CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
752-0 |
743-0 |
-9-0 |
-1.2% |
763-4 |
High |
752-4 |
746-4 |
-6-0 |
-0.8% |
765-0 |
Low |
745-0 |
736-2 |
-8-6 |
-1.2% |
739-0 |
Close |
748-2 |
744-6 |
-3-4 |
-0.5% |
748-2 |
Range |
7-4 |
10-2 |
2-6 |
36.7% |
26-0 |
ATR |
15-6 |
15-4 |
-0-2 |
-1.7% |
0-0 |
Volume |
128,160 |
118,906 |
-9,254 |
-7.2% |
764,277 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-2 |
769-2 |
750-3 |
|
R3 |
763-0 |
759-0 |
747-5 |
|
R2 |
752-6 |
752-6 |
746-5 |
|
R1 |
748-6 |
748-6 |
745-6 |
750-6 |
PP |
742-4 |
742-4 |
742-4 |
743-4 |
S1 |
738-4 |
738-4 |
743-6 |
740-4 |
S2 |
732-2 |
732-2 |
742-7 |
|
S3 |
722-0 |
728-2 |
741-7 |
|
S4 |
711-6 |
718-0 |
739-1 |
|
|
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 |
758-2 |
736-2 |
22-0 |
3.0% |
12-3 |
1.7% |
39% |
False |
True |
144,586 |
10 |
789-0 |
736-2 |
52-6 |
7.1% |
12-3 |
1.7% |
16% |
False |
True |
152,206 |
20 |
817-4 |
736-2 |
81-2 |
10.9% |
12-5 |
1.7% |
10% |
False |
True |
143,222 |
40 |
840-0 |
736-2 |
103-6 |
13.9% |
12-7 |
1.7% |
8% |
False |
True |
147,838 |
60 |
840-0 |
631-4 |
208-4 |
28.0% |
14-5 |
2.0% |
54% |
False |
False |
163,093 |
80 |
840-0 |
506-0 |
334-0 |
44.8% |
13-7 |
1.9% |
71% |
False |
False |
153,762 |
100 |
840-0 |
502-0 |
338-0 |
45.4% |
12-7 |
1.7% |
72% |
False |
False |
137,378 |
120 |
840-0 |
502-0 |
338-0 |
45.4% |
11-6 |
1.6% |
72% |
False |
False |
122,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
790-0 |
2.618 |
773-3 |
1.618 |
763-1 |
1.000 |
756-6 |
0.618 |
752-7 |
HIGH |
746-4 |
0.618 |
742-5 |
0.500 |
741-3 |
0.382 |
740-1 |
LOW |
736-2 |
0.618 |
729-7 |
1.000 |
726-0 |
1.618 |
719-5 |
2.618 |
709-3 |
4.250 |
692-6 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
743-5 |
745-4 |
PP |
742-4 |
745-2 |
S1 |
741-3 |
745-0 |
|