CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
811-4 |
806-4 |
-5-0 |
-0.6% |
808-4 |
High |
817-4 |
806-6 |
-10-6 |
-1.3% |
817-4 |
Low |
808-0 |
794-0 |
-14-0 |
-1.7% |
794-0 |
Close |
808-4 |
799-6 |
-8-6 |
-1.1% |
799-6 |
Range |
9-4 |
12-6 |
3-2 |
34.2% |
23-4 |
ATR |
16-0 |
15-7 |
-0-1 |
-0.7% |
0-0 |
Volume |
136,110 |
132,273 |
-3,837 |
-2.8% |
647,687 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
838-3 |
831-7 |
806-6 |
|
R3 |
825-5 |
819-1 |
803-2 |
|
R2 |
812-7 |
812-7 |
802-1 |
|
R1 |
806-3 |
806-3 |
800-7 |
803-2 |
PP |
800-1 |
800-1 |
800-1 |
798-5 |
S1 |
793-5 |
793-5 |
798-5 |
790-4 |
S2 |
787-3 |
787-3 |
797-3 |
|
S3 |
774-5 |
780-7 |
796-2 |
|
S4 |
761-7 |
768-1 |
792-6 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874-2 |
860-4 |
812-5 |
|
R3 |
850-6 |
837-0 |
806-2 |
|
R2 |
827-2 |
827-2 |
804-0 |
|
R1 |
813-4 |
813-4 |
801-7 |
808-5 |
PP |
803-6 |
803-6 |
803-6 |
801-2 |
S1 |
790-0 |
790-0 |
797-5 |
785-1 |
S2 |
780-2 |
780-2 |
795-4 |
|
S3 |
756-6 |
766-4 |
793-2 |
|
S4 |
733-2 |
743-0 |
786-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
817-4 |
794-0 |
23-4 |
2.9% |
11-4 |
1.4% |
24% |
False |
True |
129,537 |
10 |
840-0 |
794-0 |
46-0 |
5.8% |
12-3 |
1.5% |
13% |
False |
True |
136,984 |
20 |
840-0 |
786-4 |
53-4 |
6.7% |
12-4 |
1.6% |
25% |
False |
False |
147,223 |
40 |
840-0 |
685-4 |
154-4 |
19.3% |
15-3 |
1.9% |
74% |
False |
False |
164,745 |
60 |
840-0 |
506-0 |
334-0 |
41.8% |
14-4 |
1.8% |
88% |
False |
False |
161,259 |
80 |
840-0 |
502-0 |
338-0 |
42.3% |
13-1 |
1.6% |
88% |
False |
False |
140,084 |
100 |
840-0 |
502-0 |
338-0 |
42.3% |
11-7 |
1.5% |
88% |
False |
False |
123,484 |
120 |
840-0 |
502-0 |
338-0 |
42.3% |
11-1 |
1.4% |
88% |
False |
False |
110,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-0 |
2.618 |
840-1 |
1.618 |
827-3 |
1.000 |
819-4 |
0.618 |
814-5 |
HIGH |
806-6 |
0.618 |
801-7 |
0.500 |
800-3 |
0.382 |
798-7 |
LOW |
794-0 |
0.618 |
786-1 |
1.000 |
781-2 |
1.618 |
773-3 |
2.618 |
760-5 |
4.250 |
739-6 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
800-3 |
805-6 |
PP |
800-1 |
803-6 |
S1 |
800-0 |
801-6 |
|