CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
749-4 |
756-0 |
6-4 |
0.9% |
804-2 |
High |
759-2 |
756-0 |
-3-2 |
-0.4% |
804-2 |
Low |
749-2 |
746-0 |
-3-2 |
-0.4% |
770-2 |
Close |
758-6 |
749-4 |
-9-2 |
-1.2% |
786-0 |
Range |
10-0 |
10-0 |
0-0 |
0.0% |
34-0 |
ATR |
12-6 |
12-6 |
0-0 |
0.0% |
0-0 |
Volume |
37,015 |
35,018 |
-1,997 |
-5.4% |
171,587 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
780-4 |
775-0 |
755-0 |
|
R3 |
770-4 |
765-0 |
752-2 |
|
R2 |
760-4 |
760-4 |
751-3 |
|
R1 |
755-0 |
755-0 |
750-3 |
752-6 |
PP |
750-4 |
750-4 |
750-4 |
749-3 |
S1 |
745-0 |
745-0 |
748-5 |
742-6 |
S2 |
740-4 |
740-4 |
747-5 |
|
S3 |
730-4 |
735-0 |
746-6 |
|
S4 |
720-4 |
725-0 |
744-0 |
|
|
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% |
8-3 |
1.1% |
15% |
False |
False |
30,585 |
10 |
806-4 |
742-6 |
63-6 |
8.5% |
8-4 |
1.1% |
11% |
False |
False |
33,425 |
20 |
815-0 |
742-6 |
72-2 |
9.6% |
7-1 |
0.9% |
9% |
False |
False |
27,871 |
40 |
838-0 |
742-6 |
95-2 |
12.7% |
7-3 |
1.0% |
7% |
False |
False |
24,461 |
60 |
838-0 |
639-4 |
198-4 |
26.5% |
8-5 |
1.2% |
55% |
False |
False |
25,316 |
80 |
838-0 |
518-4 |
319-4 |
42.6% |
7-5 |
1.0% |
72% |
False |
False |
22,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
798-4 |
2.618 |
782-1 |
1.618 |
772-1 |
1.000 |
766-0 |
0.618 |
762-1 |
HIGH |
756-0 |
0.618 |
752-1 |
0.500 |
751-0 |
0.382 |
749-7 |
LOW |
746-0 |
0.618 |
739-7 |
1.000 |
736-0 |
1.618 |
729-7 |
2.618 |
719-7 |
4.250 |
703-4 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
751-0 |
751-0 |
PP |
750-4 |
750-4 |
S1 |
750-0 |
750-0 |
|