CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
745-4 |
731-4 |
-14-0 |
-1.9% |
763-4 |
| High |
746-0 |
732-2 |
-13-6 |
-1.8% |
765-0 |
| Low |
739-4 |
723-0 |
-16-4 |
-2.2% |
739-0 |
| Close |
743-6 |
724-6 |
-19-0 |
-2.6% |
748-2 |
| Range |
6-4 |
9-2 |
2-6 |
42.3% |
26-0 |
| ATR |
14-7 |
15-2 |
0-3 |
2.8% |
0-0 |
| Volume |
89,281 |
167,917 |
78,636 |
88.1% |
764,277 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-3 |
748-7 |
729-7 |
|
| R3 |
745-1 |
739-5 |
727-2 |
|
| R2 |
735-7 |
735-7 |
726-4 |
|
| R1 |
730-3 |
730-3 |
725-5 |
728-4 |
| PP |
726-5 |
726-5 |
726-5 |
725-6 |
| S1 |
721-1 |
721-1 |
723-7 |
719-2 |
| S2 |
717-3 |
717-3 |
723-0 |
|
| S3 |
708-1 |
711-7 |
722-2 |
|
| S4 |
698-7 |
702-5 |
719-5 |
|
|
| 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 |
754-6 |
723-0 |
31-6 |
4.4% |
9-6 |
1.3% |
6% |
False |
True |
133,188 |
| 10 |
789-0 |
723-0 |
66-0 |
9.1% |
11-2 |
1.6% |
3% |
False |
True |
139,153 |
| 20 |
817-4 |
723-0 |
94-4 |
13.0% |
12-4 |
1.7% |
2% |
False |
True |
143,855 |
| 40 |
840-0 |
723-0 |
117-0 |
16.1% |
12-7 |
1.8% |
1% |
False |
True |
147,545 |
| 60 |
840-0 |
668-0 |
172-0 |
23.7% |
14-3 |
2.0% |
33% |
False |
False |
160,396 |
| 80 |
840-0 |
506-0 |
334-0 |
46.1% |
13-7 |
1.9% |
65% |
False |
False |
154,743 |
| 100 |
840-0 |
502-0 |
338-0 |
46.6% |
12-7 |
1.8% |
66% |
False |
False |
138,834 |
| 120 |
840-0 |
502-0 |
338-0 |
46.6% |
11-7 |
1.6% |
66% |
False |
False |
124,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771-4 |
|
2.618 |
756-4 |
|
1.618 |
747-2 |
|
1.000 |
741-4 |
|
0.618 |
738-0 |
|
HIGH |
732-2 |
|
0.618 |
728-6 |
|
0.500 |
727-5 |
|
0.382 |
726-4 |
|
LOW |
723-0 |
|
0.618 |
717-2 |
|
1.000 |
713-6 |
|
1.618 |
708-0 |
|
2.618 |
698-6 |
|
4.250 |
683-6 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
727-5 |
734-6 |
| PP |
726-5 |
731-3 |
| S1 |
725-6 |
728-1 |
|