CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
763-4 |
750-0 |
-13-4 |
-1.8% |
802-0 |
| High |
765-0 |
753-4 |
-11-4 |
-1.5% |
803-0 |
| Low |
747-2 |
739-0 |
-8-2 |
-1.1% |
760-0 |
| Close |
748-0 |
740-0 |
-8-0 |
-1.1% |
782-0 |
| Range |
17-6 |
14-4 |
-3-2 |
-18.3% |
43-0 |
| ATR |
16-3 |
16-2 |
-0-1 |
-0.8% |
0-0 |
| Volume |
160,250 |
172,645 |
12,395 |
7.7% |
818,680 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787-5 |
778-3 |
748-0 |
|
| R3 |
773-1 |
763-7 |
744-0 |
|
| R2 |
758-5 |
758-5 |
742-5 |
|
| R1 |
749-3 |
749-3 |
741-3 |
746-6 |
| PP |
744-1 |
744-1 |
744-1 |
742-7 |
| S1 |
734-7 |
734-7 |
738-5 |
732-2 |
| S2 |
729-5 |
729-5 |
737-3 |
|
| S3 |
715-1 |
720-3 |
736-0 |
|
| S4 |
700-5 |
705-7 |
732-0 |
|
|
| 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 |
739-0 |
50-0 |
6.8% |
13-0 |
1.8% |
2% |
False |
True |
164,676 |
| 10 |
804-0 |
739-0 |
65-0 |
8.8% |
13-0 |
1.8% |
2% |
False |
True |
151,665 |
| 20 |
840-0 |
739-0 |
101-0 |
13.6% |
12-7 |
1.7% |
1% |
False |
True |
146,467 |
| 40 |
840-0 |
739-0 |
101-0 |
13.6% |
13-2 |
1.8% |
1% |
False |
True |
151,547 |
| 60 |
840-0 |
589-0 |
251-0 |
33.9% |
14-7 |
2.0% |
60% |
False |
False |
167,230 |
| 80 |
840-0 |
506-0 |
334-0 |
45.1% |
13-5 |
1.8% |
70% |
False |
False |
150,538 |
| 100 |
840-0 |
502-0 |
338-0 |
45.7% |
12-5 |
1.7% |
70% |
False |
False |
134,212 |
| 120 |
840-0 |
502-0 |
338-0 |
45.7% |
11-6 |
1.6% |
70% |
False |
False |
120,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815-1 |
|
2.618 |
791-4 |
|
1.618 |
777-0 |
|
1.000 |
768-0 |
|
0.618 |
762-4 |
|
HIGH |
753-4 |
|
0.618 |
748-0 |
|
0.500 |
746-2 |
|
0.382 |
744-4 |
|
LOW |
739-0 |
|
0.618 |
730-0 |
|
1.000 |
724-4 |
|
1.618 |
715-4 |
|
2.618 |
701-0 |
|
4.250 |
677-3 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
746-2 |
764-0 |
| PP |
744-1 |
756-0 |
| S1 |
742-1 |
748-0 |
|