CME Pit-Traded Corn Future December 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 |
795-0 |
794-0 |
-1-0 |
-0.1% |
806-6 |
High |
801-4 |
804-0 |
2-4 |
0.3% |
814-6 |
Low |
788-2 |
792-4 |
4-2 |
0.5% |
788-2 |
Close |
798-4 |
799-4 |
1-0 |
0.1% |
799-4 |
Range |
13-2 |
11-4 |
-1-6 |
-13.2% |
26-4 |
ATR |
15-6 |
15-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
126,284 |
107,911 |
-18,373 |
-14.5% |
514,909 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
833-1 |
827-7 |
805-7 |
|
R3 |
821-5 |
816-3 |
802-5 |
|
R2 |
810-1 |
810-1 |
801-5 |
|
R1 |
804-7 |
804-7 |
800-4 |
807-4 |
PP |
798-5 |
798-5 |
798-5 |
800-0 |
S1 |
793-3 |
793-3 |
798-4 |
796-0 |
S2 |
787-1 |
787-1 |
797-3 |
|
S3 |
775-5 |
781-7 |
796-3 |
|
S4 |
764-1 |
770-3 |
793-1 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
880-3 |
866-3 |
814-1 |
|
R3 |
853-7 |
839-7 |
806-6 |
|
R2 |
827-3 |
827-3 |
804-3 |
|
R1 |
813-3 |
813-3 |
801-7 |
807-1 |
PP |
800-7 |
800-7 |
800-7 |
797-6 |
S1 |
786-7 |
786-7 |
797-1 |
780-5 |
S2 |
774-3 |
774-3 |
794-5 |
|
S3 |
747-7 |
760-3 |
792-2 |
|
S4 |
721-3 |
733-7 |
784-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
814-6 |
788-2 |
26-4 |
3.3% |
12-5 |
1.6% |
42% |
False |
False |
129,436 |
10 |
820-4 |
788-2 |
32-2 |
4.0% |
12-2 |
1.5% |
35% |
False |
False |
133,904 |
20 |
840-0 |
786-4 |
53-4 |
6.7% |
12-2 |
1.5% |
24% |
False |
False |
145,299 |
40 |
840-0 |
729-0 |
111-0 |
13.9% |
14-1 |
1.8% |
64% |
False |
False |
156,895 |
60 |
840-0 |
506-0 |
334-0 |
41.8% |
14-7 |
1.9% |
88% |
False |
False |
163,084 |
80 |
840-0 |
506-0 |
334-0 |
41.8% |
13-3 |
1.7% |
88% |
False |
False |
142,723 |
100 |
840-0 |
502-0 |
338-0 |
42.3% |
12-2 |
1.5% |
88% |
False |
False |
126,985 |
120 |
840-0 |
502-0 |
338-0 |
42.3% |
11-3 |
1.4% |
88% |
False |
False |
113,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
852-7 |
2.618 |
834-1 |
1.618 |
822-5 |
1.000 |
815-4 |
0.618 |
811-1 |
HIGH |
804-0 |
0.618 |
799-5 |
0.500 |
798-2 |
0.382 |
796-7 |
LOW |
792-4 |
0.618 |
785-3 |
1.000 |
781-0 |
1.618 |
773-7 |
2.618 |
762-3 |
4.250 |
743-5 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
799-1 |
798-3 |
PP |
798-5 |
797-2 |
S1 |
798-2 |
796-1 |
|