CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
770-4 |
784-0 |
13-4 |
1.8% |
802-0 |
| High |
775-0 |
789-0 |
14-0 |
1.8% |
803-0 |
| Low |
769-0 |
778-0 |
9-0 |
1.2% |
760-0 |
| Close |
773-6 |
782-0 |
8-2 |
1.1% |
782-0 |
| Range |
6-0 |
11-0 |
5-0 |
83.3% |
43-0 |
| ATR |
14-7 |
15-0 |
0-0 |
0.2% |
0-0 |
| Volume |
109,082 |
142,075 |
32,993 |
30.2% |
818,680 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816-0 |
810-0 |
788-0 |
|
| R3 |
805-0 |
799-0 |
785-0 |
|
| R2 |
794-0 |
794-0 |
784-0 |
|
| R1 |
788-0 |
788-0 |
783-0 |
785-4 |
| PP |
783-0 |
783-0 |
783-0 |
781-6 |
| S1 |
777-0 |
777-0 |
781-0 |
774-4 |
| S2 |
772-0 |
772-0 |
780-0 |
|
| S3 |
761-0 |
766-0 |
779-0 |
|
| S4 |
750-0 |
755-0 |
776-0 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910-5 |
889-3 |
805-5 |
|
| R3 |
867-5 |
846-3 |
793-7 |
|
| R2 |
824-5 |
824-5 |
789-7 |
|
| R1 |
803-3 |
803-3 |
786-0 |
792-4 |
| PP |
781-5 |
781-5 |
781-5 |
776-2 |
| S1 |
760-3 |
760-3 |
778-0 |
749-4 |
| S2 |
738-5 |
738-5 |
774-1 |
|
| S3 |
695-5 |
717-3 |
770-1 |
|
| S4 |
652-5 |
674-3 |
758-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
803-0 |
760-0 |
43-0 |
5.5% |
13-0 |
1.7% |
51% |
False |
False |
163,736 |
| 10 |
814-6 |
760-0 |
54-6 |
7.0% |
12-6 |
1.6% |
40% |
False |
False |
146,586 |
| 20 |
840-0 |
760-0 |
80-0 |
10.2% |
12-2 |
1.6% |
28% |
False |
False |
141,001 |
| 40 |
840-0 |
745-4 |
94-4 |
12.1% |
13-4 |
1.7% |
39% |
False |
False |
153,368 |
| 60 |
840-0 |
548-2 |
291-6 |
37.3% |
14-7 |
1.9% |
80% |
False |
False |
166,332 |
| 80 |
840-0 |
506-0 |
334-0 |
42.7% |
13-4 |
1.7% |
83% |
False |
False |
148,434 |
| 100 |
840-0 |
502-0 |
338-0 |
43.2% |
12-4 |
1.6% |
83% |
False |
False |
132,002 |
| 120 |
840-0 |
502-0 |
338-0 |
43.2% |
11-5 |
1.5% |
83% |
False |
False |
118,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
835-6 |
|
2.618 |
817-6 |
|
1.618 |
806-6 |
|
1.000 |
800-0 |
|
0.618 |
795-6 |
|
HIGH |
789-0 |
|
0.618 |
784-6 |
|
0.500 |
783-4 |
|
0.382 |
782-2 |
|
LOW |
778-0 |
|
0.618 |
771-2 |
|
1.000 |
767-0 |
|
1.618 |
760-2 |
|
2.618 |
749-2 |
|
4.250 |
731-2 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
783-4 |
779-4 |
| PP |
783-0 |
777-0 |
| S1 |
782-4 |
774-4 |
|