CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
830-4 |
792-0 |
-38-4 |
-4.6% |
798-4 |
High |
834-0 |
802-6 |
-31-2 |
-3.7% |
834-0 |
Low |
807-4 |
791-4 |
-16-0 |
-2.0% |
795-0 |
Close |
809-2 |
792-2 |
-17-0 |
-2.1% |
809-2 |
Range |
26-4 |
11-2 |
-15-2 |
-57.5% |
39-0 |
ATR |
20-6 |
20-4 |
-0-2 |
-1.0% |
0-0 |
Volume |
184,057 |
266,141 |
82,084 |
44.6% |
737,446 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829-2 |
822-0 |
798-4 |
|
R3 |
818-0 |
810-6 |
795-3 |
|
R2 |
806-6 |
806-6 |
794-2 |
|
R1 |
799-4 |
799-4 |
793-2 |
803-1 |
PP |
795-4 |
795-4 |
795-4 |
797-2 |
S1 |
788-2 |
788-2 |
791-2 |
791-7 |
S2 |
784-2 |
784-2 |
790-2 |
|
S3 |
773-0 |
777-0 |
789-1 |
|
S4 |
761-6 |
765-6 |
786-0 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929-6 |
908-4 |
830-6 |
|
R3 |
890-6 |
869-4 |
820-0 |
|
R2 |
851-6 |
851-6 |
816-3 |
|
R1 |
830-4 |
830-4 |
812-7 |
841-1 |
PP |
812-6 |
812-6 |
812-6 |
818-0 |
S1 |
791-4 |
791-4 |
805-5 |
802-1 |
S2 |
773-6 |
773-6 |
802-1 |
|
S3 |
734-6 |
752-4 |
798-4 |
|
S4 |
695-6 |
713-4 |
787-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
834-0 |
791-4 |
42-4 |
5.4% |
15-4 |
2.0% |
2% |
False |
True |
173,829 |
10 |
834-0 |
782-0 |
52-0 |
6.6% |
15-4 |
2.0% |
20% |
False |
False |
162,781 |
20 |
834-0 |
745-4 |
88-4 |
11.2% |
16-1 |
2.0% |
53% |
False |
False |
172,156 |
40 |
834-0 |
520-2 |
313-6 |
39.6% |
16-5 |
2.1% |
87% |
False |
False |
178,197 |
60 |
834-0 |
506-0 |
328-0 |
41.4% |
14-0 |
1.8% |
87% |
False |
False |
147,087 |
80 |
834-0 |
502-0 |
332-0 |
41.9% |
12-4 |
1.6% |
87% |
False |
False |
126,587 |
100 |
834-0 |
502-0 |
332-0 |
41.9% |
11-3 |
1.4% |
87% |
False |
False |
110,625 |
120 |
834-0 |
502-0 |
332-0 |
41.9% |
10-5 |
1.3% |
87% |
False |
False |
98,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
850-4 |
2.618 |
832-2 |
1.618 |
821-0 |
1.000 |
814-0 |
0.618 |
809-6 |
HIGH |
802-6 |
0.618 |
798-4 |
0.500 |
797-1 |
0.382 |
795-6 |
LOW |
791-4 |
0.618 |
784-4 |
1.000 |
780-2 |
1.618 |
773-2 |
2.618 |
762-0 |
4.250 |
743-6 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
797-1 |
812-6 |
PP |
795-4 |
805-7 |
S1 |
793-7 |
799-1 |
|