CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 11-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
804-2 |
786-2 |
-18-0 |
-2.2% |
815-0 |
High |
804-2 |
786-2 |
-18-0 |
-2.2% |
815-0 |
Low |
786-6 |
780-0 |
-6-6 |
-0.9% |
794-0 |
Close |
787-2 |
781-2 |
-6-0 |
-0.8% |
802-4 |
Range |
17-4 |
6-2 |
-11-2 |
-64.3% |
21-0 |
ATR |
12-1 |
11-6 |
-0-3 |
-2.9% |
0-0 |
Volume |
22,680 |
38,316 |
15,636 |
68.9% |
109,802 |
|
Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-2 |
797-4 |
784-6 |
|
R3 |
795-0 |
791-2 |
783-0 |
|
R2 |
788-6 |
788-6 |
782-3 |
|
R1 |
785-0 |
785-0 |
781-7 |
783-6 |
PP |
782-4 |
782-4 |
782-4 |
781-7 |
S1 |
778-6 |
778-6 |
780-5 |
777-4 |
S2 |
776-2 |
776-2 |
780-1 |
|
S3 |
770-0 |
772-4 |
779-4 |
|
S4 |
763-6 |
766-2 |
777-6 |
|
|
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 |
806-4 |
780-0 |
26-4 |
3.4% |
9-0 |
1.2% |
5% |
False |
True |
28,794 |
10 |
815-0 |
780-0 |
35-0 |
4.5% |
8-1 |
1.0% |
4% |
False |
True |
24,164 |
20 |
838-0 |
780-0 |
58-0 |
7.4% |
6-4 |
0.8% |
2% |
False |
True |
22,627 |
40 |
838-0 |
737-0 |
101-0 |
12.9% |
8-2 |
1.1% |
44% |
False |
False |
23,743 |
60 |
838-0 |
542-0 |
296-0 |
37.9% |
8-5 |
1.1% |
81% |
False |
False |
22,935 |
80 |
838-0 |
518-4 |
319-4 |
40.9% |
7-2 |
0.9% |
82% |
False |
False |
19,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
812-6 |
2.618 |
802-5 |
1.618 |
796-3 |
1.000 |
792-4 |
0.618 |
790-1 |
HIGH |
786-2 |
0.618 |
783-7 |
0.500 |
783-1 |
0.382 |
782-3 |
LOW |
780-0 |
0.618 |
776-1 |
1.000 |
773-6 |
1.618 |
769-7 |
2.618 |
763-5 |
4.250 |
753-4 |
|
|
Fisher Pivots for day following 11-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
783-1 |
793-2 |
PP |
782-4 |
789-2 |
S1 |
781-7 |
785-2 |
|