CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
793-0 |
825-4 |
32-4 |
4.1% |
814-4 |
High |
812-0 |
825-4 |
13-4 |
1.7% |
822-4 |
Low |
791-0 |
817-0 |
26-0 |
3.3% |
782-6 |
Close |
810-6 |
818-2 |
7-4 |
0.9% |
810-0 |
Range |
21-0 |
8-4 |
-12-4 |
-59.5% |
39-6 |
ATR |
20-2 |
19-7 |
-0-3 |
-1.9% |
0-0 |
Volume |
97,579 |
114,746 |
17,167 |
17.6% |
352,178 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
845-6 |
840-4 |
822-7 |
|
R3 |
837-2 |
832-0 |
820-5 |
|
R2 |
828-6 |
828-6 |
819-6 |
|
R1 |
823-4 |
823-4 |
819-0 |
821-7 |
PP |
820-2 |
820-2 |
820-2 |
819-4 |
S1 |
815-0 |
815-0 |
817-4 |
813-3 |
S2 |
811-6 |
811-6 |
816-6 |
|
S3 |
803-2 |
806-4 |
815-7 |
|
S4 |
794-6 |
798-0 |
813-5 |
|
|
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 |
825-4 |
791-0 |
34-4 |
4.2% |
11-5 |
1.4% |
79% |
True |
False |
82,755 |
10 |
825-4 |
782-6 |
42-6 |
5.2% |
11-6 |
1.4% |
83% |
True |
False |
76,502 |
20 |
827-4 |
732-6 |
94-6 |
11.6% |
14-1 |
1.7% |
90% |
False |
False |
81,061 |
40 |
827-4 |
509-4 |
318-0 |
38.9% |
14-6 |
1.8% |
97% |
False |
False |
85,446 |
60 |
827-4 |
509-4 |
318-0 |
38.9% |
13-1 |
1.6% |
97% |
False |
False |
73,884 |
80 |
827-4 |
507-0 |
320-4 |
39.2% |
11-6 |
1.4% |
97% |
False |
False |
63,980 |
100 |
827-4 |
507-0 |
320-4 |
39.2% |
10-7 |
1.3% |
97% |
False |
False |
55,944 |
120 |
827-4 |
507-0 |
320-4 |
39.2% |
10-1 |
1.2% |
97% |
False |
False |
49,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-5 |
2.618 |
847-6 |
1.618 |
839-2 |
1.000 |
834-0 |
0.618 |
830-6 |
HIGH |
825-4 |
0.618 |
822-2 |
0.500 |
821-2 |
0.382 |
820-2 |
LOW |
817-0 |
0.618 |
811-6 |
1.000 |
808-4 |
1.618 |
803-2 |
2.618 |
794-6 |
4.250 |
780-7 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
821-2 |
814-7 |
PP |
820-2 |
811-5 |
S1 |
819-2 |
808-2 |
|