CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
831-2 |
800-2 |
-31-0 |
-3.7% |
799-6 |
High |
831-2 |
800-2 |
-31-0 |
-3.7% |
831-2 |
Low |
811-0 |
795-0 |
-16-0 |
-2.0% |
799-6 |
Close |
812-0 |
795-6 |
-16-2 |
-2.0% |
812-0 |
Range |
20-2 |
5-2 |
-15-0 |
-74.1% |
31-4 |
ATR |
15-4 |
15-5 |
0-1 |
0.7% |
0-0 |
Volume |
29,944 |
29,336 |
-608 |
-2.0% |
121,169 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812-6 |
809-4 |
798-5 |
|
R3 |
807-4 |
804-2 |
797-2 |
|
R2 |
802-2 |
802-2 |
796-6 |
|
R1 |
799-0 |
799-0 |
796-2 |
798-0 |
PP |
797-0 |
797-0 |
797-0 |
796-4 |
S1 |
793-6 |
793-6 |
795-2 |
792-6 |
S2 |
791-6 |
791-6 |
794-6 |
|
S3 |
786-4 |
788-4 |
794-2 |
|
S4 |
781-2 |
783-2 |
792-7 |
|
|
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 |
795-0 |
36-2 |
4.6% |
8-2 |
1.0% |
2% |
False |
True |
25,415 |
10 |
831-2 |
782-0 |
49-2 |
6.2% |
9-6 |
1.2% |
28% |
False |
False |
23,624 |
20 |
831-2 |
737-0 |
94-2 |
11.8% |
9-7 |
1.2% |
62% |
False |
False |
24,859 |
40 |
831-2 |
542-0 |
289-2 |
36.3% |
9-5 |
1.2% |
88% |
False |
False |
23,088 |
60 |
831-2 |
518-4 |
312-6 |
39.3% |
7-4 |
0.9% |
89% |
False |
False |
18,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
822-4 |
2.618 |
814-0 |
1.618 |
808-6 |
1.000 |
805-4 |
0.618 |
803-4 |
HIGH |
800-2 |
0.618 |
798-2 |
0.500 |
797-5 |
0.382 |
797-0 |
LOW |
795-0 |
0.618 |
791-6 |
1.000 |
789-6 |
1.618 |
786-4 |
2.618 |
781-2 |
4.250 |
772-6 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
797-5 |
813-1 |
PP |
797-0 |
807-3 |
S1 |
796-3 |
801-4 |
|