CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
803-6 |
793-0 |
-10-6 |
-1.3% |
814-4 |
High |
804-6 |
812-0 |
7-2 |
0.9% |
822-4 |
Low |
794-6 |
791-0 |
-3-6 |
-0.5% |
782-6 |
Close |
796-0 |
810-6 |
14-6 |
1.9% |
810-0 |
Range |
10-0 |
21-0 |
11-0 |
110.0% |
39-6 |
ATR |
20-2 |
20-2 |
0-0 |
0.3% |
0-0 |
Volume |
82,873 |
97,579 |
14,706 |
17.7% |
352,178 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
867-5 |
860-1 |
822-2 |
|
R3 |
846-5 |
839-1 |
816-4 |
|
R2 |
825-5 |
825-5 |
814-5 |
|
R1 |
818-1 |
818-1 |
812-5 |
821-7 |
PP |
804-5 |
804-5 |
804-5 |
806-4 |
S1 |
797-1 |
797-1 |
808-7 |
800-7 |
S2 |
783-5 |
783-5 |
806-7 |
|
S3 |
762-5 |
776-1 |
805-0 |
|
S4 |
741-5 |
755-1 |
799-2 |
|
|
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 |
787-0 |
28-2 |
3.5% |
12-6 |
1.6% |
84% |
False |
False |
73,307 |
10 |
822-4 |
776-4 |
46-0 |
5.7% |
12-2 |
1.5% |
74% |
False |
False |
71,711 |
20 |
827-4 |
717-6 |
109-6 |
13.5% |
14-6 |
1.8% |
85% |
False |
False |
79,179 |
40 |
827-4 |
509-4 |
318-0 |
39.2% |
14-6 |
1.8% |
95% |
False |
False |
85,522 |
60 |
827-4 |
509-4 |
318-0 |
39.2% |
13-1 |
1.6% |
95% |
False |
False |
72,414 |
80 |
827-4 |
507-0 |
320-4 |
39.5% |
11-5 |
1.4% |
95% |
False |
False |
62,851 |
100 |
827-4 |
507-0 |
320-4 |
39.5% |
10-7 |
1.3% |
95% |
False |
False |
55,077 |
120 |
827-4 |
507-0 |
320-4 |
39.5% |
10-1 |
1.2% |
95% |
False |
False |
48,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
901-2 |
2.618 |
867-0 |
1.618 |
846-0 |
1.000 |
833-0 |
0.618 |
825-0 |
HIGH |
812-0 |
0.618 |
804-0 |
0.500 |
801-4 |
0.382 |
799-0 |
LOW |
791-0 |
0.618 |
778-0 |
1.000 |
770-0 |
1.618 |
757-0 |
2.618 |
736-0 |
4.250 |
701-6 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
807-5 |
807-5 |
PP |
804-5 |
804-5 |
S1 |
801-4 |
801-4 |
|