CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
805-0 |
798-4 |
-6-4 |
-0.8% |
811-4 |
High |
816-6 |
809-0 |
-7-6 |
-0.9% |
817-4 |
Low |
804-0 |
795-0 |
-9-0 |
-1.1% |
782-0 |
Close |
807-4 |
805-0 |
-2-4 |
-0.3% |
807-4 |
Range |
12-6 |
14-0 |
1-2 |
9.8% |
35-4 |
ATR |
22-1 |
21-5 |
-0-5 |
-2.6% |
0-0 |
Volume |
152,965 |
134,440 |
-18,525 |
-12.1% |
752,278 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
845-0 |
839-0 |
812-6 |
|
R3 |
831-0 |
825-0 |
808-7 |
|
R2 |
817-0 |
817-0 |
807-5 |
|
R1 |
811-0 |
811-0 |
806-2 |
814-0 |
PP |
803-0 |
803-0 |
803-0 |
804-4 |
S1 |
797-0 |
797-0 |
803-6 |
800-0 |
S2 |
789-0 |
789-0 |
802-3 |
|
S3 |
775-0 |
783-0 |
801-1 |
|
S4 |
761-0 |
769-0 |
797-2 |
|
|
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 |
816-6 |
782-0 |
34-6 |
4.3% |
15-4 |
1.9% |
66% |
False |
False |
151,733 |
10 |
817-4 |
745-4 |
72-0 |
8.9% |
15-0 |
1.9% |
83% |
False |
False |
158,539 |
20 |
817-4 |
685-4 |
132-0 |
16.4% |
18-4 |
2.3% |
91% |
False |
False |
181,983 |
40 |
817-4 |
506-0 |
311-4 |
38.7% |
15-5 |
1.9% |
96% |
False |
False |
168,843 |
60 |
817-4 |
502-0 |
315-4 |
39.2% |
13-4 |
1.7% |
96% |
False |
False |
138,860 |
80 |
817-4 |
502-0 |
315-4 |
39.2% |
11-7 |
1.5% |
96% |
False |
False |
118,643 |
100 |
817-4 |
502-0 |
315-4 |
39.2% |
10-7 |
1.4% |
96% |
False |
False |
103,776 |
120 |
817-4 |
502-0 |
315-4 |
39.2% |
10-1 |
1.3% |
96% |
False |
False |
92,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
868-4 |
2.618 |
845-5 |
1.618 |
831-5 |
1.000 |
823-0 |
0.618 |
817-5 |
HIGH |
809-0 |
0.618 |
803-5 |
0.500 |
802-0 |
0.382 |
800-3 |
LOW |
795-0 |
0.618 |
786-3 |
1.000 |
781-0 |
1.618 |
772-3 |
2.618 |
758-3 |
4.250 |
735-4 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
804-0 |
803-7 |
PP |
803-0 |
802-5 |
S1 |
802-0 |
801-4 |
|