CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
718-2 |
712-4 |
-5-6 |
-0.8% |
743-0 |
| High |
721-0 |
756-2 |
35-2 |
4.9% |
756-2 |
| Low |
711-4 |
710-0 |
-1-4 |
-0.2% |
710-0 |
| Close |
716-2 |
756-2 |
40-0 |
5.6% |
756-2 |
| Range |
9-4 |
46-2 |
36-6 |
386.8% |
46-2 |
| ATR |
15-1 |
17-3 |
2-2 |
14.7% |
0-0 |
| Volume |
166,276 |
220,632 |
54,356 |
32.7% |
763,012 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-5 |
864-1 |
781-6 |
|
| R3 |
833-3 |
817-7 |
769-0 |
|
| R2 |
787-1 |
787-1 |
764-6 |
|
| R1 |
771-5 |
771-5 |
760-4 |
779-3 |
| PP |
740-7 |
740-7 |
740-7 |
744-6 |
| S1 |
725-3 |
725-3 |
752-0 |
733-1 |
| S2 |
694-5 |
694-5 |
747-6 |
|
| S3 |
648-3 |
679-1 |
743-4 |
|
| S4 |
602-1 |
632-7 |
730-6 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-5 |
864-1 |
781-6 |
|
| R3 |
833-3 |
817-7 |
769-0 |
|
| R2 |
787-1 |
787-1 |
764-6 |
|
| R1 |
771-5 |
771-5 |
760-4 |
779-3 |
| PP |
740-7 |
740-7 |
740-7 |
744-6 |
| S1 |
725-3 |
725-3 |
752-0 |
733-1 |
| S2 |
694-5 |
694-5 |
747-6 |
|
| S3 |
648-3 |
679-1 |
743-4 |
|
| S4 |
602-1 |
632-7 |
730-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
756-2 |
710-0 |
46-2 |
6.1% |
16-3 |
2.2% |
100% |
True |
True |
152,602 |
| 10 |
765-0 |
710-0 |
55-0 |
7.3% |
15-1 |
2.0% |
84% |
False |
True |
152,728 |
| 20 |
814-6 |
710-0 |
104-6 |
13.9% |
14-0 |
1.8% |
44% |
False |
True |
149,657 |
| 40 |
840-0 |
710-0 |
130-0 |
17.2% |
13-2 |
1.7% |
36% |
False |
True |
148,957 |
| 60 |
840-0 |
685-4 |
154-4 |
20.4% |
14-7 |
2.0% |
46% |
False |
False |
161,350 |
| 80 |
840-0 |
506-0 |
334-0 |
44.2% |
14-3 |
1.9% |
75% |
False |
False |
157,617 |
| 100 |
840-0 |
502-0 |
338-0 |
44.7% |
13-2 |
1.8% |
75% |
False |
False |
141,483 |
| 120 |
840-0 |
502-0 |
338-0 |
44.7% |
12-1 |
1.6% |
75% |
False |
False |
127,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
952-6 |
|
2.618 |
877-3 |
|
1.618 |
831-1 |
|
1.000 |
802-4 |
|
0.618 |
784-7 |
|
HIGH |
756-2 |
|
0.618 |
738-5 |
|
0.500 |
733-1 |
|
0.382 |
727-5 |
|
LOW |
710-0 |
|
0.618 |
681-3 |
|
1.000 |
663-6 |
|
1.618 |
635-1 |
|
2.618 |
588-7 |
|
4.250 |
513-4 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
748-4 |
748-4 |
| PP |
740-7 |
740-7 |
| S1 |
733-1 |
733-1 |
|