CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
795-6 |
801-6 |
6-0 |
0.8% |
782-4 |
High |
800-0 |
803-0 |
3-0 |
0.4% |
803-0 |
Low |
795-2 |
798-0 |
2-6 |
0.3% |
779-0 |
Close |
797-6 |
798-4 |
0-6 |
0.1% |
798-4 |
Range |
4-6 |
5-0 |
0-2 |
5.3% |
24-0 |
ATR |
18-0 |
17-1 |
-0-7 |
-5.1% |
0-0 |
Volume |
50,736 |
55,611 |
4,875 |
9.6% |
353,752 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-7 |
811-5 |
801-2 |
|
R3 |
809-7 |
806-5 |
799-7 |
|
R2 |
804-7 |
804-7 |
799-3 |
|
R1 |
801-5 |
801-5 |
799-0 |
800-6 |
PP |
799-7 |
799-7 |
799-7 |
799-3 |
S1 |
796-5 |
796-5 |
798-0 |
795-6 |
S2 |
794-7 |
794-7 |
797-5 |
|
S3 |
789-7 |
791-5 |
797-1 |
|
S4 |
784-7 |
786-5 |
795-6 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
865-4 |
856-0 |
811-6 |
|
R3 |
841-4 |
832-0 |
805-1 |
|
R2 |
817-4 |
817-4 |
802-7 |
|
R1 |
808-0 |
808-0 |
800-6 |
812-6 |
PP |
793-4 |
793-4 |
793-4 |
795-7 |
S1 |
784-0 |
784-0 |
796-2 |
788-6 |
S2 |
769-4 |
769-4 |
794-1 |
|
S3 |
745-4 |
760-0 |
791-7 |
|
S4 |
721-4 |
736-0 |
785-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
803-0 |
779-0 |
24-0 |
3.0% |
6-2 |
0.8% |
81% |
True |
False |
70,750 |
10 |
827-0 |
779-0 |
48-0 |
6.0% |
10-6 |
1.3% |
41% |
False |
False |
84,401 |
20 |
827-0 |
774-0 |
53-0 |
6.6% |
11-6 |
1.5% |
46% |
False |
False |
77,594 |
40 |
827-4 |
551-2 |
276-2 |
34.6% |
14-2 |
1.8% |
90% |
False |
False |
86,852 |
60 |
827-4 |
509-4 |
318-0 |
39.8% |
13-1 |
1.6% |
91% |
False |
False |
78,976 |
80 |
827-4 |
507-0 |
320-4 |
40.1% |
11-7 |
1.5% |
91% |
False |
False |
67,763 |
100 |
827-4 |
507-0 |
320-4 |
40.1% |
11-1 |
1.4% |
91% |
False |
False |
59,689 |
120 |
827-4 |
507-0 |
320-4 |
40.1% |
10-3 |
1.3% |
91% |
False |
False |
53,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
824-2 |
2.618 |
816-1 |
1.618 |
811-1 |
1.000 |
808-0 |
0.618 |
806-1 |
HIGH |
803-0 |
0.618 |
801-1 |
0.500 |
800-4 |
0.382 |
799-7 |
LOW |
798-0 |
0.618 |
794-7 |
1.000 |
793-0 |
1.618 |
789-7 |
2.618 |
784-7 |
4.250 |
776-6 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
800-4 |
797-1 |
PP |
799-7 |
795-5 |
S1 |
799-1 |
794-2 |
|