CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
791-4 |
799-0 |
7-4 |
0.9% |
810-0 |
| High |
799-0 |
799-4 |
0-4 |
0.1% |
815-4 |
| Low |
791-4 |
781-0 |
-10-4 |
-1.3% |
789-0 |
| Close |
795-0 |
781-0 |
-14-0 |
-1.8% |
795-0 |
| Range |
7-4 |
18-4 |
11-0 |
146.7% |
26-4 |
| ATR |
14-3 |
14-5 |
0-2 |
2.1% |
0-0 |
| Volume |
2,999 |
3,282 |
283 |
9.4% |
19,922 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842-5 |
830-3 |
791-1 |
|
| R3 |
824-1 |
811-7 |
786-1 |
|
| R2 |
805-5 |
805-5 |
784-3 |
|
| R1 |
793-3 |
793-3 |
782-6 |
790-2 |
| PP |
787-1 |
787-1 |
787-1 |
785-5 |
| S1 |
774-7 |
774-7 |
779-2 |
771-6 |
| S2 |
768-5 |
768-5 |
777-5 |
|
| S3 |
750-1 |
756-3 |
775-7 |
|
| S4 |
731-5 |
737-7 |
770-7 |
|
|
| 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 |
781-0 |
34-4 |
4.4% |
12-0 |
1.5% |
0% |
False |
True |
4,640 |
| 10 |
817-0 |
781-0 |
36-0 |
4.6% |
11-2 |
1.4% |
0% |
False |
True |
23,290 |
| 20 |
832-6 |
779-0 |
53-6 |
6.9% |
10-3 |
1.3% |
4% |
False |
False |
44,362 |
| 40 |
832-6 |
766-0 |
66-6 |
8.5% |
12-5 |
1.6% |
22% |
False |
False |
64,008 |
| 60 |
832-6 |
509-4 |
323-2 |
41.4% |
13-6 |
1.8% |
84% |
False |
False |
72,993 |
| 80 |
832-6 |
509-4 |
323-2 |
41.4% |
12-5 |
1.6% |
84% |
False |
False |
67,878 |
| 100 |
832-6 |
507-0 |
325-6 |
41.7% |
11-6 |
1.5% |
84% |
False |
False |
61,175 |
| 120 |
832-6 |
507-0 |
325-6 |
41.7% |
11-0 |
1.4% |
84% |
False |
False |
54,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878-1 |
|
2.618 |
847-7 |
|
1.618 |
829-3 |
|
1.000 |
818-0 |
|
0.618 |
810-7 |
|
HIGH |
799-4 |
|
0.618 |
792-3 |
|
0.500 |
790-2 |
|
0.382 |
788-1 |
|
LOW |
781-0 |
|
0.618 |
769-5 |
|
1.000 |
762-4 |
|
1.618 |
751-1 |
|
2.618 |
732-5 |
|
4.250 |
702-3 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
790-2 |
790-2 |
| PP |
787-1 |
787-1 |
| S1 |
784-1 |
784-1 |
|