CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
837-2 |
838-6 |
1-4 |
0.2% |
792-0 |
High |
840-0 |
839-4 |
-0-4 |
-0.1% |
813-0 |
Low |
832-4 |
828-4 |
-4-0 |
-0.5% |
786-4 |
Close |
838-6 |
834-6 |
-4-0 |
-0.5% |
807-2 |
Range |
7-4 |
11-0 |
3-4 |
46.7% |
26-4 |
ATR |
17-5 |
17-2 |
-0-4 |
-2.7% |
0-0 |
Volume |
148,176 |
158,079 |
9,903 |
6.7% |
837,185 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
867-2 |
862-0 |
840-6 |
|
R3 |
856-2 |
851-0 |
837-6 |
|
R2 |
845-2 |
845-2 |
836-6 |
|
R1 |
840-0 |
840-0 |
835-6 |
837-1 |
PP |
834-2 |
834-2 |
834-2 |
832-6 |
S1 |
829-0 |
829-0 |
833-6 |
826-1 |
S2 |
823-2 |
823-2 |
832-6 |
|
S3 |
812-2 |
818-0 |
831-6 |
|
S4 |
801-2 |
807-0 |
828-6 |
|
|
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 |
840-0 |
803-4 |
36-4 |
4.4% |
9-4 |
1.1% |
86% |
False |
False |
134,812 |
10 |
840-0 |
786-4 |
53-4 |
6.4% |
11-2 |
1.3% |
90% |
False |
False |
160,843 |
20 |
840-0 |
771-0 |
69-0 |
8.3% |
12-6 |
1.5% |
92% |
False |
False |
152,239 |
40 |
840-0 |
630-0 |
210-0 |
25.2% |
15-6 |
1.9% |
98% |
False |
False |
178,510 |
60 |
840-0 |
506-0 |
334-0 |
40.0% |
14-0 |
1.7% |
98% |
False |
False |
154,535 |
80 |
840-0 |
502-0 |
338-0 |
40.5% |
12-5 |
1.5% |
98% |
False |
False |
133,384 |
100 |
840-0 |
502-0 |
338-0 |
40.5% |
11-3 |
1.4% |
98% |
False |
False |
117,538 |
120 |
840-0 |
502-0 |
338-0 |
40.5% |
10-6 |
1.3% |
98% |
False |
False |
104,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
886-2 |
2.618 |
868-2 |
1.618 |
857-2 |
1.000 |
850-4 |
0.618 |
846-2 |
HIGH |
839-4 |
0.618 |
835-2 |
0.500 |
834-0 |
0.382 |
832-6 |
LOW |
828-4 |
0.618 |
821-6 |
1.000 |
817-4 |
1.618 |
810-6 |
2.618 |
799-6 |
4.250 |
781-6 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
834-4 |
831-5 |
PP |
834-2 |
828-3 |
S1 |
834-0 |
825-2 |
|