CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
838-6 |
830-6 |
-8-0 |
-1.0% |
792-0 |
| High |
839-4 |
831-0 |
-8-4 |
-1.0% |
813-0 |
| Low |
828-4 |
812-4 |
-16-0 |
-1.9% |
786-4 |
| Close |
834-6 |
814-6 |
-20-0 |
-2.4% |
807-2 |
| Range |
11-0 |
18-4 |
7-4 |
68.2% |
26-4 |
| ATR |
17-2 |
17-4 |
0-3 |
2.1% |
0-0 |
| Volume |
158,079 |
132,474 |
-25,605 |
-16.2% |
837,185 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874-7 |
863-3 |
824-7 |
|
| R3 |
856-3 |
844-7 |
819-7 |
|
| R2 |
837-7 |
837-7 |
818-1 |
|
| R1 |
826-3 |
826-3 |
816-4 |
822-7 |
| PP |
819-3 |
819-3 |
819-3 |
817-6 |
| S1 |
807-7 |
807-7 |
813-0 |
804-3 |
| S2 |
800-7 |
800-7 |
811-3 |
|
| S3 |
782-3 |
789-3 |
809-5 |
|
| S4 |
763-7 |
770-7 |
804-5 |
|
|
| 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 |
805-6 |
34-2 |
4.2% |
11-6 |
1.4% |
26% |
False |
False |
132,461 |
| 10 |
840-0 |
786-4 |
53-4 |
6.6% |
12-2 |
1.5% |
53% |
False |
False |
156,695 |
| 20 |
840-0 |
782-0 |
58-0 |
7.1% |
12-6 |
1.6% |
56% |
False |
False |
150,828 |
| 40 |
840-0 |
630-0 |
210-0 |
25.8% |
15-6 |
1.9% |
88% |
False |
False |
175,375 |
| 60 |
840-0 |
506-0 |
334-0 |
41.0% |
14-1 |
1.7% |
92% |
False |
False |
155,481 |
| 80 |
840-0 |
502-0 |
338-0 |
41.5% |
12-6 |
1.6% |
93% |
False |
False |
134,417 |
| 100 |
840-0 |
502-0 |
338-0 |
41.5% |
11-4 |
1.4% |
93% |
False |
False |
117,790 |
| 120 |
840-0 |
502-0 |
338-0 |
41.5% |
10-7 |
1.3% |
93% |
False |
False |
105,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909-5 |
|
2.618 |
879-3 |
|
1.618 |
860-7 |
|
1.000 |
849-4 |
|
0.618 |
842-3 |
|
HIGH |
831-0 |
|
0.618 |
823-7 |
|
0.500 |
821-6 |
|
0.382 |
819-5 |
|
LOW |
812-4 |
|
0.618 |
801-1 |
|
1.000 |
794-0 |
|
1.618 |
782-5 |
|
2.618 |
764-1 |
|
4.250 |
733-7 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
821-6 |
826-2 |
| PP |
819-3 |
822-3 |
| S1 |
817-1 |
818-5 |
|