CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
801-6 |
803-4 |
1-6 |
0.2% |
782-4 |
| High |
803-0 |
816-2 |
13-2 |
1.7% |
803-0 |
| Low |
798-0 |
801-6 |
3-6 |
0.5% |
779-0 |
| Close |
798-4 |
815-2 |
16-6 |
2.1% |
798-4 |
| Range |
5-0 |
14-4 |
9-4 |
190.0% |
24-0 |
| ATR |
17-1 |
17-1 |
0-0 |
0.3% |
0-0 |
| Volume |
55,611 |
65,605 |
9,994 |
18.0% |
353,752 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854-5 |
849-3 |
823-2 |
|
| R3 |
840-1 |
834-7 |
819-2 |
|
| R2 |
825-5 |
825-5 |
817-7 |
|
| R1 |
820-3 |
820-3 |
816-5 |
823-0 |
| PP |
811-1 |
811-1 |
811-1 |
812-3 |
| S1 |
805-7 |
805-7 |
813-7 |
808-4 |
| S2 |
796-5 |
796-5 |
812-5 |
|
| S3 |
782-1 |
791-3 |
811-2 |
|
| S4 |
767-5 |
776-7 |
807-2 |
|
|
| 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 |
816-2 |
779-0 |
37-2 |
4.6% |
8-0 |
1.0% |
97% |
True |
False |
59,806 |
| 10 |
827-0 |
779-0 |
48-0 |
5.9% |
11-3 |
1.4% |
76% |
False |
False |
85,142 |
| 20 |
827-0 |
774-0 |
53-0 |
6.5% |
11-5 |
1.4% |
78% |
False |
False |
77,250 |
| 40 |
827-4 |
588-4 |
239-0 |
29.3% |
14-2 |
1.8% |
95% |
False |
False |
86,792 |
| 60 |
827-4 |
509-4 |
318-0 |
39.0% |
13-0 |
1.6% |
96% |
False |
False |
79,592 |
| 80 |
827-4 |
507-0 |
320-4 |
39.3% |
12-0 |
1.5% |
96% |
False |
False |
68,256 |
| 100 |
827-4 |
507-0 |
320-4 |
39.3% |
11-1 |
1.4% |
96% |
False |
False |
60,186 |
| 120 |
827-4 |
507-0 |
320-4 |
39.3% |
10-3 |
1.3% |
96% |
False |
False |
53,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877-7 |
|
2.618 |
854-2 |
|
1.618 |
839-6 |
|
1.000 |
830-6 |
|
0.618 |
825-2 |
|
HIGH |
816-2 |
|
0.618 |
810-6 |
|
0.500 |
809-0 |
|
0.382 |
807-2 |
|
LOW |
801-6 |
|
0.618 |
792-6 |
|
1.000 |
787-2 |
|
1.618 |
778-2 |
|
2.618 |
763-6 |
|
4.250 |
740-1 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813-1 |
812-1 |
| PP |
811-1 |
808-7 |
| S1 |
809-0 |
805-6 |
|