CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
787-4 |
766-4 |
-21-0 |
-2.7% |
804-2 |
| High |
788-0 |
766-4 |
-21-4 |
-2.7% |
804-2 |
| Low |
785-0 |
752-0 |
-33-0 |
-4.2% |
770-2 |
| Close |
786-0 |
752-4 |
-33-4 |
-4.3% |
786-0 |
| Range |
3-0 |
14-4 |
11-4 |
383.3% |
34-0 |
| ATR |
11-1 |
12-6 |
1-5 |
14.7% |
0-0 |
| Volume |
21,468 |
31,022 |
9,554 |
44.5% |
171,587 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-4 |
791-0 |
760-4 |
|
| R3 |
786-0 |
776-4 |
756-4 |
|
| R2 |
771-4 |
771-4 |
755-1 |
|
| R1 |
762-0 |
762-0 |
753-7 |
759-4 |
| PP |
757-0 |
757-0 |
757-0 |
755-6 |
| S1 |
747-4 |
747-4 |
751-1 |
745-0 |
| S2 |
742-4 |
742-4 |
749-7 |
|
| S3 |
728-0 |
733-0 |
748-4 |
|
| S4 |
713-4 |
718-4 |
744-4 |
|
|
| 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 |
788-0 |
752-0 |
36-0 |
4.8% |
6-6 |
0.9% |
1% |
False |
True |
35,985 |
| 10 |
815-0 |
752-0 |
63-0 |
8.4% |
8-5 |
1.2% |
1% |
False |
True |
31,241 |
| 20 |
838-0 |
752-0 |
86-0 |
11.4% |
7-0 |
0.9% |
1% |
False |
True |
25,933 |
| 40 |
838-0 |
737-0 |
101-0 |
13.4% |
7-6 |
1.0% |
15% |
False |
False |
24,115 |
| 60 |
838-0 |
564-4 |
273-4 |
36.3% |
8-4 |
1.1% |
69% |
False |
False |
24,266 |
| 80 |
838-0 |
518-4 |
319-4 |
42.5% |
7-3 |
1.0% |
73% |
False |
False |
21,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828-1 |
|
2.618 |
804-4 |
|
1.618 |
790-0 |
|
1.000 |
781-0 |
|
0.618 |
775-4 |
|
HIGH |
766-4 |
|
0.618 |
761-0 |
|
0.500 |
759-2 |
|
0.382 |
757-4 |
|
LOW |
752-0 |
|
0.618 |
743-0 |
|
1.000 |
737-4 |
|
1.618 |
728-4 |
|
2.618 |
714-0 |
|
4.250 |
690-3 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
759-2 |
770-0 |
| PP |
757-0 |
764-1 |
| S1 |
754-6 |
758-3 |
|