CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
808-0 |
826-4 |
18-4 |
2.3% |
805-0 |
High |
814-0 |
826-4 |
12-4 |
1.5% |
813-0 |
Low |
808-0 |
820-0 |
12-0 |
1.5% |
782-0 |
Close |
813-4 |
823-6 |
10-2 |
1.3% |
808-6 |
Range |
6-0 |
6-4 |
0-4 |
8.3% |
31-0 |
ATR |
15-3 |
15-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
18,728 |
34,823 |
16,095 |
85.9% |
103,001 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
842-7 |
839-7 |
827-3 |
|
R3 |
836-3 |
833-3 |
825-4 |
|
R2 |
829-7 |
829-7 |
825-0 |
|
R1 |
826-7 |
826-7 |
824-3 |
825-1 |
PP |
823-3 |
823-3 |
823-3 |
822-4 |
S1 |
820-3 |
820-3 |
823-1 |
818-5 |
S2 |
816-7 |
816-7 |
822-4 |
|
S3 |
810-3 |
813-7 |
822-0 |
|
S4 |
803-7 |
807-3 |
820-1 |
|
|
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 |
826-4 |
799-6 |
26-6 |
3.2% |
7-2 |
0.9% |
90% |
True |
False |
24,152 |
10 |
826-4 |
782-0 |
44-4 |
5.4% |
7-6 |
0.9% |
94% |
True |
False |
20,787 |
20 |
826-4 |
735-0 |
91-4 |
11.1% |
9-3 |
1.1% |
97% |
True |
False |
24,350 |
40 |
826-4 |
518-4 |
308-0 |
37.4% |
9-0 |
1.1% |
99% |
True |
False |
22,127 |
60 |
826-4 |
518-4 |
308-0 |
37.4% |
7-3 |
0.9% |
99% |
True |
False |
18,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
854-1 |
2.618 |
843-4 |
1.618 |
837-0 |
1.000 |
833-0 |
0.618 |
830-4 |
HIGH |
826-4 |
0.618 |
824-0 |
0.500 |
823-2 |
0.382 |
822-4 |
LOW |
820-0 |
0.618 |
816-0 |
1.000 |
813-4 |
1.618 |
809-4 |
2.618 |
803-0 |
4.250 |
792-3 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
823-5 |
820-3 |
PP |
823-3 |
817-1 |
S1 |
823-2 |
813-6 |
|