CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
795-2 |
805-4 |
10-2 |
1.3% |
798-4 |
High |
805-6 |
810-6 |
5-0 |
0.6% |
834-0 |
Low |
795-0 |
803-4 |
8-4 |
1.1% |
795-0 |
Close |
804-0 |
807-4 |
3-4 |
0.4% |
809-2 |
Range |
10-6 |
7-2 |
-3-4 |
-32.6% |
39-0 |
ATR |
19-4 |
18-5 |
-0-7 |
-4.5% |
0-0 |
Volume |
110,768 |
144,232 |
33,464 |
30.2% |
737,446 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829-0 |
825-4 |
811-4 |
|
R3 |
821-6 |
818-2 |
809-4 |
|
R2 |
814-4 |
814-4 |
808-7 |
|
R1 |
811-0 |
811-0 |
808-1 |
812-6 |
PP |
807-2 |
807-2 |
807-2 |
808-1 |
S1 |
803-6 |
803-6 |
806-7 |
805-4 |
S2 |
800-0 |
800-0 |
806-1 |
|
S3 |
792-6 |
796-4 |
805-4 |
|
S4 |
785-4 |
789-2 |
803-4 |
|
|
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 |
786-4 |
47-4 |
5.9% |
12-7 |
1.6% |
44% |
False |
False |
180,929 |
10 |
834-0 |
786-4 |
47-4 |
5.9% |
13-1 |
1.6% |
44% |
False |
False |
161,100 |
20 |
834-0 |
745-4 |
88-4 |
11.0% |
14-4 |
1.8% |
70% |
False |
False |
165,734 |
40 |
834-0 |
548-2 |
285-6 |
35.4% |
16-2 |
2.0% |
91% |
False |
False |
178,998 |
60 |
834-0 |
506-0 |
328-0 |
40.6% |
13-7 |
1.7% |
92% |
False |
False |
150,912 |
80 |
834-0 |
502-0 |
332-0 |
41.1% |
12-4 |
1.6% |
92% |
False |
False |
129,753 |
100 |
834-0 |
502-0 |
332-0 |
41.1% |
11-4 |
1.4% |
92% |
False |
False |
114,289 |
120 |
834-0 |
502-0 |
332-0 |
41.1% |
10-5 |
1.3% |
92% |
False |
False |
101,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-4 |
2.618 |
829-6 |
1.618 |
822-4 |
1.000 |
818-0 |
0.618 |
815-2 |
HIGH |
810-6 |
0.618 |
808-0 |
0.500 |
807-1 |
0.382 |
806-2 |
LOW |
803-4 |
0.618 |
799-0 |
1.000 |
796-2 |
1.618 |
791-6 |
2.618 |
784-4 |
4.250 |
772-6 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
807-3 |
804-4 |
PP |
807-2 |
801-5 |
S1 |
807-1 |
798-5 |
|