CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
811-4 |
837-2 |
25-6 |
3.2% |
792-0 |
| High |
825-0 |
840-0 |
15-0 |
1.8% |
813-0 |
| Low |
810-4 |
832-4 |
22-0 |
2.7% |
786-4 |
| Close |
823-6 |
838-6 |
15-0 |
1.8% |
807-2 |
| Range |
14-4 |
7-4 |
-7-0 |
-48.3% |
26-4 |
| ATR |
17-6 |
17-5 |
-0-1 |
-0.6% |
0-0 |
| Volume |
106,984 |
148,176 |
41,192 |
38.5% |
837,185 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859-5 |
856-5 |
842-7 |
|
| R3 |
852-1 |
849-1 |
840-6 |
|
| R2 |
844-5 |
844-5 |
840-1 |
|
| R1 |
841-5 |
841-5 |
839-4 |
843-1 |
| PP |
837-1 |
837-1 |
837-1 |
837-6 |
| S1 |
834-1 |
834-1 |
838-0 |
835-5 |
| S2 |
829-5 |
829-5 |
837-3 |
|
| S3 |
822-1 |
826-5 |
836-6 |
|
| S4 |
814-5 |
819-1 |
834-5 |
|
|
| 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 |
840-0 |
795-0 |
45-0 |
5.4% |
9-4 |
1.1% |
97% |
True |
False |
125,350 |
| 10 |
840-0 |
786-4 |
53-4 |
6.4% |
12-2 |
1.5% |
98% |
True |
False |
158,146 |
| 20 |
840-0 |
771-0 |
69-0 |
8.2% |
12-4 |
1.5% |
98% |
True |
False |
155,148 |
| 40 |
840-0 |
606-0 |
234-0 |
27.9% |
16-0 |
1.9% |
99% |
True |
False |
178,207 |
| 60 |
840-0 |
506-0 |
334-0 |
39.8% |
13-7 |
1.7% |
100% |
True |
False |
152,976 |
| 80 |
840-0 |
502-0 |
338-0 |
40.3% |
12-5 |
1.5% |
100% |
True |
False |
132,290 |
| 100 |
840-0 |
502-0 |
338-0 |
40.3% |
11-3 |
1.4% |
100% |
True |
False |
116,556 |
| 120 |
840-0 |
502-0 |
338-0 |
40.3% |
10-6 |
1.3% |
100% |
True |
False |
103,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871-7 |
|
2.618 |
859-5 |
|
1.618 |
852-1 |
|
1.000 |
847-4 |
|
0.618 |
844-5 |
|
HIGH |
840-0 |
|
0.618 |
837-1 |
|
0.500 |
836-2 |
|
0.382 |
835-3 |
|
LOW |
832-4 |
|
0.618 |
827-7 |
|
1.000 |
825-0 |
|
1.618 |
820-3 |
|
2.618 |
812-7 |
|
4.250 |
800-5 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
837-7 |
833-4 |
| PP |
837-1 |
828-1 |
| S1 |
836-2 |
822-7 |
|