CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
794-0 |
804-0 |
10-0 |
1.3% |
805-0 |
High |
802-0 |
813-0 |
11-0 |
1.4% |
813-0 |
Low |
791-0 |
802-4 |
11-4 |
1.5% |
782-0 |
Close |
797-4 |
808-6 |
11-2 |
1.4% |
808-6 |
Range |
11-0 |
10-4 |
-0-4 |
-4.5% |
31-0 |
ATR |
17-1 |
17-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
23,989 |
29,536 |
5,547 |
23.1% |
103,001 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
839-5 |
834-5 |
814-4 |
|
R3 |
829-1 |
824-1 |
811-5 |
|
R2 |
818-5 |
818-5 |
810-5 |
|
R1 |
813-5 |
813-5 |
809-6 |
816-1 |
PP |
808-1 |
808-1 |
808-1 |
809-2 |
S1 |
803-1 |
803-1 |
807-6 |
805-5 |
S2 |
797-5 |
797-5 |
806-7 |
|
S3 |
787-1 |
792-5 |
805-7 |
|
S4 |
776-5 |
782-1 |
803-0 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
894-2 |
882-4 |
825-6 |
|
R3 |
863-2 |
851-4 |
817-2 |
|
R2 |
832-2 |
832-2 |
814-3 |
|
R1 |
820-4 |
820-4 |
811-5 |
826-3 |
PP |
801-2 |
801-2 |
801-2 |
804-2 |
S1 |
789-4 |
789-4 |
805-7 |
795-3 |
S2 |
770-2 |
770-2 |
803-1 |
|
S3 |
739-2 |
758-4 |
800-2 |
|
S4 |
708-2 |
727-4 |
791-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
813-0 |
782-0 |
31-0 |
3.8% |
9-6 |
1.2% |
86% |
True |
False |
20,600 |
10 |
813-0 |
737-0 |
76-0 |
9.4% |
9-7 |
1.2% |
94% |
True |
False |
21,994 |
20 |
813-0 |
696-0 |
117-0 |
14.5% |
11-4 |
1.4% |
96% |
True |
False |
25,807 |
40 |
813-0 |
518-4 |
294-4 |
36.4% |
8-7 |
1.1% |
99% |
True |
False |
21,563 |
60 |
813-0 |
514-0 |
299-0 |
37.0% |
7-2 |
0.9% |
99% |
True |
False |
17,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
857-5 |
2.618 |
840-4 |
1.618 |
830-0 |
1.000 |
823-4 |
0.618 |
819-4 |
HIGH |
813-0 |
0.618 |
809-0 |
0.500 |
807-6 |
0.382 |
806-4 |
LOW |
802-4 |
0.618 |
796-0 |
1.000 |
792-0 |
1.618 |
785-4 |
2.618 |
775-0 |
4.250 |
757-7 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
808-3 |
805-0 |
PP |
808-1 |
801-2 |
S1 |
807-6 |
797-4 |
|