CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
748-2 |
727-6 |
-20-4 |
-2.7% |
766-4 |
High |
748-2 |
729-0 |
-19-2 |
-2.6% |
766-4 |
Low |
743-4 |
727-0 |
-16-4 |
-2.2% |
742-6 |
Close |
747-4 |
728-4 |
-19-0 |
-2.5% |
751-0 |
Range |
4-6 |
2-0 |
-2-6 |
-57.9% |
23-6 |
ATR |
11-2 |
11-7 |
0-5 |
5.9% |
0-0 |
Volume |
30,946 |
22,928 |
-8,018 |
-25.9% |
167,517 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-1 |
733-3 |
729-5 |
|
R3 |
732-1 |
731-3 |
729-0 |
|
R2 |
730-1 |
730-1 |
728-7 |
|
R1 |
729-3 |
729-3 |
728-5 |
729-6 |
PP |
728-1 |
728-1 |
728-1 |
728-3 |
S1 |
727-3 |
727-3 |
728-3 |
727-6 |
S2 |
726-1 |
726-1 |
728-1 |
|
S3 |
724-1 |
725-3 |
728-0 |
|
S4 |
722-1 |
723-3 |
727-3 |
|
|
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 |
756-0 |
727-0 |
29-0 |
4.0% |
5-0 |
0.7% |
5% |
False |
True |
29,768 |
10 |
788-0 |
727-0 |
61-0 |
8.4% |
6-1 |
0.8% |
2% |
False |
True |
32,180 |
20 |
815-0 |
727-0 |
88-0 |
12.1% |
7-3 |
1.0% |
2% |
False |
True |
29,104 |
40 |
838-0 |
727-0 |
111-0 |
15.2% |
7-2 |
1.0% |
1% |
False |
True |
25,687 |
60 |
838-0 |
675-4 |
162-4 |
22.3% |
8-4 |
1.2% |
33% |
False |
False |
25,839 |
80 |
838-0 |
518-4 |
319-4 |
43.9% |
7-5 |
1.0% |
66% |
False |
False |
23,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-4 |
2.618 |
734-2 |
1.618 |
732-2 |
1.000 |
731-0 |
0.618 |
730-2 |
HIGH |
729-0 |
0.618 |
728-2 |
0.500 |
728-0 |
0.382 |
727-6 |
LOW |
727-0 |
0.618 |
725-6 |
1.000 |
725-0 |
1.618 |
723-6 |
2.618 |
721-6 |
4.250 |
718-4 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
728-3 |
738-1 |
PP |
728-1 |
734-7 |
S1 |
728-0 |
731-6 |
|