CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
786-2 |
775-6 |
-10-4 |
-1.3% |
815-0 |
High |
786-2 |
775-6 |
-10-4 |
-1.3% |
815-0 |
Low |
780-0 |
770-2 |
-9-6 |
-1.3% |
794-0 |
Close |
781-2 |
773-2 |
-8-0 |
-1.0% |
802-4 |
Range |
6-2 |
5-4 |
-0-6 |
-12.0% |
21-0 |
ATR |
11-6 |
11-6 |
0-0 |
-0.5% |
0-0 |
Volume |
38,316 |
34,071 |
-4,245 |
-11.1% |
109,802 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789-5 |
786-7 |
776-2 |
|
R3 |
784-1 |
781-3 |
774-6 |
|
R2 |
778-5 |
778-5 |
774-2 |
|
R1 |
775-7 |
775-7 |
773-6 |
774-4 |
PP |
773-1 |
773-1 |
773-1 |
772-3 |
S1 |
770-3 |
770-3 |
772-6 |
769-0 |
S2 |
767-5 |
767-5 |
772-2 |
|
S3 |
762-1 |
764-7 |
771-6 |
|
S4 |
756-5 |
759-3 |
770-2 |
|
|
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 |
770-2 |
36-2 |
4.7% |
8-4 |
1.1% |
8% |
False |
True |
30,107 |
10 |
815-0 |
770-2 |
44-6 |
5.8% |
8-5 |
1.1% |
7% |
False |
True |
26,027 |
20 |
838-0 |
770-2 |
67-6 |
8.8% |
6-4 |
0.8% |
4% |
False |
True |
23,080 |
40 |
838-0 |
737-0 |
101-0 |
13.1% |
8-0 |
1.0% |
36% |
False |
False |
23,914 |
60 |
838-0 |
561-0 |
277-0 |
35.8% |
8-5 |
1.1% |
77% |
False |
False |
23,308 |
80 |
838-0 |
518-4 |
319-4 |
41.3% |
7-2 |
0.9% |
80% |
False |
False |
20,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
799-1 |
2.618 |
790-1 |
1.618 |
784-5 |
1.000 |
781-2 |
0.618 |
779-1 |
HIGH |
775-6 |
0.618 |
773-5 |
0.500 |
773-0 |
0.382 |
772-3 |
LOW |
770-2 |
0.618 |
766-7 |
1.000 |
764-6 |
1.618 |
761-3 |
2.618 |
755-7 |
4.250 |
746-7 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
773-1 |
787-2 |
PP |
773-1 |
782-5 |
S1 |
773-0 |
777-7 |
|