CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
721-6 |
759-4 |
37-6 |
5.2% |
745-4 |
High |
721-6 |
759-4 |
37-6 |
5.2% |
759-4 |
Low |
716-2 |
716-2 |
0-0 |
0.0% |
716-2 |
Close |
719-4 |
759-4 |
40-0 |
5.6% |
759-4 |
Range |
5-4 |
43-2 |
37-6 |
686.4% |
43-2 |
ATR |
12-0 |
14-1 |
2-2 |
18.7% |
0-0 |
Volume |
49,446 |
42,118 |
-7,328 |
-14.8% |
169,333 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-7 |
860-3 |
783-2 |
|
R3 |
831-5 |
817-1 |
771-3 |
|
R2 |
788-3 |
788-3 |
767-3 |
|
R1 |
773-7 |
773-7 |
763-4 |
781-1 |
PP |
745-1 |
745-1 |
745-1 |
748-6 |
S1 |
730-5 |
730-5 |
755-4 |
737-7 |
S2 |
701-7 |
701-7 |
751-5 |
|
S3 |
658-5 |
687-3 |
747-5 |
|
S4 |
615-3 |
644-1 |
735-6 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-7 |
860-3 |
783-2 |
|
R3 |
831-5 |
817-1 |
771-3 |
|
R2 |
788-3 |
788-3 |
767-3 |
|
R1 |
773-7 |
773-7 |
763-4 |
781-1 |
PP |
745-1 |
745-1 |
745-1 |
748-6 |
S1 |
730-5 |
730-5 |
755-4 |
737-7 |
S2 |
701-7 |
701-7 |
751-5 |
|
S3 |
658-5 |
687-3 |
747-5 |
|
S4 |
615-3 |
644-1 |
735-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
759-4 |
716-2 |
43-2 |
5.7% |
12-1 |
1.6% |
100% |
True |
True |
33,866 |
10 |
766-4 |
716-2 |
50-2 |
6.6% |
10-2 |
1.3% |
86% |
False |
True |
33,685 |
20 |
815-0 |
716-2 |
98-6 |
13.0% |
9-1 |
1.2% |
44% |
False |
True |
31,845 |
40 |
838-0 |
716-2 |
121-6 |
16.0% |
7-6 |
1.0% |
36% |
False |
True |
27,001 |
60 |
838-0 |
696-0 |
142-0 |
18.7% |
8-7 |
1.2% |
45% |
False |
False |
26,644 |
80 |
838-0 |
518-4 |
319-4 |
42.1% |
8-1 |
1.1% |
75% |
False |
False |
24,065 |
100 |
838-0 |
514-0 |
324-0 |
42.7% |
7-3 |
1.0% |
76% |
False |
False |
20,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
943-2 |
2.618 |
872-6 |
1.618 |
829-4 |
1.000 |
802-6 |
0.618 |
786-2 |
HIGH |
759-4 |
0.618 |
743-0 |
0.500 |
737-7 |
0.382 |
732-6 |
LOW |
716-2 |
0.618 |
689-4 |
1.000 |
673-0 |
1.618 |
646-2 |
2.618 |
603-0 |
4.250 |
532-4 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
752-2 |
752-2 |
PP |
745-1 |
745-1 |
S1 |
737-7 |
737-7 |
|