CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
756-0 |
751-0 |
-5-0 |
-0.7% |
766-4 |
High |
756-0 |
753-2 |
-2-6 |
-0.4% |
766-4 |
Low |
746-0 |
750-0 |
4-0 |
0.5% |
742-6 |
Close |
749-4 |
751-0 |
1-4 |
0.2% |
751-0 |
Range |
10-0 |
3-2 |
-6-6 |
-67.5% |
23-6 |
ATR |
12-6 |
12-1 |
-0-5 |
-5.0% |
0-0 |
Volume |
35,018 |
36,056 |
1,038 |
3.0% |
167,517 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-1 |
759-3 |
752-6 |
|
R3 |
757-7 |
756-1 |
751-7 |
|
R2 |
754-5 |
754-5 |
751-5 |
|
R1 |
752-7 |
752-7 |
751-2 |
752-5 |
PP |
751-3 |
751-3 |
751-3 |
751-2 |
S1 |
749-5 |
749-5 |
750-6 |
749-3 |
S2 |
748-1 |
748-1 |
750-3 |
|
S3 |
744-7 |
746-3 |
750-1 |
|
S4 |
741-5 |
743-1 |
749-2 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824-5 |
811-5 |
764-0 |
|
R3 |
800-7 |
787-7 |
757-4 |
|
R2 |
777-1 |
777-1 |
755-3 |
|
R1 |
764-1 |
764-1 |
753-1 |
758-6 |
PP |
753-3 |
753-3 |
753-3 |
750-6 |
S1 |
740-3 |
740-3 |
748-7 |
735-0 |
S2 |
729-5 |
729-5 |
746-5 |
|
S3 |
705-7 |
716-5 |
744-4 |
|
S4 |
682-1 |
692-7 |
738-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
766-4 |
742-6 |
23-6 |
3.2% |
8-3 |
1.1% |
35% |
False |
False |
33,503 |
10 |
804-2 |
742-6 |
61-4 |
8.2% |
7-7 |
1.0% |
13% |
False |
False |
33,910 |
20 |
815-0 |
742-6 |
72-2 |
9.6% |
7-2 |
1.0% |
11% |
False |
False |
28,432 |
40 |
838-0 |
742-6 |
95-2 |
12.7% |
7-2 |
1.0% |
9% |
False |
False |
24,945 |
60 |
838-0 |
641-2 |
196-6 |
26.2% |
8-3 |
1.1% |
56% |
False |
False |
25,531 |
80 |
838-0 |
518-4 |
319-4 |
42.5% |
7-5 |
1.0% |
73% |
False |
False |
22,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-0 |
2.618 |
761-6 |
1.618 |
758-4 |
1.000 |
756-4 |
0.618 |
755-2 |
HIGH |
753-2 |
0.618 |
752-0 |
0.500 |
751-5 |
0.382 |
751-2 |
LOW |
750-0 |
0.618 |
748-0 |
1.000 |
746-6 |
1.618 |
744-6 |
2.618 |
741-4 |
4.250 |
736-2 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
751-5 |
752-5 |
PP |
751-3 |
752-1 |
S1 |
751-2 |
751-4 |
|