CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
798-0 |
796-4 |
-1-4 |
-0.2% |
815-0 |
High |
801-4 |
806-4 |
5-0 |
0.6% |
815-0 |
Low |
798-0 |
796-4 |
-1-4 |
-0.2% |
794-0 |
Close |
801-4 |
802-4 |
1-0 |
0.1% |
802-4 |
Range |
3-4 |
10-0 |
6-4 |
185.7% |
21-0 |
ATR |
11-7 |
11-6 |
-0-1 |
-1.1% |
0-0 |
Volume |
24,263 |
31,205 |
6,942 |
28.6% |
109,802 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-7 |
827-1 |
808-0 |
|
R3 |
821-7 |
817-1 |
805-2 |
|
R2 |
811-7 |
811-7 |
804-3 |
|
R1 |
807-1 |
807-1 |
803-3 |
809-4 |
PP |
801-7 |
801-7 |
801-7 |
803-0 |
S1 |
797-1 |
797-1 |
801-5 |
799-4 |
S2 |
791-7 |
791-7 |
800-5 |
|
S3 |
781-7 |
787-1 |
799-6 |
|
S4 |
771-7 |
777-1 |
797-0 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
866-7 |
855-5 |
814-0 |
|
R3 |
845-7 |
834-5 |
808-2 |
|
R2 |
824-7 |
824-7 |
806-3 |
|
R1 |
813-5 |
813-5 |
804-3 |
808-6 |
PP |
803-7 |
803-7 |
803-7 |
801-3 |
S1 |
792-5 |
792-5 |
800-5 |
787-6 |
S2 |
782-7 |
782-7 |
798-5 |
|
S3 |
761-7 |
771-5 |
796-6 |
|
S4 |
740-7 |
750-5 |
791-0 |
|
|
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% |
40% |
False |
False |
25,693 |
10 |
815-0 |
794-0 |
21-0 |
2.6% |
6-4 |
0.8% |
40% |
False |
False |
22,955 |
20 |
838-0 |
791-0 |
47-0 |
5.9% |
6-5 |
0.8% |
24% |
False |
False |
22,542 |
40 |
838-0 |
735-0 |
103-0 |
12.8% |
8-0 |
1.0% |
66% |
False |
False |
23,446 |
60 |
838-0 |
518-4 |
319-4 |
39.8% |
8-2 |
1.0% |
89% |
False |
False |
22,265 |
80 |
838-0 |
518-4 |
319-4 |
39.8% |
7-2 |
0.9% |
89% |
False |
False |
19,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
849-0 |
2.618 |
832-5 |
1.618 |
822-5 |
1.000 |
816-4 |
0.618 |
812-5 |
HIGH |
806-4 |
0.618 |
802-5 |
0.500 |
801-4 |
0.382 |
800-3 |
LOW |
796-4 |
0.618 |
790-3 |
1.000 |
786-4 |
1.618 |
780-3 |
2.618 |
770-3 |
4.250 |
754-0 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
802-1 |
801-6 |
PP |
801-7 |
801-0 |
S1 |
801-4 |
800-2 |
|