CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
799-0 |
811-4 |
12-4 |
1.6% |
811-4 |
High |
815-0 |
817-4 |
2-4 |
0.3% |
840-0 |
Low |
798-0 |
808-0 |
10-0 |
1.3% |
806-0 |
Close |
813-4 |
808-4 |
-5-0 |
-0.6% |
808-4 |
Range |
17-0 |
9-4 |
-7-4 |
-44.1% |
34-0 |
ATR |
16-4 |
16-0 |
-0-4 |
-3.0% |
0-0 |
Volume |
134,755 |
136,110 |
1,355 |
1.0% |
722,157 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
839-7 |
833-5 |
813-6 |
|
R3 |
830-3 |
824-1 |
811-1 |
|
R2 |
820-7 |
820-7 |
810-2 |
|
R1 |
814-5 |
814-5 |
809-3 |
813-0 |
PP |
811-3 |
811-3 |
811-3 |
810-4 |
S1 |
805-1 |
805-1 |
807-5 |
803-4 |
S2 |
801-7 |
801-7 |
806-6 |
|
S3 |
792-3 |
795-5 |
805-7 |
|
S4 |
782-7 |
786-1 |
803-2 |
|
|
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 |
820-4 |
794-6 |
25-6 |
3.2% |
11-7 |
1.5% |
53% |
False |
False |
138,371 |
10 |
840-0 |
794-6 |
45-2 |
5.6% |
11-7 |
1.5% |
30% |
False |
False |
135,416 |
20 |
840-0 |
786-4 |
53-4 |
6.6% |
12-4 |
1.5% |
41% |
False |
False |
148,258 |
40 |
840-0 |
685-4 |
154-4 |
19.1% |
15-2 |
1.9% |
80% |
False |
False |
167,197 |
60 |
840-0 |
506-0 |
334-0 |
41.3% |
14-4 |
1.8% |
91% |
False |
False |
160,270 |
80 |
840-0 |
502-0 |
338-0 |
41.8% |
13-0 |
1.6% |
91% |
False |
False |
139,439 |
100 |
840-0 |
502-0 |
338-0 |
41.8% |
11-7 |
1.5% |
91% |
False |
False |
122,780 |
120 |
840-0 |
502-0 |
338-0 |
41.8% |
11-0 |
1.4% |
91% |
False |
False |
109,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
857-7 |
2.618 |
842-3 |
1.618 |
832-7 |
1.000 |
827-0 |
0.618 |
823-3 |
HIGH |
817-4 |
0.618 |
813-7 |
0.500 |
812-6 |
0.382 |
811-5 |
LOW |
808-0 |
0.618 |
802-1 |
1.000 |
798-4 |
1.618 |
792-5 |
2.618 |
783-1 |
4.250 |
767-5 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
812-6 |
807-6 |
PP |
811-3 |
806-7 |
S1 |
809-7 |
806-1 |
|