CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
814-0 |
803-0 |
-11-0 |
-1.4% |
803-4 |
High |
816-6 |
803-0 |
-13-6 |
-1.7% |
832-6 |
Low |
801-0 |
794-0 |
-7-0 |
-0.9% |
801-0 |
Close |
802-2 |
794-4 |
-7-6 |
-1.0% |
802-2 |
Range |
15-6 |
9-0 |
-6-6 |
-42.9% |
31-6 |
ATR |
16-7 |
16-3 |
-0-5 |
-3.3% |
0-0 |
Volume |
53,030 |
38,345 |
-14,685 |
-27.7% |
300,598 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824-1 |
818-3 |
799-4 |
|
R3 |
815-1 |
809-3 |
797-0 |
|
R2 |
806-1 |
806-1 |
796-1 |
|
R1 |
800-3 |
800-3 |
795-3 |
798-6 |
PP |
797-1 |
797-1 |
797-1 |
796-3 |
S1 |
791-3 |
791-3 |
793-5 |
789-6 |
S2 |
788-1 |
788-1 |
792-7 |
|
S3 |
779-1 |
782-3 |
792-0 |
|
S4 |
770-1 |
773-3 |
789-4 |
|
|
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 |
794-0 |
38-6 |
4.9% |
11-5 |
1.5% |
1% |
False |
True |
54,667 |
10 |
832-6 |
779-0 |
53-6 |
6.8% |
9-6 |
1.2% |
29% |
False |
False |
57,237 |
20 |
832-6 |
779-0 |
53-6 |
6.8% |
11-6 |
1.5% |
29% |
False |
False |
73,515 |
40 |
832-6 |
648-2 |
184-4 |
23.2% |
13-7 |
1.8% |
79% |
False |
False |
78,690 |
60 |
832-6 |
509-4 |
323-2 |
40.7% |
13-2 |
1.7% |
88% |
False |
False |
79,900 |
80 |
832-6 |
507-0 |
325-6 |
41.0% |
12-2 |
1.5% |
88% |
False |
False |
69,486 |
100 |
832-6 |
507-0 |
325-6 |
41.0% |
11-1 |
1.4% |
88% |
False |
False |
61,535 |
120 |
832-6 |
507-0 |
325-6 |
41.0% |
10-6 |
1.3% |
88% |
False |
False |
55,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-2 |
2.618 |
826-4 |
1.618 |
817-4 |
1.000 |
812-0 |
0.618 |
808-4 |
HIGH |
803-0 |
0.618 |
799-4 |
0.500 |
798-4 |
0.382 |
797-4 |
LOW |
794-0 |
0.618 |
788-4 |
1.000 |
785-0 |
1.618 |
779-4 |
2.618 |
770-4 |
4.250 |
755-6 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
798-4 |
810-0 |
PP |
797-1 |
804-7 |
S1 |
795-7 |
799-5 |
|