CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 24-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
751-0 |
745-4 |
-5-4 |
-0.7% |
766-4 |
High |
753-2 |
749-2 |
-4-0 |
-0.5% |
766-4 |
Low |
750-0 |
744-2 |
-5-6 |
-0.8% |
742-6 |
Close |
751-0 |
748-6 |
-2-2 |
-0.3% |
751-0 |
Range |
3-2 |
5-0 |
1-6 |
53.8% |
23-6 |
ATR |
12-1 |
11-6 |
-0-3 |
-3.2% |
0-0 |
Volume |
36,056 |
23,895 |
-12,161 |
-33.7% |
167,517 |
|
Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-3 |
760-5 |
751-4 |
|
R3 |
757-3 |
755-5 |
750-1 |
|
R2 |
752-3 |
752-3 |
749-5 |
|
R1 |
750-5 |
750-5 |
749-2 |
751-4 |
PP |
747-3 |
747-3 |
747-3 |
747-7 |
S1 |
745-5 |
745-5 |
748-2 |
746-4 |
S2 |
742-3 |
742-3 |
747-7 |
|
S3 |
737-3 |
740-5 |
747-3 |
|
S4 |
732-3 |
735-5 |
746-0 |
|
|
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 |
759-2 |
742-6 |
16-4 |
2.2% |
6-4 |
0.9% |
36% |
False |
False |
32,078 |
10 |
788-0 |
742-6 |
45-2 |
6.0% |
6-5 |
0.9% |
13% |
False |
False |
34,031 |
20 |
815-0 |
742-6 |
72-2 |
9.6% |
7-3 |
1.0% |
8% |
False |
False |
28,299 |
40 |
838-0 |
742-6 |
95-2 |
12.7% |
7-2 |
1.0% |
6% |
False |
False |
25,201 |
60 |
838-0 |
642-6 |
195-2 |
26.1% |
8-4 |
1.1% |
54% |
False |
False |
25,558 |
80 |
838-0 |
518-4 |
319-4 |
42.7% |
7-5 |
1.0% |
72% |
False |
False |
22,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-4 |
2.618 |
762-3 |
1.618 |
757-3 |
1.000 |
754-2 |
0.618 |
752-3 |
HIGH |
749-2 |
0.618 |
747-3 |
0.500 |
746-6 |
0.382 |
746-1 |
LOW |
744-2 |
0.618 |
741-1 |
1.000 |
739-2 |
1.618 |
736-1 |
2.618 |
731-1 |
4.250 |
723-0 |
|
|
Fisher Pivots for day following 24-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
748-1 |
750-1 |
PP |
747-3 |
749-5 |
S1 |
746-6 |
749-2 |
|