CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
745-4 |
748-2 |
2-6 |
0.4% |
766-4 |
High |
749-2 |
748-2 |
-1-0 |
-0.1% |
766-4 |
Low |
744-2 |
743-4 |
-0-6 |
-0.1% |
742-6 |
Close |
748-6 |
747-4 |
-1-2 |
-0.2% |
751-0 |
Range |
5-0 |
4-6 |
-0-2 |
-5.0% |
23-6 |
ATR |
11-6 |
11-2 |
-0-4 |
-3.9% |
0-0 |
Volume |
23,895 |
30,946 |
7,051 |
29.5% |
167,517 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-5 |
758-7 |
750-1 |
|
R3 |
755-7 |
754-1 |
748-6 |
|
R2 |
751-1 |
751-1 |
748-3 |
|
R1 |
749-3 |
749-3 |
747-7 |
747-7 |
PP |
746-3 |
746-3 |
746-3 |
745-6 |
S1 |
744-5 |
744-5 |
747-1 |
743-1 |
S2 |
741-5 |
741-5 |
746-5 |
|
S3 |
736-7 |
739-7 |
746-2 |
|
S4 |
732-1 |
735-1 |
744-7 |
|
|
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 |
743-4 |
15-6 |
2.1% |
6-5 |
0.9% |
25% |
False |
True |
32,586 |
10 |
788-0 |
742-6 |
45-2 |
6.1% |
6-4 |
0.9% |
10% |
False |
False |
33,294 |
20 |
815-0 |
742-6 |
72-2 |
9.7% |
7-3 |
1.0% |
7% |
False |
False |
28,729 |
40 |
838-0 |
742-6 |
95-2 |
12.7% |
7-3 |
1.0% |
5% |
False |
False |
25,543 |
60 |
838-0 |
664-4 |
173-4 |
23.2% |
8-4 |
1.1% |
48% |
False |
False |
25,760 |
80 |
838-0 |
518-4 |
319-4 |
42.7% |
7-5 |
1.0% |
72% |
False |
False |
23,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
768-4 |
2.618 |
760-5 |
1.618 |
755-7 |
1.000 |
753-0 |
0.618 |
751-1 |
HIGH |
748-2 |
0.618 |
746-3 |
0.500 |
745-7 |
0.382 |
745-3 |
LOW |
743-4 |
0.618 |
740-5 |
1.000 |
738-6 |
1.618 |
735-7 |
2.618 |
731-1 |
4.250 |
723-2 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
747-0 |
748-3 |
PP |
746-3 |
748-1 |
S1 |
745-7 |
747-6 |
|