80 |
832-6 |
509-4 |
323-2 |
40.7% |
12-5 |
1.6% |
88% |
False |
False |
68,174 |
100 |
832-6 |
507-0 |
325-6 |
41.0% |
11-5 |
1.5% |
88% |
False |
False |
61,393 |
120 |
832-6 |
507-0 |
325-6 |
41.0% |
10-7 |
1.4% |
88% |
False |
False |
55,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
830-7 |
2.618 |
818-5 |
1.618 |
811-1 |
1.000 |
806-4 |
0.618 |
803-5 |
HIGH |
799-0 |
0.618 |
796-1 |
0.500 |
795-2 |
0.382 |
794-3 |
LOW |
791-4 |
0.618 |
786-7 |
1.000 |
784-0 |
1.618 |
779-3 |
2.618 |
771-7 |
4.250 |
759-5 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
795-2 |
795-0 |
PP |
795-1 |
795-0 |
S1 |
795-1 |
795-0 |
|