CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
747-2 |
752-0 |
4-6 |
0.6% |
763-4 |
High |
754-6 |
752-4 |
-2-2 |
-0.3% |
765-0 |
Low |
739-4 |
745-0 |
5-4 |
0.7% |
739-0 |
Close |
746-0 |
748-2 |
2-2 |
0.3% |
748-2 |
Range |
15-2 |
7-4 |
-7-6 |
-50.8% |
26-0 |
ATR |
16-3 |
15-6 |
-0-5 |
-3.9% |
0-0 |
Volume |
161,680 |
128,160 |
-33,520 |
-20.7% |
764,277 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771-1 |
767-1 |
752-3 |
|
R3 |
763-5 |
759-5 |
750-2 |
|
R2 |
756-1 |
756-1 |
749-5 |
|
R1 |
752-1 |
752-1 |
749-0 |
750-3 |
PP |
748-5 |
748-5 |
748-5 |
747-6 |
S1 |
744-5 |
744-5 |
747-4 |
742-7 |
S2 |
741-1 |
741-1 |
746-7 |
|
S3 |
733-5 |
737-1 |
746-2 |
|
S4 |
726-1 |
729-5 |
744-1 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
828-6 |
814-4 |
762-4 |
|
R3 |
802-6 |
788-4 |
755-3 |
|
R2 |
776-6 |
776-6 |
753-0 |
|
R1 |
762-4 |
762-4 |
750-5 |
756-5 |
PP |
750-6 |
750-6 |
750-6 |
747-6 |
S1 |
736-4 |
736-4 |
745-7 |
730-5 |
S2 |
724-6 |
724-6 |
743-4 |
|
S3 |
698-6 |
710-4 |
741-1 |
|
S4 |
672-6 |
684-4 |
734-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
765-0 |
739-0 |
26-0 |
3.5% |
13-7 |
1.9% |
36% |
False |
False |
152,855 |
10 |
803-0 |
739-0 |
64-0 |
8.6% |
13-3 |
1.8% |
14% |
False |
False |
158,295 |
20 |
820-4 |
739-0 |
81-4 |
10.9% |
12-7 |
1.7% |
11% |
False |
False |
146,099 |
40 |
840-0 |
739-0 |
101-0 |
13.5% |
12-6 |
1.7% |
9% |
False |
False |
148,463 |
60 |
840-0 |
630-0 |
210-0 |
28.1% |
14-6 |
2.0% |
56% |
False |
False |
165,617 |
80 |
840-0 |
506-0 |
334-0 |
44.6% |
13-7 |
1.9% |
73% |
False |
False |
153,136 |
100 |
840-0 |
502-0 |
338-0 |
45.2% |
12-6 |
1.7% |
73% |
False |
False |
136,754 |
120 |
840-0 |
502-0 |
338-0 |
45.2% |
11-6 |
1.6% |
73% |
False |
False |
122,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-3 |
2.618 |
772-1 |
1.618 |
764-5 |
1.000 |
760-0 |
0.618 |
757-1 |
HIGH |
752-4 |
0.618 |
749-5 |
0.500 |
748-6 |
0.382 |
747-7 |
LOW |
745-0 |
0.618 |
740-3 |
1.000 |
737-4 |
1.618 |
732-7 |
2.618 |
725-3 |
4.250 |
713-1 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
748-6 |
748-7 |
PP |
748-5 |
748-5 |
S1 |
748-3 |
748-4 |
|