CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
815-0 |
800-0 |
-15-0 |
-1.8% |
806-0 |
High |
815-0 |
802-0 |
-13-0 |
-1.6% |
814-6 |
Low |
801-0 |
794-0 |
-7-0 |
-0.9% |
796-0 |
Close |
807-6 |
794-6 |
-13-0 |
-1.6% |
802-0 |
Range |
14-0 |
8-0 |
-6-0 |
-42.9% |
18-6 |
ATR |
12-1 |
12-2 |
0-1 |
1.0% |
0-0 |
Volume |
26,826 |
27,508 |
682 |
2.5% |
93,191 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
820-7 |
815-7 |
799-1 |
|
R3 |
812-7 |
807-7 |
797-0 |
|
R2 |
804-7 |
804-7 |
796-2 |
|
R1 |
799-7 |
799-7 |
795-4 |
798-3 |
PP |
796-7 |
796-7 |
796-7 |
796-2 |
S1 |
791-7 |
791-7 |
794-0 |
790-3 |
S2 |
788-7 |
788-7 |
793-2 |
|
S3 |
780-7 |
783-7 |
792-4 |
|
S4 |
772-7 |
775-7 |
790-3 |
|
|
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 |
794-0 |
21-0 |
2.6% |
8-6 |
1.1% |
4% |
False |
True |
21,948 |
10 |
837-4 |
794-0 |
43-4 |
5.5% |
5-7 |
0.7% |
2% |
False |
True |
22,424 |
20 |
838-0 |
791-0 |
47-0 |
5.9% |
6-5 |
0.8% |
8% |
False |
False |
22,446 |
40 |
838-0 |
696-0 |
142-0 |
17.9% |
9-1 |
1.1% |
70% |
False |
False |
23,253 |
60 |
838-0 |
518-4 |
319-4 |
40.2% |
8-2 |
1.0% |
86% |
False |
False |
21,847 |
80 |
838-0 |
517-0 |
321-0 |
40.4% |
7-1 |
0.9% |
87% |
False |
False |
18,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
836-0 |
2.618 |
823-0 |
1.618 |
815-0 |
1.000 |
810-0 |
0.618 |
807-0 |
HIGH |
802-0 |
0.618 |
799-0 |
0.500 |
798-0 |
0.382 |
797-0 |
LOW |
794-0 |
0.618 |
789-0 |
1.000 |
786-0 |
1.618 |
781-0 |
2.618 |
773-0 |
4.250 |
760-0 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
798-0 |
804-4 |
PP |
796-7 |
801-2 |
S1 |
795-7 |
798-0 |
|