CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
774-4 |
770-4 |
-4-0 |
-0.5% |
806-6 |
High |
776-0 |
775-0 |
-1-0 |
-0.1% |
814-6 |
Low |
760-0 |
769-0 |
9-0 |
1.2% |
788-2 |
Close |
769-4 |
773-6 |
4-2 |
0.6% |
799-4 |
Range |
16-0 |
6-0 |
-10-0 |
-62.5% |
26-4 |
ATR |
15-5 |
14-7 |
-0-5 |
-4.4% |
0-0 |
Volume |
239,332 |
109,082 |
-130,250 |
-54.4% |
514,909 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790-5 |
788-1 |
777-0 |
|
R3 |
784-5 |
782-1 |
775-3 |
|
R2 |
778-5 |
778-5 |
774-7 |
|
R1 |
776-1 |
776-1 |
774-2 |
777-3 |
PP |
772-5 |
772-5 |
772-5 |
773-2 |
S1 |
770-1 |
770-1 |
773-2 |
771-3 |
S2 |
766-5 |
766-5 |
772-5 |
|
S3 |
760-5 |
764-1 |
772-1 |
|
S4 |
754-5 |
758-1 |
770-4 |
|
|
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% |
13-0 |
1.7% |
31% |
False |
False |
156,903 |
10 |
817-4 |
760-0 |
57-4 |
7.4% |
12-5 |
1.6% |
24% |
False |
False |
145,989 |
20 |
840-0 |
760-0 |
80-0 |
10.3% |
12-1 |
1.6% |
17% |
False |
False |
141,109 |
40 |
840-0 |
745-4 |
94-4 |
12.2% |
13-5 |
1.8% |
30% |
False |
False |
154,505 |
60 |
840-0 |
548-2 |
291-6 |
37.7% |
15-0 |
1.9% |
77% |
False |
False |
167,075 |
80 |
840-0 |
506-0 |
334-0 |
43.2% |
13-4 |
1.8% |
80% |
False |
False |
147,559 |
100 |
840-0 |
502-0 |
338-0 |
43.7% |
12-4 |
1.6% |
80% |
False |
False |
131,070 |
120 |
840-0 |
502-0 |
338-0 |
43.7% |
11-5 |
1.5% |
80% |
False |
False |
117,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
800-4 |
2.618 |
790-6 |
1.618 |
784-6 |
1.000 |
781-0 |
0.618 |
778-6 |
HIGH |
775-0 |
0.618 |
772-6 |
0.500 |
772-0 |
0.382 |
771-2 |
LOW |
769-0 |
0.618 |
765-2 |
1.000 |
763-0 |
1.618 |
759-2 |
2.618 |
753-2 |
4.250 |
743-4 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
773-1 |
773-5 |
PP |
772-5 |
773-5 |
S1 |
772-0 |
773-4 |
|