CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
798-2 |
829-4 |
31-2 |
3.9% |
811-4 |
| High |
817-2 |
829-6 |
12-4 |
1.5% |
817-4 |
| Low |
796-4 |
822-0 |
25-4 |
3.2% |
782-0 |
| Close |
816-4 |
823-6 |
7-2 |
0.9% |
807-4 |
| Range |
20-6 |
7-6 |
-13-0 |
-62.7% |
35-4 |
| ATR |
20-7 |
20-2 |
-0-4 |
-2.6% |
0-0 |
| Volume |
131,111 |
173,955 |
42,844 |
32.7% |
752,278 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-3 |
843-7 |
828-0 |
|
| R3 |
840-5 |
836-1 |
825-7 |
|
| R2 |
832-7 |
832-7 |
825-1 |
|
| R1 |
828-3 |
828-3 |
824-4 |
826-6 |
| PP |
825-1 |
825-1 |
825-1 |
824-3 |
| S1 |
820-5 |
820-5 |
823-0 |
819-0 |
| S2 |
817-3 |
817-3 |
822-3 |
|
| S3 |
809-5 |
812-7 |
821-5 |
|
| S4 |
801-7 |
805-1 |
819-4 |
|
|
| 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 |
829-6 |
795-0 |
34-6 |
4.2% |
13-3 |
1.6% |
83% |
True |
False |
141,270 |
| 10 |
829-6 |
782-0 |
47-6 |
5.8% |
13-2 |
1.6% |
87% |
True |
False |
144,960 |
| 20 |
829-6 |
729-0 |
100-6 |
12.2% |
15-7 |
1.9% |
94% |
True |
False |
168,490 |
| 40 |
829-6 |
506-0 |
323-6 |
39.3% |
16-1 |
2.0% |
98% |
True |
False |
171,977 |
| 60 |
829-6 |
506-0 |
323-6 |
39.3% |
13-6 |
1.7% |
98% |
True |
False |
141,864 |
| 80 |
829-6 |
502-0 |
327-6 |
39.8% |
12-2 |
1.5% |
98% |
True |
False |
122,406 |
| 100 |
829-6 |
502-0 |
327-6 |
39.8% |
11-1 |
1.4% |
98% |
True |
False |
106,838 |
| 120 |
829-6 |
502-0 |
327-6 |
39.8% |
10-3 |
1.3% |
98% |
True |
False |
95,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862-6 |
|
2.618 |
850-0 |
|
1.618 |
842-2 |
|
1.000 |
837-4 |
|
0.618 |
834-4 |
|
HIGH |
829-6 |
|
0.618 |
826-6 |
|
0.500 |
825-7 |
|
0.382 |
825-0 |
|
LOW |
822-0 |
|
0.618 |
817-2 |
|
1.000 |
814-2 |
|
1.618 |
809-4 |
|
2.618 |
801-6 |
|
4.250 |
789-0 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825-7 |
820-1 |
| PP |
825-1 |
816-4 |
| S1 |
824-4 |
812-7 |
|