CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
796-4 |
804-2 |
7-6 |
1.0% |
815-0 |
High |
806-4 |
804-2 |
-2-2 |
-0.3% |
815-0 |
Low |
796-4 |
786-6 |
-9-6 |
-1.2% |
794-0 |
Close |
802-4 |
787-2 |
-15-2 |
-1.9% |
802-4 |
Range |
10-0 |
17-4 |
7-4 |
75.0% |
21-0 |
ATR |
11-6 |
12-1 |
0-3 |
3.5% |
0-0 |
Volume |
31,205 |
22,680 |
-8,525 |
-27.3% |
109,802 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
845-2 |
833-6 |
796-7 |
|
R3 |
827-6 |
816-2 |
792-0 |
|
R2 |
810-2 |
810-2 |
790-4 |
|
R1 |
798-6 |
798-6 |
788-7 |
795-6 |
PP |
792-6 |
792-6 |
792-6 |
791-2 |
S1 |
781-2 |
781-2 |
785-5 |
778-2 |
S2 |
775-2 |
775-2 |
784-0 |
|
S3 |
757-6 |
763-6 |
782-4 |
|
S4 |
740-2 |
746-2 |
777-5 |
|
|
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 |
786-6 |
28-2 |
3.6% |
10-5 |
1.3% |
2% |
False |
True |
26,496 |
10 |
815-0 |
786-6 |
28-2 |
3.6% |
8-0 |
1.0% |
2% |
False |
True |
22,567 |
20 |
838-0 |
786-6 |
51-2 |
6.5% |
6-4 |
0.8% |
1% |
False |
True |
22,178 |
40 |
838-0 |
737-0 |
101-0 |
12.8% |
8-2 |
1.1% |
50% |
False |
False |
23,412 |
60 |
838-0 |
518-4 |
319-4 |
40.6% |
8-4 |
1.1% |
84% |
False |
False |
22,484 |
80 |
838-0 |
518-4 |
319-4 |
40.6% |
7-2 |
0.9% |
84% |
False |
False |
19,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
878-5 |
2.618 |
850-1 |
1.618 |
832-5 |
1.000 |
821-6 |
0.618 |
815-1 |
HIGH |
804-2 |
0.618 |
797-5 |
0.500 |
795-4 |
0.382 |
793-3 |
LOW |
786-6 |
0.618 |
775-7 |
1.000 |
769-2 |
1.618 |
758-3 |
2.618 |
740-7 |
4.250 |
712-3 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
795-4 |
796-5 |
PP |
792-6 |
793-4 |
S1 |
790-0 |
790-3 |
|