CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
810-6 |
811-4 |
0-6 |
0.1% |
792-0 |
High |
813-0 |
825-0 |
12-0 |
1.5% |
813-0 |
Low |
805-6 |
810-4 |
4-6 |
0.6% |
786-4 |
Close |
807-2 |
823-6 |
16-4 |
2.0% |
807-2 |
Range |
7-2 |
14-4 |
7-2 |
100.0% |
26-4 |
ATR |
17-6 |
17-6 |
0-0 |
0.0% |
0-0 |
Volume |
116,593 |
106,984 |
-9,609 |
-8.2% |
837,185 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-2 |
858-0 |
831-6 |
|
R3 |
848-6 |
843-4 |
827-6 |
|
R2 |
834-2 |
834-2 |
826-3 |
|
R1 |
829-0 |
829-0 |
825-1 |
831-5 |
PP |
819-6 |
819-6 |
819-6 |
821-0 |
S1 |
814-4 |
814-4 |
822-3 |
817-1 |
S2 |
805-2 |
805-2 |
821-1 |
|
S3 |
790-6 |
800-0 |
819-6 |
|
S4 |
776-2 |
785-4 |
815-6 |
|
|
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 |
825-0 |
786-4 |
38-4 |
4.7% |
9-5 |
1.2% |
97% |
True |
False |
135,605 |
10 |
834-0 |
786-4 |
47-4 |
5.8% |
12-5 |
1.5% |
78% |
False |
False |
154,717 |
20 |
834-0 |
745-4 |
88-4 |
10.7% |
13-6 |
1.7% |
88% |
False |
False |
156,628 |
40 |
834-0 |
589-0 |
245-0 |
29.7% |
15-7 |
1.9% |
96% |
False |
False |
177,612 |
60 |
834-0 |
506-0 |
328-0 |
39.8% |
13-7 |
1.7% |
97% |
False |
False |
151,895 |
80 |
834-0 |
502-0 |
332-0 |
40.3% |
12-5 |
1.5% |
97% |
False |
False |
131,148 |
100 |
834-0 |
502-0 |
332-0 |
40.3% |
11-4 |
1.4% |
97% |
False |
False |
115,699 |
120 |
834-0 |
502-0 |
332-0 |
40.3% |
10-6 |
1.3% |
97% |
False |
False |
102,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
886-5 |
2.618 |
863-0 |
1.618 |
848-4 |
1.000 |
839-4 |
0.618 |
834-0 |
HIGH |
825-0 |
0.618 |
819-4 |
0.500 |
817-6 |
0.382 |
816-0 |
LOW |
810-4 |
0.618 |
801-4 |
1.000 |
796-0 |
1.618 |
787-0 |
2.618 |
772-4 |
4.250 |
748-7 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
821-6 |
820-5 |
PP |
819-6 |
817-3 |
S1 |
817-6 |
814-2 |
|