CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
801-0 |
794-0 |
-7-0 |
-0.9% |
803-0 |
High |
801-0 |
799-0 |
-2-0 |
-0.2% |
817-0 |
Low |
789-2 |
789-0 |
-0-2 |
0.0% |
789-0 |
Close |
789-6 |
797-2 |
7-4 |
0.9% |
802-6 |
Range |
11-6 |
10-0 |
-1-6 |
-14.9% |
28-0 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.5% |
0-0 |
Volume |
8,436 |
3,779 |
-4,657 |
-55.2% |
209,703 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
825-1 |
821-1 |
802-6 |
|
R3 |
815-1 |
811-1 |
800-0 |
|
R2 |
805-1 |
805-1 |
799-1 |
|
R1 |
801-1 |
801-1 |
798-1 |
803-1 |
PP |
795-1 |
795-1 |
795-1 |
796-0 |
S1 |
791-1 |
791-1 |
796-3 |
793-1 |
S2 |
785-1 |
785-1 |
795-3 |
|
S3 |
775-1 |
781-1 |
794-4 |
|
S4 |
765-1 |
771-1 |
791-6 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886-7 |
872-7 |
818-1 |
|
R3 |
858-7 |
844-7 |
810-4 |
|
R2 |
830-7 |
830-7 |
807-7 |
|
R1 |
816-7 |
816-7 |
805-3 |
809-7 |
PP |
802-7 |
802-7 |
802-7 |
799-4 |
S1 |
788-7 |
788-7 |
800-1 |
781-7 |
S2 |
774-7 |
774-7 |
797-5 |
|
S3 |
746-7 |
760-7 |
795-0 |
|
S4 |
718-7 |
732-7 |
787-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817-0 |
789-0 |
28-0 |
3.5% |
11-0 |
1.4% |
29% |
False |
True |
16,112 |
10 |
826-0 |
789-0 |
37-0 |
4.6% |
12-2 |
1.5% |
22% |
False |
True |
34,901 |
20 |
832-6 |
779-0 |
53-6 |
6.7% |
10-7 |
1.4% |
34% |
False |
False |
56,629 |
40 |
832-6 |
717-6 |
115-0 |
14.4% |
12-7 |
1.6% |
69% |
False |
False |
67,904 |
60 |
832-6 |
509-4 |
323-2 |
40.5% |
13-4 |
1.7% |
89% |
False |
False |
75,891 |
80 |
832-6 |
509-4 |
323-2 |
40.5% |
12-4 |
1.6% |
89% |
False |
False |
68,468 |
100 |
832-6 |
507-0 |
325-6 |
40.9% |
11-4 |
1.4% |
89% |
False |
False |
61,607 |
120 |
832-6 |
507-0 |
325-6 |
40.9% |
10-7 |
1.4% |
89% |
False |
False |
55,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-4 |
2.618 |
825-1 |
1.618 |
815-1 |
1.000 |
809-0 |
0.618 |
805-1 |
HIGH |
799-0 |
0.618 |
795-1 |
0.500 |
794-0 |
0.382 |
792-7 |
LOW |
789-0 |
0.618 |
782-7 |
1.000 |
779-0 |
1.618 |
772-7 |
2.618 |
762-7 |
4.250 |
746-4 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
796-1 |
802-2 |
PP |
795-1 |
800-5 |
S1 |
794-0 |
798-7 |
|