CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
799-6 |
801-0 |
1-2 |
0.2% |
805-0 |
High |
810-0 |
804-2 |
-5-6 |
-0.7% |
813-0 |
Low |
799-6 |
801-0 |
1-2 |
0.2% |
782-0 |
Close |
807-4 |
804-2 |
-3-2 |
-0.4% |
808-6 |
Range |
10-2 |
3-2 |
-7-0 |
-68.3% |
31-0 |
ATR |
16-4 |
15-6 |
-0-6 |
-4.3% |
0-0 |
Volume |
23,429 |
14,245 |
-9,184 |
-39.2% |
103,001 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812-7 |
811-7 |
806-0 |
|
R3 |
809-5 |
808-5 |
805-1 |
|
R2 |
806-3 |
806-3 |
804-7 |
|
R1 |
805-3 |
805-3 |
804-4 |
805-7 |
PP |
803-1 |
803-1 |
803-1 |
803-4 |
S1 |
802-1 |
802-1 |
804-0 |
802-5 |
S2 |
799-7 |
799-7 |
803-5 |
|
S3 |
796-5 |
798-7 |
803-3 |
|
S4 |
793-3 |
795-5 |
802-4 |
|
|
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 |
3.9% |
10-5 |
1.3% |
72% |
False |
False |
21,245 |
10 |
813-0 |
772-4 |
40-4 |
5.0% |
7-6 |
1.0% |
78% |
False |
False |
19,393 |
20 |
813-0 |
696-0 |
117-0 |
14.5% |
11-4 |
1.4% |
93% |
False |
False |
24,061 |
40 |
813-0 |
518-4 |
294-4 |
36.6% |
9-0 |
1.1% |
97% |
False |
False |
21,548 |
60 |
813-0 |
517-0 |
296-0 |
36.8% |
7-3 |
0.9% |
97% |
False |
False |
17,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
818-0 |
2.618 |
812-6 |
1.618 |
809-4 |
1.000 |
807-4 |
0.618 |
806-2 |
HIGH |
804-2 |
0.618 |
803-0 |
0.500 |
802-5 |
0.382 |
802-2 |
LOW |
801-0 |
0.618 |
799-0 |
1.000 |
797-6 |
1.618 |
795-6 |
2.618 |
792-4 |
4.250 |
787-2 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
803-6 |
806-3 |
PP |
803-1 |
805-5 |
S1 |
802-5 |
805-0 |
|