CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
830-6 |
820-4 |
-10-2 |
-1.2% |
811-4 |
| High |
831-0 |
820-4 |
-10-4 |
-1.3% |
840-0 |
| Low |
812-4 |
806-0 |
-6-4 |
-0.8% |
806-0 |
| Close |
814-6 |
808-4 |
-6-2 |
-0.8% |
808-4 |
| Range |
18-4 |
14-4 |
-4-0 |
-21.6% |
34-0 |
| ATR |
17-4 |
17-3 |
-0-2 |
-1.2% |
0-0 |
| Volume |
132,474 |
176,444 |
43,970 |
33.2% |
722,157 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855-1 |
846-3 |
816-4 |
|
| R3 |
840-5 |
831-7 |
812-4 |
|
| R2 |
826-1 |
826-1 |
811-1 |
|
| R1 |
817-3 |
817-3 |
809-7 |
814-4 |
| PP |
811-5 |
811-5 |
811-5 |
810-2 |
| S1 |
802-7 |
802-7 |
807-1 |
800-0 |
| S2 |
797-1 |
797-1 |
805-7 |
|
| S3 |
782-5 |
788-3 |
804-4 |
|
| S4 |
768-1 |
773-7 |
800-4 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920-1 |
898-3 |
827-2 |
|
| R3 |
886-1 |
864-3 |
817-7 |
|
| R2 |
852-1 |
852-1 |
814-6 |
|
| R1 |
830-3 |
830-3 |
811-5 |
824-2 |
| PP |
818-1 |
818-1 |
818-1 |
815-1 |
| S1 |
796-3 |
796-3 |
805-3 |
790-2 |
| S2 |
784-1 |
784-1 |
802-2 |
|
| S3 |
750-1 |
762-3 |
799-1 |
|
| S4 |
716-1 |
728-3 |
789-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
840-0 |
806-0 |
34-0 |
4.2% |
13-2 |
1.6% |
7% |
False |
True |
144,431 |
| 10 |
840-0 |
786-4 |
53-4 |
6.6% |
11-1 |
1.4% |
41% |
False |
False |
155,934 |
| 20 |
840-0 |
782-0 |
58-0 |
7.2% |
13-1 |
1.6% |
46% |
False |
False |
152,453 |
| 40 |
840-0 |
631-4 |
208-4 |
25.8% |
15-5 |
1.9% |
85% |
False |
False |
173,028 |
| 60 |
840-0 |
506-0 |
334-0 |
41.3% |
14-3 |
1.8% |
91% |
False |
False |
157,275 |
| 80 |
840-0 |
502-0 |
338-0 |
41.8% |
12-7 |
1.6% |
91% |
False |
False |
135,917 |
| 100 |
840-0 |
502-0 |
338-0 |
41.8% |
11-5 |
1.4% |
91% |
False |
False |
118,925 |
| 120 |
840-0 |
502-0 |
338-0 |
41.8% |
11-0 |
1.4% |
91% |
False |
False |
106,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882-1 |
|
2.618 |
858-4 |
|
1.618 |
844-0 |
|
1.000 |
835-0 |
|
0.618 |
829-4 |
|
HIGH |
820-4 |
|
0.618 |
815-0 |
|
0.500 |
813-2 |
|
0.382 |
811-4 |
|
LOW |
806-0 |
|
0.618 |
797-0 |
|
1.000 |
791-4 |
|
1.618 |
782-4 |
|
2.618 |
768-0 |
|
4.250 |
744-3 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813-2 |
822-6 |
| PP |
811-5 |
818-0 |
| S1 |
810-1 |
813-2 |
|