CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
804-0 |
799-6 |
-4-2 |
-0.5% |
805-0 |
High |
813-0 |
810-0 |
-3-0 |
-0.4% |
813-0 |
Low |
802-4 |
799-6 |
-2-6 |
-0.3% |
782-0 |
Close |
808-6 |
807-4 |
-1-2 |
-0.2% |
808-6 |
Range |
10-4 |
10-2 |
-0-2 |
-2.4% |
31-0 |
ATR |
17-0 |
16-4 |
-0-4 |
-2.8% |
0-0 |
Volume |
29,536 |
23,429 |
-6,107 |
-20.7% |
103,001 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
836-4 |
832-2 |
813-1 |
|
R3 |
826-2 |
822-0 |
810-3 |
|
R2 |
816-0 |
816-0 |
809-3 |
|
R1 |
811-6 |
811-6 |
808-4 |
813-7 |
PP |
805-6 |
805-6 |
805-6 |
806-6 |
S1 |
801-4 |
801-4 |
806-4 |
803-5 |
S2 |
795-4 |
795-4 |
805-5 |
|
S3 |
785-2 |
791-2 |
804-5 |
|
S4 |
775-0 |
781-0 |
801-7 |
|
|
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% |
11-1 |
1.4% |
82% |
False |
False |
21,833 |
10 |
813-0 |
737-0 |
76-0 |
9.4% |
10-7 |
1.4% |
93% |
False |
False |
20,093 |
20 |
813-0 |
696-0 |
117-0 |
14.5% |
11-7 |
1.5% |
95% |
False |
False |
25,647 |
40 |
813-0 |
518-4 |
294-4 |
36.5% |
9-0 |
1.1% |
98% |
False |
False |
21,661 |
60 |
813-0 |
514-0 |
299-0 |
37.0% |
7-3 |
0.9% |
98% |
False |
False |
17,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
853-4 |
2.618 |
836-7 |
1.618 |
826-5 |
1.000 |
820-2 |
0.618 |
816-3 |
HIGH |
810-0 |
0.618 |
806-1 |
0.500 |
804-7 |
0.382 |
803-5 |
LOW |
799-6 |
0.618 |
793-3 |
1.000 |
789-4 |
1.618 |
783-1 |
2.618 |
772-7 |
4.250 |
756-2 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
806-5 |
805-5 |
PP |
805-6 |
803-7 |
S1 |
804-7 |
802-0 |
|