CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
744-6 |
749-4 |
4-6 |
0.6% |
804-2 |
High |
747-0 |
759-2 |
12-2 |
1.6% |
804-2 |
Low |
742-6 |
749-2 |
6-4 |
0.9% |
770-2 |
Close |
744-0 |
758-6 |
14-6 |
2.0% |
786-0 |
Range |
4-2 |
10-0 |
5-6 |
135.3% |
34-0 |
ATR |
12-4 |
12-6 |
0-2 |
1.5% |
0-0 |
Volume |
28,406 |
37,015 |
8,609 |
30.3% |
171,587 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
785-6 |
782-2 |
764-2 |
|
R3 |
775-6 |
772-2 |
761-4 |
|
R2 |
765-6 |
765-6 |
760-5 |
|
R1 |
762-2 |
762-2 |
759-5 |
764-0 |
PP |
755-6 |
755-6 |
755-6 |
756-5 |
S1 |
752-2 |
752-2 |
757-7 |
754-0 |
S2 |
745-6 |
745-6 |
756-7 |
|
S3 |
735-6 |
742-2 |
756-0 |
|
S4 |
725-6 |
732-2 |
753-2 |
|
|
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 |
6.0% |
7-2 |
1.0% |
35% |
False |
False |
34,592 |
10 |
806-4 |
742-6 |
63-6 |
8.4% |
7-7 |
1.0% |
25% |
False |
False |
32,349 |
20 |
837-4 |
742-6 |
94-6 |
12.5% |
6-7 |
0.9% |
17% |
False |
False |
27,387 |
40 |
838-0 |
742-6 |
95-2 |
12.6% |
7-2 |
1.0% |
17% |
False |
False |
24,159 |
60 |
838-0 |
618-0 |
220-0 |
29.0% |
8-4 |
1.1% |
64% |
False |
False |
25,027 |
80 |
838-0 |
518-4 |
319-4 |
42.1% |
7-5 |
1.0% |
75% |
False |
False |
21,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
801-6 |
2.618 |
785-3 |
1.618 |
775-3 |
1.000 |
769-2 |
0.618 |
765-3 |
HIGH |
759-2 |
0.618 |
755-3 |
0.500 |
754-2 |
0.382 |
753-1 |
LOW |
749-2 |
0.618 |
743-1 |
1.000 |
739-2 |
1.618 |
733-1 |
2.618 |
723-1 |
4.250 |
706-6 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
757-2 |
757-3 |
PP |
755-6 |
756-0 |
S1 |
754-2 |
754-5 |
|