CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
784-0 |
763-4 |
-20-4 |
-2.6% |
802-0 |
| High |
789-0 |
765-0 |
-24-0 |
-3.0% |
803-0 |
| Low |
778-0 |
747-2 |
-30-6 |
-4.0% |
760-0 |
| Close |
782-0 |
748-0 |
-34-0 |
-4.3% |
782-0 |
| Range |
11-0 |
17-6 |
6-6 |
61.4% |
43-0 |
| ATR |
15-0 |
16-3 |
1-3 |
9.5% |
0-0 |
| Volume |
142,075 |
160,250 |
18,175 |
12.8% |
818,680 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806-5 |
795-1 |
757-6 |
|
| R3 |
788-7 |
777-3 |
752-7 |
|
| R2 |
771-1 |
771-1 |
751-2 |
|
| R1 |
759-5 |
759-5 |
749-5 |
756-4 |
| PP |
753-3 |
753-3 |
753-3 |
751-7 |
| S1 |
741-7 |
741-7 |
746-3 |
738-6 |
| S2 |
735-5 |
735-5 |
744-6 |
|
| S3 |
717-7 |
724-1 |
743-1 |
|
| S4 |
700-1 |
706-3 |
738-2 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910-5 |
889-3 |
805-5 |
|
| R3 |
867-5 |
846-3 |
793-7 |
|
| R2 |
824-5 |
824-5 |
789-7 |
|
| R1 |
803-3 |
803-3 |
786-0 |
792-4 |
| PP |
781-5 |
781-5 |
781-5 |
776-2 |
| S1 |
760-3 |
760-3 |
778-0 |
749-4 |
| S2 |
738-5 |
738-5 |
774-1 |
|
| S3 |
695-5 |
717-3 |
770-1 |
|
| S4 |
652-5 |
674-3 |
758-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
789-0 |
747-2 |
41-6 |
5.6% |
12-3 |
1.7% |
2% |
False |
True |
159,825 |
| 10 |
814-6 |
747-2 |
67-4 |
9.0% |
13-2 |
1.8% |
1% |
False |
True |
149,383 |
| 20 |
840-0 |
747-2 |
92-6 |
12.4% |
12-7 |
1.7% |
1% |
False |
True |
143,184 |
| 40 |
840-0 |
745-4 |
94-4 |
12.6% |
13-4 |
1.8% |
3% |
False |
False |
151,962 |
| 60 |
840-0 |
554-0 |
286-0 |
38.2% |
14-7 |
2.0% |
68% |
False |
False |
166,860 |
| 80 |
840-0 |
506-0 |
334-0 |
44.7% |
13-5 |
1.8% |
72% |
False |
False |
149,208 |
| 100 |
840-0 |
502-0 |
338-0 |
45.2% |
12-5 |
1.7% |
73% |
False |
False |
132,951 |
| 120 |
840-0 |
502-0 |
338-0 |
45.2% |
11-6 |
1.6% |
73% |
False |
False |
119,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
840-4 |
|
2.618 |
811-4 |
|
1.618 |
793-6 |
|
1.000 |
782-6 |
|
0.618 |
776-0 |
|
HIGH |
765-0 |
|
0.618 |
758-2 |
|
0.500 |
756-1 |
|
0.382 |
754-0 |
|
LOW |
747-2 |
|
0.618 |
736-2 |
|
1.000 |
729-4 |
|
1.618 |
718-4 |
|
2.618 |
700-6 |
|
4.250 |
671-6 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
756-1 |
768-1 |
| PP |
753-3 |
761-3 |
| S1 |
750-6 |
754-6 |
|