CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
795-0 |
810-6 |
15-6 |
2.0% |
803-4 |
| High |
811-0 |
817-0 |
6-0 |
0.7% |
832-6 |
| Low |
794-0 |
809-0 |
15-0 |
1.9% |
801-0 |
| Close |
810-2 |
811-4 |
1-2 |
0.2% |
802-2 |
| Range |
17-0 |
8-0 |
-9-0 |
-52.9% |
31-6 |
| ATR |
16-0 |
15-4 |
-0-5 |
-3.6% |
0-0 |
| Volume |
53,630 |
51,001 |
-2,629 |
-4.9% |
300,598 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836-4 |
832-0 |
815-7 |
|
| R3 |
828-4 |
824-0 |
813-6 |
|
| R2 |
820-4 |
820-4 |
813-0 |
|
| R1 |
816-0 |
816-0 |
812-2 |
818-2 |
| PP |
812-4 |
812-4 |
812-4 |
813-5 |
| S1 |
808-0 |
808-0 |
810-6 |
810-2 |
| S2 |
804-4 |
804-4 |
810-0 |
|
| S3 |
796-4 |
800-0 |
809-2 |
|
| S4 |
788-4 |
792-0 |
807-1 |
|
|
| 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 |
817-0 |
789-0 |
28-0 |
3.5% |
11-1 |
1.4% |
80% |
True |
False |
50,019 |
| 10 |
832-6 |
789-0 |
43-6 |
5.4% |
10-7 |
1.3% |
51% |
False |
False |
55,327 |
| 20 |
832-6 |
779-0 |
53-6 |
6.6% |
11-1 |
1.4% |
60% |
False |
False |
70,103 |
| 40 |
832-6 |
686-6 |
146-0 |
18.0% |
13-4 |
1.7% |
85% |
False |
False |
76,740 |
| 60 |
832-6 |
509-4 |
323-2 |
39.8% |
13-3 |
1.7% |
93% |
False |
False |
80,183 |
| 80 |
832-6 |
507-0 |
325-6 |
40.1% |
12-3 |
1.5% |
93% |
False |
False |
70,293 |
| 100 |
832-6 |
507-0 |
325-6 |
40.1% |
11-2 |
1.4% |
93% |
False |
False |
62,391 |
| 120 |
832-6 |
507-0 |
325-6 |
40.1% |
10-6 |
1.3% |
93% |
False |
False |
55,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851-0 |
|
2.618 |
838-0 |
|
1.618 |
830-0 |
|
1.000 |
825-0 |
|
0.618 |
822-0 |
|
HIGH |
817-0 |
|
0.618 |
814-0 |
|
0.500 |
813-0 |
|
0.382 |
812-0 |
|
LOW |
809-0 |
|
0.618 |
804-0 |
|
1.000 |
801-0 |
|
1.618 |
796-0 |
|
2.618 |
788-0 |
|
4.250 |
775-0 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813-0 |
808-5 |
| PP |
812-4 |
805-7 |
| S1 |
812-0 |
803-0 |
|