CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
731-4 |
718-2 |
-13-2 |
-1.8% |
763-4 |
| High |
732-2 |
721-0 |
-11-2 |
-1.5% |
765-0 |
| Low |
723-0 |
711-4 |
-11-4 |
-1.6% |
739-0 |
| Close |
724-6 |
716-2 |
-8-4 |
-1.2% |
748-2 |
| Range |
9-2 |
9-4 |
0-2 |
2.7% |
26-0 |
| ATR |
15-2 |
15-1 |
-0-1 |
-1.0% |
0-0 |
| Volume |
167,917 |
166,276 |
-1,641 |
-1.0% |
764,277 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-6 |
740-0 |
721-4 |
|
| R3 |
735-2 |
730-4 |
718-7 |
|
| R2 |
725-6 |
725-6 |
718-0 |
|
| R1 |
721-0 |
721-0 |
717-1 |
718-5 |
| PP |
716-2 |
716-2 |
716-2 |
715-0 |
| S1 |
711-4 |
711-4 |
715-3 |
709-1 |
| S2 |
706-6 |
706-6 |
714-4 |
|
| S3 |
697-2 |
702-0 |
713-5 |
|
| S4 |
687-6 |
692-4 |
711-0 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828-6 |
814-4 |
762-4 |
|
| R3 |
802-6 |
788-4 |
755-3 |
|
| R2 |
776-6 |
776-6 |
753-0 |
|
| R1 |
762-4 |
762-4 |
750-5 |
756-5 |
| PP |
750-6 |
750-6 |
750-6 |
747-6 |
| S1 |
736-4 |
736-4 |
745-7 |
730-5 |
| S2 |
724-6 |
724-6 |
743-4 |
|
| S3 |
698-6 |
710-4 |
741-1 |
|
| S4 |
672-6 |
684-4 |
734-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
752-4 |
711-4 |
41-0 |
5.7% |
8-5 |
1.2% |
12% |
False |
True |
134,108 |
| 10 |
789-0 |
711-4 |
77-4 |
10.8% |
11-5 |
1.6% |
6% |
False |
True |
144,873 |
| 20 |
817-4 |
711-4 |
106-0 |
14.8% |
12-1 |
1.7% |
4% |
False |
True |
145,431 |
| 40 |
840-0 |
711-4 |
128-4 |
17.9% |
12-4 |
1.7% |
4% |
False |
True |
148,204 |
| 60 |
840-0 |
685-4 |
154-4 |
21.6% |
14-4 |
2.0% |
20% |
False |
False |
160,257 |
| 80 |
840-0 |
506-0 |
334-0 |
46.6% |
13-6 |
1.9% |
63% |
False |
False |
156,176 |
| 100 |
840-0 |
502-0 |
338-0 |
47.2% |
12-7 |
1.8% |
63% |
False |
False |
139,803 |
| 120 |
840-0 |
502-0 |
338-0 |
47.2% |
11-7 |
1.7% |
63% |
False |
False |
125,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
761-3 |
|
2.618 |
745-7 |
|
1.618 |
736-3 |
|
1.000 |
730-4 |
|
0.618 |
726-7 |
|
HIGH |
721-0 |
|
0.618 |
717-3 |
|
0.500 |
716-2 |
|
0.382 |
715-1 |
|
LOW |
711-4 |
|
0.618 |
705-5 |
|
1.000 |
702-0 |
|
1.618 |
696-1 |
|
2.618 |
686-5 |
|
4.250 |
671-1 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
716-2 |
728-6 |
| PP |
716-2 |
724-5 |
| S1 |
716-2 |
720-3 |
|