CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
743-0 |
745-4 |
2-4 |
0.3% |
763-4 |
| High |
746-4 |
746-0 |
-0-4 |
-0.1% |
765-0 |
| Low |
736-2 |
739-4 |
3-2 |
0.4% |
739-0 |
| Close |
744-6 |
743-6 |
-1-0 |
-0.1% |
748-2 |
| Range |
10-2 |
6-4 |
-3-6 |
-36.6% |
26-0 |
| ATR |
15-4 |
14-7 |
-0-5 |
-4.1% |
0-0 |
| Volume |
118,906 |
89,281 |
-29,625 |
-24.9% |
764,277 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-5 |
759-5 |
747-3 |
|
| R3 |
756-1 |
753-1 |
745-4 |
|
| R2 |
749-5 |
749-5 |
745-0 |
|
| R1 |
746-5 |
746-5 |
744-3 |
744-7 |
| PP |
743-1 |
743-1 |
743-1 |
742-2 |
| S1 |
740-1 |
740-1 |
743-1 |
738-3 |
| S2 |
736-5 |
736-5 |
742-4 |
|
| S3 |
730-1 |
733-5 |
742-0 |
|
| S4 |
723-5 |
727-1 |
740-1 |
|
|
| 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% |
10-6 |
1.5% |
34% |
False |
False |
127,913 |
| 10 |
789-0 |
736-2 |
52-6 |
7.1% |
11-7 |
1.6% |
14% |
False |
False |
146,295 |
| 20 |
817-4 |
736-2 |
81-2 |
10.9% |
12-4 |
1.7% |
9% |
False |
False |
141,575 |
| 40 |
840-0 |
736-2 |
103-6 |
13.9% |
12-7 |
1.7% |
7% |
False |
False |
146,868 |
| 60 |
840-0 |
650-6 |
189-2 |
25.4% |
14-3 |
1.9% |
49% |
False |
False |
161,262 |
| 80 |
840-0 |
506-0 |
334-0 |
44.9% |
13-6 |
1.9% |
71% |
False |
False |
153,735 |
| 100 |
840-0 |
502-0 |
338-0 |
45.4% |
12-7 |
1.7% |
72% |
False |
False |
137,633 |
| 120 |
840-0 |
502-0 |
338-0 |
45.4% |
11-6 |
1.6% |
72% |
False |
False |
123,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773-5 |
|
2.618 |
763-0 |
|
1.618 |
756-4 |
|
1.000 |
752-4 |
|
0.618 |
750-0 |
|
HIGH |
746-0 |
|
0.618 |
743-4 |
|
0.500 |
742-6 |
|
0.382 |
742-0 |
|
LOW |
739-4 |
|
0.618 |
735-4 |
|
1.000 |
733-0 |
|
1.618 |
729-0 |
|
2.618 |
722-4 |
|
4.250 |
711-7 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
743-3 |
744-3 |
| PP |
743-1 |
744-1 |
| S1 |
742-6 |
744-0 |
|