CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
806-0 |
815-0 |
9-0 |
1.1% |
806-0 |
| High |
806-0 |
815-0 |
9-0 |
1.1% |
814-6 |
| Low |
798-0 |
801-0 |
3-0 |
0.4% |
796-0 |
| Close |
802-0 |
807-6 |
5-6 |
0.7% |
802-0 |
| Range |
8-0 |
14-0 |
6-0 |
75.0% |
18-6 |
| ATR |
12-0 |
12-1 |
0-1 |
1.2% |
0-0 |
| Volume |
18,667 |
26,826 |
8,159 |
43.7% |
93,191 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-7 |
842-7 |
815-4 |
|
| R3 |
835-7 |
828-7 |
811-5 |
|
| R2 |
821-7 |
821-7 |
810-3 |
|
| R1 |
814-7 |
814-7 |
809-0 |
811-3 |
| PP |
807-7 |
807-7 |
807-7 |
806-2 |
| S1 |
800-7 |
800-7 |
806-4 |
797-3 |
| S2 |
793-7 |
793-7 |
805-1 |
|
| S3 |
779-7 |
786-7 |
803-7 |
|
| S4 |
765-7 |
772-7 |
800-0 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860-4 |
850-0 |
812-2 |
|
| R3 |
841-6 |
831-2 |
807-1 |
|
| R2 |
823-0 |
823-0 |
805-4 |
|
| R1 |
812-4 |
812-4 |
803-6 |
808-3 |
| PP |
804-2 |
804-2 |
804-2 |
802-2 |
| S1 |
793-6 |
793-6 |
800-2 |
789-5 |
| S2 |
785-4 |
785-4 |
798-4 |
|
| S3 |
766-6 |
775-0 |
796-7 |
|
| S4 |
748-0 |
756-2 |
791-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
815-0 |
796-0 |
19-0 |
2.4% |
7-2 |
0.9% |
62% |
True |
False |
19,534 |
| 10 |
838-0 |
796-0 |
42-0 |
5.2% |
5-5 |
0.7% |
28% |
False |
False |
21,715 |
| 20 |
838-0 |
791-0 |
47-0 |
5.8% |
6-3 |
0.8% |
36% |
False |
False |
21,783 |
| 40 |
838-0 |
696-0 |
142-0 |
17.6% |
9-1 |
1.1% |
79% |
False |
False |
23,715 |
| 60 |
838-0 |
518-4 |
319-4 |
39.6% |
8-1 |
1.0% |
91% |
False |
False |
21,702 |
| 80 |
838-0 |
514-0 |
324-0 |
40.1% |
7-1 |
0.9% |
91% |
False |
False |
18,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874-4 |
|
2.618 |
851-5 |
|
1.618 |
837-5 |
|
1.000 |
829-0 |
|
0.618 |
823-5 |
|
HIGH |
815-0 |
|
0.618 |
809-5 |
|
0.500 |
808-0 |
|
0.382 |
806-3 |
|
LOW |
801-0 |
|
0.618 |
792-3 |
|
1.000 |
787-0 |
|
1.618 |
778-3 |
|
2.618 |
764-3 |
|
4.250 |
741-4 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
808-0 |
807-3 |
| PP |
807-7 |
806-7 |
| S1 |
807-7 |
806-4 |
|