CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
800-0 |
798-0 |
-2-0 |
-0.3% |
806-0 |
High |
802-0 |
801-4 |
-0-4 |
-0.1% |
814-6 |
Low |
794-0 |
798-0 |
4-0 |
0.5% |
796-0 |
Close |
794-6 |
801-4 |
6-6 |
0.8% |
802-0 |
Range |
8-0 |
3-4 |
-4-4 |
-56.3% |
18-6 |
ATR |
12-2 |
11-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
27,508 |
24,263 |
-3,245 |
-11.8% |
93,191 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
810-7 |
809-5 |
803-3 |
|
R3 |
807-3 |
806-1 |
802-4 |
|
R2 |
803-7 |
803-7 |
802-1 |
|
R1 |
802-5 |
802-5 |
801-7 |
803-2 |
PP |
800-3 |
800-3 |
800-3 |
800-5 |
S1 |
799-1 |
799-1 |
801-1 |
799-6 |
S2 |
796-7 |
796-7 |
800-7 |
|
S3 |
793-3 |
795-5 |
800-4 |
|
S4 |
789-7 |
792-1 |
799-5 |
|
|
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% |
8-0 |
1.0% |
36% |
False |
False |
23,630 |
10 |
815-0 |
794-0 |
21-0 |
2.6% |
5-5 |
0.7% |
36% |
False |
False |
22,316 |
20 |
838-0 |
791-0 |
47-0 |
5.9% |
6-4 |
0.8% |
22% |
False |
False |
22,723 |
40 |
838-0 |
731-0 |
107-0 |
13.3% |
7-7 |
1.0% |
66% |
False |
False |
23,398 |
60 |
838-0 |
518-4 |
319-4 |
39.9% |
8-1 |
1.0% |
89% |
False |
False |
22,000 |
80 |
838-0 |
518-4 |
319-4 |
39.9% |
7-1 |
0.9% |
89% |
False |
False |
18,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
816-3 |
2.618 |
810-5 |
1.618 |
807-1 |
1.000 |
805-0 |
0.618 |
803-5 |
HIGH |
801-4 |
0.618 |
800-1 |
0.500 |
799-6 |
0.382 |
799-3 |
LOW |
798-0 |
0.618 |
795-7 |
1.000 |
794-4 |
1.618 |
792-3 |
2.618 |
788-7 |
4.250 |
783-1 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
800-7 |
804-4 |
PP |
800-3 |
803-4 |
S1 |
799-6 |
802-4 |
|