CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
750-0 |
746-4 |
-3-4 |
-0.5% |
802-0 |
| High |
753-4 |
758-2 |
4-6 |
0.6% |
803-0 |
| Low |
739-0 |
743-6 |
4-6 |
0.6% |
760-0 |
| Close |
740-0 |
756-4 |
16-4 |
2.2% |
782-0 |
| Range |
14-4 |
14-4 |
0-0 |
0.0% |
43-0 |
| ATR |
16-2 |
16-3 |
0-1 |
0.9% |
0-0 |
| Volume |
172,645 |
141,542 |
-31,103 |
-18.0% |
818,680 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
796-3 |
790-7 |
764-4 |
|
| R3 |
781-7 |
776-3 |
760-4 |
|
| R2 |
767-3 |
767-3 |
759-1 |
|
| R1 |
761-7 |
761-7 |
757-7 |
764-5 |
| PP |
752-7 |
752-7 |
752-7 |
754-2 |
| S1 |
747-3 |
747-3 |
755-1 |
750-1 |
| S2 |
738-3 |
738-3 |
753-7 |
|
| S3 |
723-7 |
732-7 |
752-4 |
|
| S4 |
709-3 |
718-3 |
748-4 |
|
|
| 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 |
789-0 |
739-0 |
50-0 |
6.6% |
12-6 |
1.7% |
35% |
False |
False |
145,118 |
| 10 |
804-0 |
739-0 |
65-0 |
8.6% |
13-5 |
1.8% |
27% |
False |
False |
152,731 |
| 20 |
839-4 |
739-0 |
100-4 |
13.3% |
13-2 |
1.7% |
17% |
False |
False |
146,135 |
| 40 |
840-0 |
739-0 |
101-0 |
13.4% |
12-7 |
1.7% |
17% |
False |
False |
150,641 |
| 60 |
840-0 |
606-0 |
234-0 |
30.9% |
15-0 |
2.0% |
64% |
False |
False |
167,517 |
| 80 |
840-0 |
506-0 |
334-0 |
44.2% |
13-6 |
1.8% |
75% |
False |
False |
151,266 |
| 100 |
840-0 |
502-0 |
338-0 |
44.7% |
12-6 |
1.7% |
75% |
False |
False |
135,059 |
| 120 |
840-0 |
502-0 |
338-0 |
44.7% |
11-6 |
1.5% |
75% |
False |
False |
121,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
819-7 |
|
2.618 |
796-2 |
|
1.618 |
781-6 |
|
1.000 |
772-6 |
|
0.618 |
767-2 |
|
HIGH |
758-2 |
|
0.618 |
752-6 |
|
0.500 |
751-0 |
|
0.382 |
749-2 |
|
LOW |
743-6 |
|
0.618 |
734-6 |
|
1.000 |
729-2 |
|
1.618 |
720-2 |
|
2.618 |
705-6 |
|
4.250 |
682-1 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
754-5 |
755-0 |
| PP |
752-7 |
753-4 |
| S1 |
751-0 |
752-0 |
|