CME Pit-Traded Corn Future December 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 |
806-6 |
798-0 |
-8-6 |
-1.1% |
808-4 |
High |
814-6 |
798-2 |
-16-4 |
-2.0% |
817-4 |
Low |
797-4 |
789-6 |
-7-6 |
-1.0% |
794-0 |
Close |
805-0 |
790-6 |
-14-2 |
-1.8% |
799-6 |
Range |
17-2 |
8-4 |
-8-6 |
-50.7% |
23-4 |
ATR |
16-0 |
15-7 |
0-0 |
-0.3% |
0-0 |
Volume |
149,834 |
130,880 |
-18,954 |
-12.6% |
647,687 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
818-3 |
813-1 |
795-3 |
|
R3 |
809-7 |
804-5 |
793-1 |
|
R2 |
801-3 |
801-3 |
792-2 |
|
R1 |
796-1 |
796-1 |
791-4 |
794-4 |
PP |
792-7 |
792-7 |
792-7 |
792-1 |
S1 |
787-5 |
787-5 |
790-0 |
786-0 |
S2 |
784-3 |
784-3 |
789-2 |
|
S3 |
775-7 |
779-1 |
788-3 |
|
S4 |
767-3 |
770-5 |
786-1 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-2 |
860-4 |
812-5 |
|
R3 |
850-6 |
837-0 |
806-2 |
|
R2 |
827-2 |
827-2 |
804-0 |
|
R1 |
813-4 |
813-4 |
801-7 |
808-5 |
PP |
803-6 |
803-6 |
803-6 |
801-2 |
S1 |
790-0 |
790-0 |
797-5 |
785-1 |
S2 |
780-2 |
780-2 |
795-4 |
|
S3 |
756-6 |
766-4 |
793-2 |
|
S4 |
733-2 |
743-0 |
786-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817-4 |
789-6 |
27-6 |
3.5% |
13-0 |
1.6% |
4% |
False |
True |
136,770 |
10 |
839-4 |
789-6 |
49-6 |
6.3% |
12-6 |
1.6% |
2% |
False |
True |
139,539 |
20 |
840-0 |
786-4 |
53-4 |
6.8% |
12-4 |
1.6% |
8% |
False |
False |
148,843 |
40 |
840-0 |
685-4 |
154-4 |
19.5% |
15-4 |
2.0% |
68% |
False |
False |
163,629 |
60 |
840-0 |
506-0 |
334-0 |
42.2% |
14-6 |
1.9% |
85% |
False |
False |
162,474 |
80 |
840-0 |
503-2 |
336-6 |
42.6% |
13-2 |
1.7% |
85% |
False |
False |
141,503 |
100 |
840-0 |
502-0 |
338-0 |
42.7% |
12-0 |
1.5% |
85% |
False |
False |
125,416 |
120 |
840-0 |
502-0 |
338-0 |
42.7% |
11-2 |
1.4% |
85% |
False |
False |
111,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
834-3 |
2.618 |
820-4 |
1.618 |
812-0 |
1.000 |
806-6 |
0.618 |
803-4 |
HIGH |
798-2 |
0.618 |
795-0 |
0.500 |
794-0 |
0.382 |
793-0 |
LOW |
789-6 |
0.618 |
784-4 |
1.000 |
781-2 |
1.618 |
776-0 |
2.618 |
767-4 |
4.250 |
753-5 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
794-0 |
802-2 |
PP |
792-7 |
798-3 |
S1 |
791-7 |
794-5 |
|