CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
727-6 |
721-6 |
-6-0 |
-0.8% |
766-4 |
High |
729-0 |
721-6 |
-7-2 |
-1.0% |
766-4 |
Low |
727-0 |
716-2 |
-10-6 |
-1.5% |
742-6 |
Close |
728-4 |
719-4 |
-9-0 |
-1.2% |
751-0 |
Range |
2-0 |
5-4 |
3-4 |
175.0% |
23-6 |
ATR |
11-7 |
12-0 |
0-0 |
0.2% |
0-0 |
Volume |
22,928 |
49,446 |
26,518 |
115.7% |
167,517 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-5 |
733-1 |
722-4 |
|
R3 |
730-1 |
727-5 |
721-0 |
|
R2 |
724-5 |
724-5 |
720-4 |
|
R1 |
722-1 |
722-1 |
720-0 |
720-5 |
PP |
719-1 |
719-1 |
719-1 |
718-4 |
S1 |
716-5 |
716-5 |
719-0 |
715-1 |
S2 |
713-5 |
713-5 |
718-4 |
|
S3 |
708-1 |
711-1 |
718-0 |
|
S4 |
702-5 |
705-5 |
716-4 |
|
|
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 |
753-2 |
716-2 |
37-0 |
5.1% |
4-1 |
0.6% |
9% |
False |
True |
32,654 |
10 |
788-0 |
716-2 |
71-6 |
10.0% |
6-2 |
0.9% |
5% |
False |
True |
31,620 |
20 |
815-0 |
716-2 |
98-6 |
13.7% |
7-2 |
1.0% |
3% |
False |
True |
30,783 |
40 |
838-0 |
716-2 |
121-6 |
16.9% |
6-7 |
1.0% |
3% |
False |
True |
26,547 |
60 |
838-0 |
696-0 |
142-0 |
19.7% |
8-4 |
1.2% |
17% |
False |
False |
26,259 |
80 |
838-0 |
518-4 |
319-4 |
44.4% |
7-5 |
1.1% |
63% |
False |
False |
23,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
745-1 |
2.618 |
736-1 |
1.618 |
730-5 |
1.000 |
727-2 |
0.618 |
725-1 |
HIGH |
721-6 |
0.618 |
719-5 |
0.500 |
719-0 |
0.382 |
718-3 |
LOW |
716-2 |
0.618 |
712-7 |
1.000 |
710-6 |
1.618 |
707-3 |
2.618 |
701-7 |
4.250 |
692-7 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
719-3 |
732-2 |
PP |
719-1 |
728-0 |
S1 |
719-0 |
723-6 |
|