CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
805-4 |
810-6 |
5-2 |
0.7% |
792-0 |
High |
810-6 |
813-0 |
2-2 |
0.3% |
813-0 |
Low |
803-4 |
805-6 |
2-2 |
0.3% |
786-4 |
Close |
807-4 |
807-2 |
-0-2 |
0.0% |
807-2 |
Range |
7-2 |
7-2 |
0-0 |
0.0% |
26-4 |
ATR |
18-5 |
17-6 |
-0-6 |
-4.4% |
0-0 |
Volume |
144,232 |
116,593 |
-27,639 |
-19.2% |
837,185 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830-3 |
826-1 |
811-2 |
|
R3 |
823-1 |
818-7 |
809-2 |
|
R2 |
815-7 |
815-7 |
808-5 |
|
R1 |
811-5 |
811-5 |
807-7 |
810-1 |
PP |
808-5 |
808-5 |
808-5 |
808-0 |
S1 |
804-3 |
804-3 |
806-5 |
802-7 |
S2 |
801-3 |
801-3 |
805-7 |
|
S3 |
794-1 |
797-1 |
805-2 |
|
S4 |
786-7 |
789-7 |
803-2 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
881-6 |
871-0 |
821-7 |
|
R3 |
855-2 |
844-4 |
814-4 |
|
R2 |
828-6 |
828-6 |
812-1 |
|
R1 |
818-0 |
818-0 |
809-5 |
823-3 |
PP |
802-2 |
802-2 |
802-2 |
805-0 |
S1 |
791-4 |
791-4 |
804-7 |
796-7 |
S2 |
775-6 |
775-6 |
802-3 |
|
S3 |
749-2 |
765-0 |
800-0 |
|
S4 |
722-6 |
738-4 |
792-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
813-0 |
786-4 |
26-4 |
3.3% |
9-0 |
1.1% |
78% |
True |
False |
167,437 |
10 |
834-0 |
786-4 |
47-4 |
5.9% |
12-4 |
1.6% |
44% |
False |
False |
157,463 |
20 |
834-0 |
745-4 |
88-4 |
11.0% |
14-2 |
1.8% |
70% |
False |
False |
160,739 |
40 |
834-0 |
554-0 |
280-0 |
34.7% |
15-7 |
2.0% |
90% |
False |
False |
178,698 |
60 |
834-0 |
506-0 |
328-0 |
40.6% |
13-7 |
1.7% |
92% |
False |
False |
151,216 |
80 |
834-0 |
502-0 |
332-0 |
41.1% |
12-4 |
1.6% |
92% |
False |
False |
130,392 |
100 |
834-0 |
502-0 |
332-0 |
41.1% |
11-4 |
1.4% |
92% |
False |
False |
115,047 |
120 |
834-0 |
502-0 |
332-0 |
41.1% |
10-5 |
1.3% |
92% |
False |
False |
101,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
843-6 |
2.618 |
832-0 |
1.618 |
824-6 |
1.000 |
820-2 |
0.618 |
817-4 |
HIGH |
813-0 |
0.618 |
810-2 |
0.500 |
809-3 |
0.382 |
808-4 |
LOW |
805-6 |
0.618 |
801-2 |
1.000 |
798-4 |
1.618 |
794-0 |
2.618 |
786-6 |
4.250 |
775-0 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
809-3 |
806-1 |
PP |
808-5 |
805-1 |
S1 |
808-0 |
804-0 |
|