CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
801-0 |
808-0 |
7-0 |
0.9% |
805-0 |
High |
804-2 |
814-0 |
9-6 |
1.2% |
813-0 |
Low |
801-0 |
808-0 |
7-0 |
0.9% |
782-0 |
Close |
804-2 |
813-4 |
9-2 |
1.2% |
808-6 |
Range |
3-2 |
6-0 |
2-6 |
84.6% |
31-0 |
ATR |
15-6 |
15-3 |
-0-3 |
-2.7% |
0-0 |
Volume |
14,245 |
18,728 |
4,483 |
31.5% |
103,001 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829-7 |
827-5 |
816-6 |
|
R3 |
823-7 |
821-5 |
815-1 |
|
R2 |
817-7 |
817-7 |
814-5 |
|
R1 |
815-5 |
815-5 |
814-0 |
816-6 |
PP |
811-7 |
811-7 |
811-7 |
812-3 |
S1 |
809-5 |
809-5 |
813-0 |
810-6 |
S2 |
805-7 |
805-7 |
812-3 |
|
S3 |
799-7 |
803-5 |
811-7 |
|
S4 |
793-7 |
797-5 |
810-2 |
|
|
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 |
814-0 |
791-0 |
23-0 |
2.8% |
8-2 |
1.0% |
98% |
True |
False |
21,985 |
10 |
814-0 |
772-4 |
41-4 |
5.1% |
8-0 |
1.0% |
99% |
True |
False |
18,975 |
20 |
814-0 |
731-0 |
83-0 |
10.2% |
9-3 |
1.1% |
99% |
True |
False |
24,074 |
40 |
814-0 |
518-4 |
295-4 |
36.3% |
9-0 |
1.1% |
100% |
True |
False |
21,639 |
60 |
814-0 |
518-4 |
295-4 |
36.3% |
7-3 |
0.9% |
100% |
True |
False |
17,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
839-4 |
2.618 |
829-6 |
1.618 |
823-6 |
1.000 |
820-0 |
0.618 |
817-6 |
HIGH |
814-0 |
0.618 |
811-6 |
0.500 |
811-0 |
0.382 |
810-2 |
LOW |
808-0 |
0.618 |
804-2 |
1.000 |
802-0 |
1.618 |
798-2 |
2.618 |
792-2 |
4.250 |
782-4 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
812-5 |
811-2 |
PP |
811-7 |
809-1 |
S1 |
811-0 |
806-7 |
|