CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
830-0 |
832-0 |
2-0 |
0.2% |
782-4 |
High |
832-6 |
832-4 |
-0-2 |
0.0% |
803-0 |
Low |
825-4 |
825-6 |
0-2 |
0.0% |
779-0 |
Close |
831-2 |
830-2 |
-1-0 |
-0.1% |
798-4 |
Range |
7-2 |
6-6 |
-0-4 |
-6.9% |
24-0 |
ATR |
17-2 |
16-4 |
-0-6 |
-4.3% |
0-0 |
Volume |
55,495 |
57,105 |
1,610 |
2.9% |
353,752 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-6 |
846-6 |
834-0 |
|
R3 |
843-0 |
840-0 |
832-1 |
|
R2 |
836-2 |
836-2 |
831-4 |
|
R1 |
833-2 |
833-2 |
830-7 |
831-3 |
PP |
829-4 |
829-4 |
829-4 |
828-4 |
S1 |
826-4 |
826-4 |
829-5 |
824-5 |
S2 |
822-6 |
822-6 |
829-0 |
|
S3 |
816-0 |
819-6 |
828-3 |
|
S4 |
809-2 |
813-0 |
826-4 |
|
|
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 |
832-6 |
795-2 |
37-4 |
4.5% |
7-5 |
0.9% |
93% |
False |
False |
56,910 |
10 |
832-6 |
779-0 |
53-6 |
6.5% |
9-5 |
1.2% |
95% |
False |
False |
78,357 |
20 |
832-6 |
776-4 |
56-2 |
6.8% |
11-0 |
1.3% |
96% |
False |
False |
75,034 |
40 |
832-6 |
623-0 |
209-6 |
25.3% |
14-1 |
1.7% |
99% |
False |
False |
84,272 |
60 |
832-6 |
509-4 |
323-2 |
38.9% |
13-0 |
1.6% |
99% |
False |
False |
80,069 |
80 |
832-6 |
507-0 |
325-6 |
39.2% |
12-0 |
1.4% |
99% |
False |
False |
68,821 |
100 |
832-6 |
507-0 |
325-6 |
39.2% |
11-0 |
1.3% |
99% |
False |
False |
60,916 |
120 |
832-6 |
507-0 |
325-6 |
39.2% |
10-4 |
1.3% |
99% |
False |
False |
54,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-2 |
2.618 |
850-1 |
1.618 |
843-3 |
1.000 |
839-2 |
0.618 |
836-5 |
HIGH |
832-4 |
0.618 |
829-7 |
0.500 |
829-1 |
0.382 |
828-3 |
LOW |
825-6 |
0.618 |
821-5 |
1.000 |
819-0 |
1.618 |
814-7 |
2.618 |
808-1 |
4.250 |
797-0 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
829-7 |
825-7 |
PP |
829-4 |
821-5 |
S1 |
829-1 |
817-2 |
|