CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
782-4 |
784-0 |
1-4 |
0.2% |
799-0 |
High |
788-2 |
784-6 |
-3-4 |
-0.4% |
827-0 |
Low |
782-0 |
779-0 |
-3-0 |
-0.4% |
791-0 |
Close |
782-6 |
779-6 |
-3-0 |
-0.4% |
800-0 |
Range |
6-2 |
5-6 |
-0-4 |
-8.0% |
36-0 |
ATR |
20-2 |
19-2 |
-1-0 |
-5.1% |
0-0 |
Volume |
120,323 |
52,599 |
-67,724 |
-56.3% |
490,260 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
798-3 |
794-7 |
782-7 |
|
R3 |
792-5 |
789-1 |
781-3 |
|
R2 |
786-7 |
786-7 |
780-6 |
|
R1 |
783-3 |
783-3 |
780-2 |
782-2 |
PP |
781-1 |
781-1 |
781-1 |
780-5 |
S1 |
777-5 |
777-5 |
779-2 |
776-4 |
S2 |
775-3 |
775-3 |
778-6 |
|
S3 |
769-5 |
771-7 |
778-1 |
|
S4 |
763-7 |
766-1 |
776-5 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
914-0 |
893-0 |
819-6 |
|
R3 |
878-0 |
857-0 |
809-7 |
|
R2 |
842-0 |
842-0 |
806-5 |
|
R1 |
821-0 |
821-0 |
803-2 |
831-4 |
PP |
806-0 |
806-0 |
806-0 |
811-2 |
S1 |
785-0 |
785-0 |
796-6 |
795-4 |
S2 |
770-0 |
770-0 |
793-3 |
|
S3 |
734-0 |
749-0 |
790-1 |
|
S4 |
698-0 |
713-0 |
780-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
827-0 |
779-0 |
48-0 |
6.2% |
13-7 |
1.8% |
2% |
False |
True |
104,424 |
10 |
827-0 |
779-0 |
48-0 |
6.2% |
13-2 |
1.7% |
2% |
False |
True |
87,498 |
20 |
827-4 |
774-0 |
53-4 |
6.9% |
14-0 |
1.8% |
11% |
False |
False |
83,722 |
40 |
827-4 |
550-2 |
277-2 |
35.6% |
14-7 |
1.9% |
83% |
False |
False |
88,121 |
60 |
827-4 |
509-4 |
318-0 |
40.8% |
13-3 |
1.7% |
85% |
False |
False |
77,611 |
80 |
827-4 |
507-0 |
320-4 |
41.1% |
12-0 |
1.5% |
85% |
False |
False |
66,656 |
100 |
827-4 |
507-0 |
320-4 |
41.1% |
11-1 |
1.4% |
85% |
False |
False |
58,450 |
120 |
827-4 |
507-0 |
320-4 |
41.1% |
10-3 |
1.3% |
85% |
False |
False |
51,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
809-2 |
2.618 |
799-6 |
1.618 |
794-0 |
1.000 |
790-4 |
0.618 |
788-2 |
HIGH |
784-6 |
0.618 |
782-4 |
0.500 |
781-7 |
0.382 |
781-2 |
LOW |
779-0 |
0.618 |
775-4 |
1.000 |
773-2 |
1.618 |
769-6 |
2.618 |
764-0 |
4.250 |
754-4 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
781-7 |
803-0 |
PP |
781-1 |
795-2 |
S1 |
780-4 |
787-4 |
|