CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
800-2 |
796-2 |
-4-0 |
-0.5% |
799-6 |
High |
800-2 |
798-0 |
-2-2 |
-0.3% |
831-2 |
Low |
795-0 |
791-0 |
-4-0 |
-0.5% |
799-6 |
Close |
795-6 |
791-2 |
-4-4 |
-0.6% |
812-0 |
Range |
5-2 |
7-0 |
1-6 |
33.3% |
31-4 |
ATR |
15-5 |
15-0 |
-0-5 |
-3.9% |
0-0 |
Volume |
29,336 |
25,017 |
-4,319 |
-14.7% |
121,169 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-3 |
809-7 |
795-1 |
|
R3 |
807-3 |
802-7 |
793-1 |
|
R2 |
800-3 |
800-3 |
792-4 |
|
R1 |
795-7 |
795-7 |
791-7 |
794-5 |
PP |
793-3 |
793-3 |
793-3 |
792-6 |
S1 |
788-7 |
788-7 |
790-5 |
787-5 |
S2 |
786-3 |
786-3 |
790-0 |
|
S3 |
779-3 |
781-7 |
789-3 |
|
S4 |
772-3 |
774-7 |
787-3 |
|
|
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 |
791-0 |
40-2 |
5.1% |
9-0 |
1.1% |
1% |
False |
True |
27,569 |
10 |
831-2 |
782-0 |
49-2 |
6.2% |
9-6 |
1.2% |
19% |
False |
False |
24,407 |
20 |
831-2 |
737-0 |
94-2 |
11.9% |
9-4 |
1.2% |
58% |
False |
False |
24,748 |
40 |
831-2 |
561-0 |
270-2 |
34.2% |
9-5 |
1.2% |
85% |
False |
False |
23,422 |
60 |
831-2 |
518-4 |
312-6 |
39.5% |
7-4 |
1.0% |
87% |
False |
False |
19,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
827-6 |
2.618 |
816-3 |
1.618 |
809-3 |
1.000 |
805-0 |
0.618 |
802-3 |
HIGH |
798-0 |
0.618 |
795-3 |
0.500 |
794-4 |
0.382 |
793-5 |
LOW |
791-0 |
0.618 |
786-5 |
1.000 |
784-0 |
1.618 |
779-5 |
2.618 |
772-5 |
4.250 |
761-2 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
794-4 |
811-1 |
PP |
793-3 |
804-4 |
S1 |
792-3 |
797-7 |
|