CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
792-0 |
805-0 |
13-0 |
1.6% |
811-4 |
High |
804-2 |
816-6 |
12-4 |
1.6% |
817-4 |
Low |
786-2 |
804-0 |
17-6 |
2.3% |
782-0 |
Close |
795-6 |
807-4 |
11-6 |
1.5% |
807-4 |
Range |
18-0 |
12-6 |
-5-2 |
-29.2% |
35-4 |
ATR |
22-2 |
22-1 |
-0-1 |
-0.4% |
0-0 |
Volume |
190,483 |
152,965 |
-37,518 |
-19.7% |
752,278 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
847-5 |
840-3 |
814-4 |
|
R3 |
834-7 |
827-5 |
811-0 |
|
R2 |
822-1 |
822-1 |
809-7 |
|
R1 |
814-7 |
814-7 |
808-5 |
818-4 |
PP |
809-3 |
809-3 |
809-3 |
811-2 |
S1 |
802-1 |
802-1 |
806-3 |
805-6 |
S2 |
796-5 |
796-5 |
805-1 |
|
S3 |
783-7 |
789-3 |
804-0 |
|
S4 |
771-1 |
776-5 |
800-4 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
908-7 |
893-5 |
827-0 |
|
R3 |
873-3 |
858-1 |
817-2 |
|
R2 |
837-7 |
837-7 |
814-0 |
|
R1 |
822-5 |
822-5 |
810-6 |
812-4 |
PP |
802-3 |
802-3 |
802-3 |
797-2 |
S1 |
787-1 |
787-1 |
804-2 |
777-0 |
S2 |
766-7 |
766-7 |
801-0 |
|
S3 |
731-3 |
751-5 |
797-6 |
|
S4 |
695-7 |
716-1 |
788-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817-4 |
782-0 |
35-4 |
4.4% |
14-1 |
1.8% |
72% |
False |
False |
150,455 |
10 |
817-4 |
745-4 |
72-0 |
8.9% |
15-7 |
2.0% |
86% |
False |
False |
164,016 |
20 |
817-4 |
685-4 |
132-0 |
16.3% |
18-2 |
2.3% |
92% |
False |
False |
182,268 |
40 |
817-4 |
506-0 |
311-4 |
38.6% |
15-4 |
1.9% |
97% |
False |
False |
168,276 |
60 |
817-4 |
502-0 |
315-4 |
39.1% |
13-3 |
1.7% |
97% |
False |
False |
137,704 |
80 |
817-4 |
502-0 |
315-4 |
39.1% |
11-6 |
1.5% |
97% |
False |
False |
117,549 |
100 |
817-4 |
502-0 |
315-4 |
39.1% |
10-7 |
1.3% |
97% |
False |
False |
102,853 |
120 |
817-4 |
502-0 |
315-4 |
39.1% |
10-1 |
1.3% |
97% |
False |
False |
91,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
871-0 |
2.618 |
850-1 |
1.618 |
837-3 |
1.000 |
829-4 |
0.618 |
824-5 |
HIGH |
816-6 |
0.618 |
811-7 |
0.500 |
810-3 |
0.382 |
808-7 |
LOW |
804-0 |
0.618 |
796-1 |
1.000 |
791-2 |
1.618 |
783-3 |
2.618 |
770-5 |
4.250 |
749-6 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
810-3 |
804-6 |
PP |
809-3 |
802-1 |
S1 |
808-4 |
799-3 |
|