CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
832-0 |
825-2 |
-6-6 |
-0.8% |
782-4 |
High |
832-4 |
826-0 |
-6-4 |
-0.8% |
803-0 |
Low |
825-6 |
806-4 |
-19-2 |
-2.3% |
779-0 |
Close |
830-2 |
808-6 |
-21-4 |
-2.6% |
798-4 |
Range |
6-6 |
19-4 |
12-6 |
188.9% |
24-0 |
ATR |
16-4 |
17-0 |
0-4 |
3.2% |
0-0 |
Volume |
57,105 |
69,363 |
12,258 |
21.5% |
353,752 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
872-2 |
860-0 |
819-4 |
|
R3 |
852-6 |
840-4 |
814-1 |
|
R2 |
833-2 |
833-2 |
812-3 |
|
R1 |
821-0 |
821-0 |
810-4 |
817-3 |
PP |
813-6 |
813-6 |
813-6 |
812-0 |
S1 |
801-4 |
801-4 |
807-0 |
797-7 |
S2 |
794-2 |
794-2 |
805-1 |
|
S3 |
774-6 |
782-0 |
803-3 |
|
S4 |
755-2 |
762-4 |
798-0 |
|
|
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 |
798-0 |
34-6 |
4.3% |
10-5 |
1.3% |
31% |
False |
False |
60,635 |
10 |
832-6 |
779-0 |
53-6 |
6.6% |
10-6 |
1.3% |
55% |
False |
False |
73,819 |
20 |
832-6 |
779-0 |
53-6 |
6.6% |
11-2 |
1.4% |
55% |
False |
False |
75,160 |
40 |
832-6 |
625-0 |
207-6 |
25.7% |
14-1 |
1.8% |
88% |
False |
False |
82,384 |
60 |
832-6 |
509-4 |
323-2 |
40.0% |
13-2 |
1.6% |
93% |
False |
False |
80,457 |
80 |
832-6 |
507-0 |
325-6 |
40.3% |
12-2 |
1.5% |
93% |
False |
False |
69,234 |
100 |
832-6 |
507-0 |
325-6 |
40.3% |
11-1 |
1.4% |
93% |
False |
False |
61,362 |
120 |
832-6 |
507-0 |
325-6 |
40.3% |
10-4 |
1.3% |
93% |
False |
False |
54,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
908-7 |
2.618 |
877-0 |
1.618 |
857-4 |
1.000 |
845-4 |
0.618 |
838-0 |
HIGH |
826-0 |
0.618 |
818-4 |
0.500 |
816-2 |
0.382 |
814-0 |
LOW |
806-4 |
0.618 |
794-4 |
1.000 |
787-0 |
1.618 |
775-0 |
2.618 |
755-4 |
4.250 |
723-5 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
816-2 |
819-5 |
PP |
813-6 |
816-0 |
S1 |
811-2 |
812-3 |
|