CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
775-6 |
773-4 |
-2-2 |
-0.3% |
815-0 |
High |
775-6 |
778-0 |
2-2 |
0.3% |
815-0 |
Low |
770-2 |
773-4 |
3-2 |
0.4% |
794-0 |
Close |
773-2 |
777-6 |
4-4 |
0.6% |
802-4 |
Range |
5-4 |
4-4 |
-1-0 |
-18.2% |
21-0 |
ATR |
11-6 |
11-2 |
-0-4 |
-4.2% |
0-0 |
Volume |
34,071 |
55,052 |
20,981 |
61.6% |
109,802 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789-7 |
788-3 |
780-2 |
|
R3 |
785-3 |
783-7 |
779-0 |
|
R2 |
780-7 |
780-7 |
778-5 |
|
R1 |
779-3 |
779-3 |
778-1 |
780-1 |
PP |
776-3 |
776-3 |
776-3 |
776-6 |
S1 |
774-7 |
774-7 |
777-3 |
775-5 |
S2 |
771-7 |
771-7 |
776-7 |
|
S3 |
767-3 |
770-3 |
776-4 |
|
S4 |
762-7 |
765-7 |
775-2 |
|
|
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% |
8-6 |
1.1% |
21% |
False |
False |
36,264 |
10 |
815-0 |
770-2 |
44-6 |
5.8% |
8-3 |
1.1% |
17% |
False |
False |
29,947 |
20 |
838-0 |
770-2 |
67-6 |
8.7% |
6-3 |
0.8% |
11% |
False |
False |
25,157 |
40 |
838-0 |
737-0 |
101-0 |
13.0% |
7-5 |
1.0% |
40% |
False |
False |
24,650 |
60 |
838-0 |
561-0 |
277-0 |
35.6% |
8-4 |
1.1% |
78% |
False |
False |
23,910 |
80 |
838-0 |
518-4 |
319-4 |
41.1% |
7-3 |
0.9% |
81% |
False |
False |
20,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
797-1 |
2.618 |
789-6 |
1.618 |
785-2 |
1.000 |
782-4 |
0.618 |
780-6 |
HIGH |
778-0 |
0.618 |
776-2 |
0.500 |
775-6 |
0.382 |
775-2 |
LOW |
773-4 |
0.618 |
770-6 |
1.000 |
769-0 |
1.618 |
766-2 |
2.618 |
761-6 |
4.250 |
754-3 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
777-1 |
778-2 |
PP |
776-3 |
778-1 |
S1 |
775-6 |
777-7 |
|