CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
746-4 |
747-2 |
0-6 |
0.1% |
802-0 |
| High |
758-2 |
754-6 |
-3-4 |
-0.5% |
803-0 |
| Low |
743-6 |
739-4 |
-4-2 |
-0.6% |
760-0 |
| Close |
756-4 |
746-0 |
-10-4 |
-1.4% |
782-0 |
| Range |
14-4 |
15-2 |
0-6 |
5.2% |
43-0 |
| ATR |
16-3 |
16-3 |
0-0 |
0.3% |
0-0 |
| Volume |
141,542 |
161,680 |
20,138 |
14.2% |
818,680 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-4 |
784-4 |
754-3 |
|
| R3 |
777-2 |
769-2 |
750-2 |
|
| R2 |
762-0 |
762-0 |
748-6 |
|
| R1 |
754-0 |
754-0 |
747-3 |
750-3 |
| PP |
746-6 |
746-6 |
746-6 |
745-0 |
| S1 |
738-6 |
738-6 |
744-5 |
735-1 |
| S2 |
731-4 |
731-4 |
743-2 |
|
| S3 |
716-2 |
723-4 |
741-6 |
|
| S4 |
701-0 |
708-2 |
737-5 |
|
|
| 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 |
6.7% |
14-5 |
2.0% |
14% |
False |
False |
155,638 |
| 10 |
804-0 |
739-0 |
65-0 |
8.7% |
13-7 |
1.9% |
11% |
False |
False |
156,270 |
| 20 |
831-0 |
739-0 |
92-0 |
12.3% |
13-3 |
1.8% |
8% |
False |
False |
146,315 |
| 40 |
840-0 |
739-0 |
101-0 |
13.5% |
13-0 |
1.8% |
7% |
False |
False |
149,277 |
| 60 |
840-0 |
630-0 |
210-0 |
28.2% |
15-0 |
2.0% |
55% |
False |
False |
167,779 |
| 80 |
840-0 |
506-0 |
334-0 |
44.8% |
13-7 |
1.9% |
72% |
False |
False |
152,480 |
| 100 |
840-0 |
502-0 |
338-0 |
45.3% |
12-6 |
1.7% |
72% |
False |
False |
135,970 |
| 120 |
840-0 |
502-0 |
338-0 |
45.3% |
11-6 |
1.6% |
72% |
False |
False |
122,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
819-4 |
|
2.618 |
794-5 |
|
1.618 |
779-3 |
|
1.000 |
770-0 |
|
0.618 |
764-1 |
|
HIGH |
754-6 |
|
0.618 |
748-7 |
|
0.500 |
747-1 |
|
0.382 |
745-3 |
|
LOW |
739-4 |
|
0.618 |
730-1 |
|
1.000 |
724-2 |
|
1.618 |
714-7 |
|
2.618 |
699-5 |
|
4.250 |
674-6 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747-1 |
748-5 |
| PP |
746-6 |
747-6 |
| S1 |
746-3 |
746-7 |
|