CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
799-0 |
803-6 |
4-6 |
0.6% |
814-4 |
High |
806-0 |
804-6 |
-1-2 |
-0.2% |
822-4 |
Low |
798-0 |
794-6 |
-3-2 |
-0.4% |
782-6 |
Close |
803-0 |
796-0 |
-7-0 |
-0.9% |
810-0 |
Range |
8-0 |
10-0 |
2-0 |
25.0% |
39-6 |
ATR |
21-0 |
20-2 |
-0-6 |
-3.7% |
0-0 |
Volume |
58,189 |
82,873 |
24,684 |
42.4% |
352,178 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
828-4 |
822-2 |
801-4 |
|
R3 |
818-4 |
812-2 |
798-6 |
|
R2 |
808-4 |
808-4 |
797-7 |
|
R1 |
802-2 |
802-2 |
796-7 |
800-3 |
PP |
798-4 |
798-4 |
798-4 |
797-4 |
S1 |
792-2 |
792-2 |
795-1 |
790-3 |
S2 |
788-4 |
788-4 |
794-1 |
|
S3 |
778-4 |
782-2 |
793-2 |
|
S4 |
768-4 |
772-2 |
790-4 |
|
|
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 |
815-2 |
782-6 |
32-4 |
4.1% |
12-5 |
1.6% |
41% |
False |
False |
70,572 |
10 |
822-4 |
776-4 |
46-0 |
5.8% |
11-2 |
1.4% |
42% |
False |
False |
69,445 |
20 |
827-4 |
686-6 |
140-6 |
17.7% |
16-4 |
2.1% |
78% |
False |
False |
81,468 |
40 |
827-4 |
509-4 |
318-0 |
39.9% |
14-5 |
1.8% |
90% |
False |
False |
84,915 |
60 |
827-4 |
509-4 |
318-0 |
39.9% |
12-7 |
1.6% |
90% |
False |
False |
71,444 |
80 |
827-4 |
507-0 |
320-4 |
40.3% |
11-4 |
1.4% |
90% |
False |
False |
61,878 |
100 |
827-4 |
507-0 |
320-4 |
40.3% |
10-6 |
1.3% |
90% |
False |
False |
54,284 |
120 |
827-4 |
507-0 |
320-4 |
40.3% |
10-0 |
1.3% |
90% |
False |
False |
47,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
847-2 |
2.618 |
830-7 |
1.618 |
820-7 |
1.000 |
814-6 |
0.618 |
810-7 |
HIGH |
804-6 |
0.618 |
800-7 |
0.500 |
799-6 |
0.382 |
798-5 |
LOW |
794-6 |
0.618 |
788-5 |
1.000 |
784-6 |
1.618 |
778-5 |
2.618 |
768-5 |
4.250 |
752-2 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
799-6 |
805-0 |
PP |
798-4 |
802-0 |
S1 |
797-2 |
799-0 |
|