CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
806-4 |
806-6 |
0-2 |
0.0% |
808-4 |
High |
806-6 |
814-6 |
8-0 |
1.0% |
817-4 |
Low |
794-0 |
797-4 |
3-4 |
0.4% |
794-0 |
Close |
799-6 |
805-0 |
5-2 |
0.7% |
799-6 |
Range |
12-6 |
17-2 |
4-4 |
35.3% |
23-4 |
ATR |
15-7 |
16-0 |
0-1 |
0.6% |
0-0 |
Volume |
132,273 |
149,834 |
17,561 |
13.3% |
647,687 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
857-4 |
848-4 |
814-4 |
|
R3 |
840-2 |
831-2 |
809-6 |
|
R2 |
823-0 |
823-0 |
808-1 |
|
R1 |
814-0 |
814-0 |
806-5 |
809-7 |
PP |
805-6 |
805-6 |
805-6 |
803-6 |
S1 |
796-6 |
796-6 |
803-3 |
792-5 |
S2 |
788-4 |
788-4 |
801-7 |
|
S3 |
771-2 |
779-4 |
800-2 |
|
S4 |
754-0 |
762-2 |
795-4 |
|
|
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% |
13-0 |
1.6% |
47% |
False |
False |
135,059 |
10 |
840-0 |
794-0 |
46-0 |
5.7% |
12-5 |
1.6% |
24% |
False |
False |
141,269 |
20 |
840-0 |
786-4 |
53-4 |
6.6% |
12-5 |
1.6% |
35% |
False |
False |
147,993 |
40 |
840-0 |
685-4 |
154-4 |
19.2% |
15-4 |
1.9% |
77% |
False |
False |
164,988 |
60 |
840-0 |
506-0 |
334-0 |
41.5% |
14-5 |
1.8% |
90% |
False |
False |
161,893 |
80 |
840-0 |
502-0 |
338-0 |
42.0% |
13-2 |
1.6% |
90% |
False |
False |
141,144 |
100 |
840-0 |
502-0 |
338-0 |
42.0% |
12-0 |
1.5% |
90% |
False |
False |
124,513 |
120 |
840-0 |
502-0 |
338-0 |
42.0% |
11-2 |
1.4% |
90% |
False |
False |
111,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
888-0 |
2.618 |
859-7 |
1.618 |
842-5 |
1.000 |
832-0 |
0.618 |
825-3 |
HIGH |
814-6 |
0.618 |
808-1 |
0.500 |
806-1 |
0.382 |
804-1 |
LOW |
797-4 |
0.618 |
786-7 |
1.000 |
780-2 |
1.618 |
769-5 |
2.618 |
752-3 |
4.250 |
724-2 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
806-1 |
805-6 |
PP |
805-6 |
805-4 |
S1 |
805-3 |
805-2 |
|