CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
785-4 |
774-4 |
-11-0 |
-1.4% |
806-6 |
| High |
787-0 |
776-0 |
-11-0 |
-1.4% |
814-6 |
| Low |
776-0 |
760-0 |
-16-0 |
-2.1% |
788-2 |
| Close |
777-6 |
769-4 |
-8-2 |
-1.1% |
799-4 |
| Range |
11-0 |
16-0 |
5-0 |
45.5% |
26-4 |
| ATR |
15-4 |
15-5 |
0-1 |
1.1% |
0-0 |
| Volume |
148,390 |
239,332 |
90,942 |
61.3% |
514,909 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816-4 |
809-0 |
778-2 |
|
| R3 |
800-4 |
793-0 |
773-7 |
|
| R2 |
784-4 |
784-4 |
772-3 |
|
| R1 |
777-0 |
777-0 |
771-0 |
772-6 |
| PP |
768-4 |
768-4 |
768-4 |
766-3 |
| S1 |
761-0 |
761-0 |
768-0 |
756-6 |
| S2 |
752-4 |
752-4 |
766-5 |
|
| S3 |
736-4 |
745-0 |
765-1 |
|
| S4 |
720-4 |
729-0 |
760-6 |
|
|
| 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 |
760-0 |
44-0 |
5.7% |
14-4 |
1.9% |
22% |
False |
True |
160,343 |
| 10 |
817-4 |
760-0 |
57-4 |
7.5% |
13-6 |
1.8% |
17% |
False |
True |
148,557 |
| 20 |
840-0 |
760-0 |
80-0 |
10.4% |
12-3 |
1.6% |
12% |
False |
True |
141,193 |
| 40 |
840-0 |
745-4 |
94-4 |
12.3% |
14-0 |
1.8% |
25% |
False |
False |
156,598 |
| 60 |
840-0 |
548-2 |
291-6 |
37.9% |
15-0 |
2.0% |
76% |
False |
False |
167,704 |
| 80 |
840-0 |
506-0 |
334-0 |
43.4% |
13-5 |
1.8% |
79% |
False |
False |
147,384 |
| 100 |
840-0 |
502-0 |
338-0 |
43.9% |
12-4 |
1.6% |
79% |
False |
False |
130,571 |
| 120 |
840-0 |
502-0 |
338-0 |
43.9% |
11-5 |
1.5% |
79% |
False |
False |
117,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
844-0 |
|
2.618 |
817-7 |
|
1.618 |
801-7 |
|
1.000 |
792-0 |
|
0.618 |
785-7 |
|
HIGH |
776-0 |
|
0.618 |
769-7 |
|
0.500 |
768-0 |
|
0.382 |
766-1 |
|
LOW |
760-0 |
|
0.618 |
750-1 |
|
1.000 |
744-0 |
|
1.618 |
734-1 |
|
2.618 |
718-1 |
|
4.250 |
692-0 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
769-0 |
781-4 |
| PP |
768-4 |
777-4 |
| S1 |
768-0 |
773-4 |
|