CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
804-4 |
799-0 |
-5-4 |
-0.7% |
814-4 |
High |
815-2 |
806-0 |
-9-2 |
-1.1% |
822-4 |
Low |
804-4 |
798-0 |
-6-4 |
-0.8% |
782-6 |
Close |
810-0 |
803-0 |
-7-0 |
-0.9% |
810-0 |
Range |
10-6 |
8-0 |
-2-6 |
-25.6% |
39-6 |
ATR |
21-6 |
21-0 |
-0-6 |
-3.2% |
0-0 |
Volume |
60,390 |
58,189 |
-2,201 |
-3.6% |
352,178 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826-3 |
822-5 |
807-3 |
|
R3 |
818-3 |
814-5 |
805-2 |
|
R2 |
810-3 |
810-3 |
804-4 |
|
R1 |
806-5 |
806-5 |
803-6 |
808-4 |
PP |
802-3 |
802-3 |
802-3 |
803-2 |
S1 |
798-5 |
798-5 |
802-2 |
800-4 |
S2 |
794-3 |
794-3 |
801-4 |
|
S3 |
786-3 |
790-5 |
800-6 |
|
S4 |
778-3 |
782-5 |
798-5 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924-3 |
906-7 |
831-7 |
|
R3 |
884-5 |
867-1 |
820-7 |
|
R2 |
844-7 |
844-7 |
817-2 |
|
R1 |
827-3 |
827-3 |
813-5 |
816-2 |
PP |
805-1 |
805-1 |
805-1 |
799-4 |
S1 |
787-5 |
787-5 |
806-3 |
776-4 |
S2 |
765-3 |
765-3 |
802-6 |
|
S3 |
725-5 |
747-7 |
799-1 |
|
S4 |
685-7 |
708-1 |
788-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
815-4 |
782-6 |
32-6 |
4.1% |
12-4 |
1.6% |
62% |
False |
False |
69,110 |
10 |
822-4 |
774-0 |
48-4 |
6.0% |
11-7 |
1.5% |
60% |
False |
False |
69,358 |
20 |
827-4 |
686-6 |
140-6 |
17.5% |
16-3 |
2.0% |
83% |
False |
False |
81,687 |
40 |
827-4 |
509-4 |
318-0 |
39.6% |
14-5 |
1.8% |
92% |
False |
False |
84,472 |
60 |
827-4 |
507-0 |
320-4 |
39.9% |
12-7 |
1.6% |
92% |
False |
False |
70,993 |
80 |
827-4 |
507-0 |
320-4 |
39.9% |
11-4 |
1.4% |
92% |
False |
False |
61,152 |
100 |
827-4 |
507-0 |
320-4 |
39.9% |
10-5 |
1.3% |
92% |
False |
False |
53,719 |
120 |
827-4 |
507-0 |
320-4 |
39.9% |
9-7 |
1.2% |
92% |
False |
False |
47,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-0 |
2.618 |
827-0 |
1.618 |
819-0 |
1.000 |
814-0 |
0.618 |
811-0 |
HIGH |
806-0 |
0.618 |
803-0 |
0.500 |
802-0 |
0.382 |
801-0 |
LOW |
798-0 |
0.618 |
793-0 |
1.000 |
790-0 |
1.618 |
785-0 |
2.618 |
777-0 |
4.250 |
764-0 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
802-5 |
802-3 |
PP |
802-3 |
801-6 |
S1 |
802-0 |
801-1 |
|