CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
802-0 |
785-4 |
-16-4 |
-2.1% |
806-6 |
High |
803-0 |
787-0 |
-16-0 |
-2.0% |
814-6 |
Low |
782-2 |
776-0 |
-6-2 |
-0.8% |
788-2 |
Close |
783-2 |
777-6 |
-5-4 |
-0.7% |
799-4 |
Range |
20-6 |
11-0 |
-9-6 |
-47.0% |
26-4 |
ATR |
15-6 |
15-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
179,801 |
148,390 |
-31,411 |
-17.5% |
514,909 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-2 |
806-4 |
783-6 |
|
R3 |
802-2 |
795-4 |
780-6 |
|
R2 |
791-2 |
791-2 |
779-6 |
|
R1 |
784-4 |
784-4 |
778-6 |
782-3 |
PP |
780-2 |
780-2 |
780-2 |
779-2 |
S1 |
773-4 |
773-4 |
776-6 |
771-3 |
S2 |
769-2 |
769-2 |
775-6 |
|
S3 |
758-2 |
762-4 |
774-6 |
|
S4 |
747-2 |
751-4 |
771-6 |
|
|
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 |
804-0 |
776-0 |
28-0 |
3.6% |
13-0 |
1.7% |
6% |
False |
True |
138,653 |
10 |
817-4 |
776-0 |
41-4 |
5.3% |
13-0 |
1.7% |
4% |
False |
True |
136,856 |
20 |
840-0 |
776-0 |
64-0 |
8.2% |
12-0 |
1.5% |
3% |
False |
True |
139,199 |
40 |
840-0 |
745-4 |
94-4 |
12.2% |
14-1 |
1.8% |
34% |
False |
False |
155,678 |
60 |
840-0 |
520-2 |
319-6 |
41.1% |
15-1 |
1.9% |
81% |
False |
False |
165,198 |
80 |
840-0 |
506-0 |
334-0 |
42.9% |
13-4 |
1.7% |
81% |
False |
False |
145,115 |
100 |
840-0 |
502-0 |
338-0 |
43.5% |
12-4 |
1.6% |
82% |
False |
False |
129,109 |
120 |
840-0 |
502-0 |
338-0 |
43.5% |
11-4 |
1.5% |
82% |
False |
False |
115,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
833-6 |
2.618 |
815-6 |
1.618 |
804-6 |
1.000 |
798-0 |
0.618 |
793-6 |
HIGH |
787-0 |
0.618 |
782-6 |
0.500 |
781-4 |
0.382 |
780-2 |
LOW |
776-0 |
0.618 |
769-2 |
1.000 |
765-0 |
1.618 |
758-2 |
2.618 |
747-2 |
4.250 |
729-2 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
781-4 |
790-0 |
PP |
780-2 |
785-7 |
S1 |
779-0 |
781-7 |
|