CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
825-2 |
814-0 |
-11-2 |
-1.4% |
803-4 |
High |
826-0 |
816-6 |
-9-2 |
-1.1% |
832-6 |
Low |
806-4 |
801-0 |
-5-4 |
-0.7% |
801-0 |
Close |
808-6 |
802-2 |
-6-4 |
-0.8% |
802-2 |
Range |
19-4 |
15-6 |
-3-6 |
-19.2% |
31-6 |
ATR |
17-0 |
16-7 |
-0-1 |
-0.5% |
0-0 |
Volume |
69,363 |
53,030 |
-16,333 |
-23.5% |
300,598 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
853-7 |
843-7 |
810-7 |
|
R3 |
838-1 |
828-1 |
806-5 |
|
R2 |
822-3 |
822-3 |
805-1 |
|
R1 |
812-3 |
812-3 |
803-6 |
809-4 |
PP |
806-5 |
806-5 |
806-5 |
805-2 |
S1 |
796-5 |
796-5 |
800-6 |
793-6 |
S2 |
790-7 |
790-7 |
799-3 |
|
S3 |
775-1 |
780-7 |
797-7 |
|
S4 |
759-3 |
765-1 |
793-5 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
907-2 |
886-4 |
819-6 |
|
R3 |
875-4 |
854-6 |
811-0 |
|
R2 |
843-6 |
843-6 |
808-1 |
|
R1 |
823-0 |
823-0 |
805-1 |
817-4 |
PP |
812-0 |
812-0 |
812-0 |
809-2 |
S1 |
791-2 |
791-2 |
799-3 |
785-6 |
S2 |
780-2 |
780-2 |
796-3 |
|
S3 |
748-4 |
759-4 |
793-4 |
|
S4 |
716-6 |
727-6 |
784-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
832-6 |
801-0 |
31-6 |
4.0% |
12-6 |
1.6% |
4% |
False |
True |
60,119 |
10 |
832-6 |
779-0 |
53-6 |
6.7% |
9-4 |
1.2% |
43% |
False |
False |
65,435 |
20 |
832-6 |
779-0 |
53-6 |
6.7% |
11-5 |
1.5% |
43% |
False |
False |
74,839 |
40 |
832-6 |
626-0 |
206-6 |
25.8% |
14-2 |
1.8% |
85% |
False |
False |
80,825 |
60 |
832-6 |
509-4 |
323-2 |
40.3% |
13-3 |
1.7% |
91% |
False |
False |
80,404 |
80 |
832-6 |
507-0 |
325-6 |
40.6% |
12-2 |
1.5% |
91% |
False |
False |
69,448 |
100 |
832-6 |
507-0 |
325-6 |
40.6% |
11-1 |
1.4% |
91% |
False |
False |
61,494 |
120 |
832-6 |
507-0 |
325-6 |
40.6% |
10-5 |
1.3% |
91% |
False |
False |
54,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
883-6 |
2.618 |
858-0 |
1.618 |
842-2 |
1.000 |
832-4 |
0.618 |
826-4 |
HIGH |
816-6 |
0.618 |
810-6 |
0.500 |
808-7 |
0.382 |
807-0 |
LOW |
801-0 |
0.618 |
791-2 |
1.000 |
785-2 |
1.618 |
775-4 |
2.618 |
759-6 |
4.250 |
734-0 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
808-7 |
816-6 |
PP |
806-5 |
811-7 |
S1 |
804-4 |
807-1 |
|