CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
808-4 |
798-4 |
-10-0 |
-1.2% |
811-4 |
High |
810-0 |
803-4 |
-6-4 |
-0.8% |
840-0 |
Low |
800-2 |
794-6 |
-5-4 |
-0.7% |
806-0 |
Close |
800-6 |
795-4 |
-5-2 |
-0.7% |
808-4 |
Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
34-0 |
ATR |
16-6 |
16-2 |
-0-5 |
-3.4% |
0-0 |
Volume |
122,226 |
122,323 |
97 |
0.1% |
722,157 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824-1 |
818-5 |
800-2 |
|
R3 |
815-3 |
809-7 |
797-7 |
|
R2 |
806-5 |
806-5 |
797-1 |
|
R1 |
801-1 |
801-1 |
796-2 |
799-4 |
PP |
797-7 |
797-7 |
797-7 |
797-1 |
S1 |
792-3 |
792-3 |
794-6 |
790-6 |
S2 |
789-1 |
789-1 |
793-7 |
|
S3 |
780-3 |
783-5 |
793-1 |
|
S4 |
771-5 |
774-7 |
790-6 |
|
|
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 |
839-4 |
794-6 |
44-6 |
5.6% |
12-4 |
1.6% |
2% |
False |
True |
142,309 |
10 |
840-0 |
794-6 |
45-2 |
5.7% |
11-0 |
1.4% |
2% |
False |
True |
133,829 |
20 |
840-0 |
782-0 |
58-0 |
7.3% |
13-1 |
1.7% |
23% |
False |
False |
151,235 |
40 |
840-0 |
668-0 |
172-0 |
21.6% |
15-3 |
1.9% |
74% |
False |
False |
168,667 |
60 |
840-0 |
506-0 |
334-0 |
42.0% |
14-3 |
1.8% |
87% |
False |
False |
158,373 |
80 |
840-0 |
502-0 |
338-0 |
42.5% |
12-7 |
1.6% |
87% |
False |
False |
137,579 |
100 |
840-0 |
502-0 |
338-0 |
42.5% |
11-6 |
1.5% |
87% |
False |
False |
120,511 |
120 |
840-0 |
502-0 |
338-0 |
42.5% |
11-0 |
1.4% |
87% |
False |
False |
107,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-6 |
2.618 |
826-3 |
1.618 |
817-5 |
1.000 |
812-2 |
0.618 |
808-7 |
HIGH |
803-4 |
0.618 |
800-1 |
0.500 |
799-1 |
0.382 |
798-1 |
LOW |
794-6 |
0.618 |
789-3 |
1.000 |
786-0 |
1.618 |
780-5 |
2.618 |
771-7 |
4.250 |
757-4 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
799-1 |
807-5 |
PP |
797-7 |
803-5 |
S1 |
796-6 |
799-4 |
|