CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
826-4 |
831-2 |
4-6 |
0.6% |
799-6 |
High |
826-4 |
831-2 |
4-6 |
0.6% |
831-2 |
Low |
820-0 |
811-0 |
-9-0 |
-1.1% |
799-6 |
Close |
823-6 |
812-0 |
-11-6 |
-1.4% |
812-0 |
Range |
6-4 |
20-2 |
13-6 |
211.5% |
31-4 |
ATR |
15-2 |
15-4 |
0-3 |
2.4% |
0-0 |
Volume |
34,823 |
29,944 |
-4,879 |
-14.0% |
121,169 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
878-7 |
865-5 |
823-1 |
|
R3 |
858-5 |
845-3 |
817-5 |
|
R2 |
838-3 |
838-3 |
815-6 |
|
R1 |
825-1 |
825-1 |
813-7 |
821-5 |
PP |
818-1 |
818-1 |
818-1 |
816-2 |
S1 |
804-7 |
804-7 |
810-1 |
801-3 |
S2 |
797-7 |
797-7 |
808-2 |
|
S3 |
777-5 |
784-5 |
806-3 |
|
S4 |
757-3 |
764-3 |
800-7 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
908-7 |
891-7 |
829-3 |
|
R3 |
877-3 |
860-3 |
820-5 |
|
R2 |
845-7 |
845-7 |
817-6 |
|
R1 |
828-7 |
828-7 |
814-7 |
837-3 |
PP |
814-3 |
814-3 |
814-3 |
818-4 |
S1 |
797-3 |
797-3 |
809-1 |
805-7 |
S2 |
782-7 |
782-7 |
806-2 |
|
S3 |
751-3 |
765-7 |
803-3 |
|
S4 |
719-7 |
734-3 |
794-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
831-2 |
799-6 |
31-4 |
3.9% |
9-2 |
1.1% |
39% |
True |
False |
24,233 |
10 |
831-2 |
782-0 |
49-2 |
6.1% |
9-4 |
1.2% |
61% |
True |
False |
22,417 |
20 |
831-2 |
737-0 |
94-2 |
11.6% |
10-0 |
1.2% |
80% |
True |
False |
24,645 |
40 |
831-2 |
518-4 |
312-6 |
38.5% |
9-4 |
1.2% |
94% |
True |
False |
22,637 |
60 |
831-2 |
518-4 |
312-6 |
38.5% |
7-4 |
0.9% |
94% |
True |
False |
18,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
917-2 |
2.618 |
884-2 |
1.618 |
864-0 |
1.000 |
851-4 |
0.618 |
843-6 |
HIGH |
831-2 |
0.618 |
823-4 |
0.500 |
821-1 |
0.382 |
818-6 |
LOW |
811-0 |
0.618 |
798-4 |
1.000 |
790-6 |
1.618 |
778-2 |
2.618 |
758-0 |
4.250 |
725-0 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
821-1 |
819-5 |
PP |
818-1 |
817-1 |
S1 |
815-0 |
814-4 |
|