CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
773-4 |
787-4 |
14-0 |
1.8% |
804-2 |
High |
778-0 |
788-0 |
10-0 |
1.3% |
804-2 |
Low |
773-4 |
785-0 |
11-4 |
1.5% |
770-2 |
Close |
777-6 |
786-0 |
8-2 |
1.1% |
786-0 |
Range |
4-4 |
3-0 |
-1-4 |
-33.3% |
34-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-0.6% |
0-0 |
Volume |
55,052 |
21,468 |
-33,584 |
-61.0% |
171,587 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
795-3 |
793-5 |
787-5 |
|
R3 |
792-3 |
790-5 |
786-7 |
|
R2 |
789-3 |
789-3 |
786-4 |
|
R1 |
787-5 |
787-5 |
786-2 |
787-0 |
PP |
786-3 |
786-3 |
786-3 |
786-0 |
S1 |
784-5 |
784-5 |
785-6 |
784-0 |
S2 |
783-3 |
783-3 |
785-4 |
|
S3 |
780-3 |
781-5 |
785-1 |
|
S4 |
777-3 |
778-5 |
784-3 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
888-7 |
871-3 |
804-6 |
|
R3 |
854-7 |
837-3 |
795-3 |
|
R2 |
820-7 |
820-7 |
792-2 |
|
R1 |
803-3 |
803-3 |
789-1 |
795-1 |
PP |
786-7 |
786-7 |
786-7 |
782-6 |
S1 |
769-3 |
769-3 |
782-7 |
761-1 |
S2 |
752-7 |
752-7 |
779-6 |
|
S3 |
718-7 |
735-3 |
776-5 |
|
S4 |
684-7 |
701-3 |
767-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
804-2 |
770-2 |
34-0 |
4.3% |
7-3 |
0.9% |
46% |
False |
False |
34,317 |
10 |
815-0 |
770-2 |
44-6 |
5.7% |
8-0 |
1.0% |
35% |
False |
False |
30,005 |
20 |
838-0 |
770-2 |
67-6 |
8.6% |
6-2 |
0.8% |
23% |
False |
False |
25,400 |
40 |
838-0 |
737-0 |
101-0 |
12.8% |
7-3 |
0.9% |
49% |
False |
False |
24,530 |
60 |
838-0 |
561-0 |
277-0 |
35.2% |
8-4 |
1.1% |
81% |
False |
False |
23,937 |
80 |
838-0 |
518-4 |
319-4 |
40.6% |
7-3 |
0.9% |
84% |
False |
False |
20,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
800-6 |
2.618 |
795-7 |
1.618 |
792-7 |
1.000 |
791-0 |
0.618 |
789-7 |
HIGH |
788-0 |
0.618 |
786-7 |
0.500 |
786-4 |
0.382 |
786-1 |
LOW |
785-0 |
0.618 |
783-1 |
1.000 |
782-0 |
1.618 |
780-1 |
2.618 |
777-1 |
4.250 |
772-2 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
786-4 |
783-6 |
PP |
786-3 |
781-3 |
S1 |
786-1 |
779-1 |
|