CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
798-0 |
795-0 |
-3-0 |
-0.4% |
808-4 |
High |
798-2 |
801-4 |
3-2 |
0.4% |
817-4 |
Low |
789-6 |
788-2 |
-1-4 |
-0.2% |
794-0 |
Close |
790-6 |
798-4 |
7-6 |
1.0% |
799-6 |
Range |
8-4 |
13-2 |
4-6 |
55.9% |
23-4 |
ATR |
15-7 |
15-6 |
-0-2 |
-1.2% |
0-0 |
Volume |
130,880 |
126,284 |
-4,596 |
-3.5% |
647,687 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
835-7 |
830-3 |
805-6 |
|
R3 |
822-5 |
817-1 |
802-1 |
|
R2 |
809-3 |
809-3 |
800-7 |
|
R1 |
803-7 |
803-7 |
799-6 |
806-5 |
PP |
796-1 |
796-1 |
796-1 |
797-4 |
S1 |
790-5 |
790-5 |
797-2 |
793-3 |
S2 |
782-7 |
782-7 |
796-1 |
|
S3 |
769-5 |
777-3 |
794-7 |
|
S4 |
756-3 |
764-1 |
791-2 |
|
|
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 |
788-2 |
29-2 |
3.7% |
12-2 |
1.5% |
35% |
False |
True |
135,076 |
10 |
831-0 |
788-2 |
42-6 |
5.4% |
13-0 |
1.6% |
24% |
False |
True |
136,360 |
20 |
840-0 |
786-4 |
53-4 |
6.7% |
12-1 |
1.5% |
22% |
False |
False |
148,601 |
40 |
840-0 |
718-6 |
121-2 |
15.2% |
14-3 |
1.8% |
66% |
False |
False |
162,480 |
60 |
840-0 |
506-0 |
334-0 |
41.8% |
14-6 |
1.9% |
88% |
False |
False |
163,195 |
80 |
840-0 |
506-0 |
334-0 |
41.8% |
13-2 |
1.7% |
88% |
False |
False |
142,091 |
100 |
840-0 |
502-0 |
338-0 |
42.3% |
12-1 |
1.5% |
88% |
False |
False |
126,337 |
120 |
840-0 |
502-0 |
338-0 |
42.3% |
11-2 |
1.4% |
88% |
False |
False |
112,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
857-6 |
2.618 |
836-2 |
1.618 |
823-0 |
1.000 |
814-6 |
0.618 |
809-6 |
HIGH |
801-4 |
0.618 |
796-4 |
0.500 |
794-7 |
0.382 |
793-2 |
LOW |
788-2 |
0.618 |
780-0 |
1.000 |
775-0 |
1.618 |
766-6 |
2.618 |
753-4 |
4.250 |
732-0 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
797-2 |
801-4 |
PP |
796-1 |
800-4 |
S1 |
794-7 |
799-4 |
|