CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
766-4 |
744-6 |
-21-6 |
-2.8% |
804-2 |
| High |
766-4 |
747-0 |
-19-4 |
-2.5% |
804-2 |
| Low |
752-0 |
742-6 |
-9-2 |
-1.2% |
770-2 |
| Close |
752-4 |
744-0 |
-8-4 |
-1.1% |
786-0 |
| Range |
14-4 |
4-2 |
-10-2 |
-70.7% |
34-0 |
| ATR |
12-6 |
12-4 |
-0-2 |
-1.7% |
0-0 |
| Volume |
31,022 |
28,406 |
-2,616 |
-8.4% |
171,587 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757-3 |
754-7 |
746-3 |
|
| R3 |
753-1 |
750-5 |
745-1 |
|
| R2 |
748-7 |
748-7 |
744-6 |
|
| R1 |
746-3 |
746-3 |
744-3 |
745-4 |
| PP |
744-5 |
744-5 |
744-5 |
744-1 |
| S1 |
742-1 |
742-1 |
743-5 |
741-2 |
| S2 |
740-3 |
740-3 |
743-2 |
|
| S3 |
736-1 |
737-7 |
742-7 |
|
| S4 |
731-7 |
733-5 |
741-5 |
|
|
| 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 |
742-6 |
45-2 |
6.1% |
6-3 |
0.9% |
3% |
False |
True |
34,003 |
| 10 |
806-4 |
742-6 |
63-6 |
8.6% |
7-6 |
1.0% |
2% |
False |
True |
31,399 |
| 20 |
838-0 |
742-6 |
95-2 |
12.8% |
6-5 |
0.9% |
1% |
False |
True |
26,557 |
| 40 |
838-0 |
737-0 |
101-0 |
13.6% |
7-7 |
1.1% |
7% |
False |
False |
23,764 |
| 60 |
838-0 |
601-0 |
237-0 |
31.9% |
8-3 |
1.1% |
60% |
False |
False |
24,564 |
| 80 |
838-0 |
518-4 |
319-4 |
42.9% |
7-4 |
1.0% |
71% |
False |
False |
21,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-0 |
|
2.618 |
758-1 |
|
1.618 |
753-7 |
|
1.000 |
751-2 |
|
0.618 |
749-5 |
|
HIGH |
747-0 |
|
0.618 |
745-3 |
|
0.500 |
744-7 |
|
0.382 |
744-3 |
|
LOW |
742-6 |
|
0.618 |
740-1 |
|
1.000 |
738-4 |
|
1.618 |
735-7 |
|
2.618 |
731-5 |
|
4.250 |
724-6 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
744-7 |
765-3 |
| PP |
744-5 |
758-2 |
| S1 |
744-2 |
751-1 |
|