CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
796-2 |
797-2 |
1-0 |
0.1% |
799-6 |
High |
798-0 |
804-4 |
6-4 |
0.8% |
831-2 |
Low |
791-0 |
797-2 |
6-2 |
0.8% |
799-6 |
Close |
791-2 |
804-2 |
13-0 |
1.6% |
812-0 |
Range |
7-0 |
7-2 |
0-2 |
3.6% |
31-4 |
ATR |
15-0 |
14-7 |
-0-1 |
-0.9% |
0-0 |
Volume |
25,017 |
13,520 |
-11,497 |
-46.0% |
121,169 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
823-6 |
821-2 |
808-2 |
|
R3 |
816-4 |
814-0 |
806-2 |
|
R2 |
809-2 |
809-2 |
805-5 |
|
R1 |
806-6 |
806-6 |
804-7 |
808-0 |
PP |
802-0 |
802-0 |
802-0 |
802-5 |
S1 |
799-4 |
799-4 |
803-5 |
800-6 |
S2 |
794-6 |
794-6 |
802-7 |
|
S3 |
787-4 |
792-2 |
802-2 |
|
S4 |
780-2 |
785-0 |
800-2 |
|
|
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 |
5.0% |
9-2 |
1.2% |
33% |
False |
False |
26,528 |
10 |
831-2 |
791-0 |
40-2 |
5.0% |
8-6 |
1.1% |
33% |
False |
False |
24,256 |
20 |
831-2 |
737-0 |
94-2 |
11.7% |
9-0 |
1.1% |
71% |
False |
False |
24,142 |
40 |
831-2 |
561-0 |
270-2 |
33.6% |
9-5 |
1.2% |
90% |
False |
False |
23,287 |
60 |
831-2 |
518-4 |
312-6 |
38.9% |
7-5 |
1.0% |
91% |
False |
False |
19,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
835-2 |
2.618 |
823-4 |
1.618 |
816-2 |
1.000 |
811-6 |
0.618 |
809-0 |
HIGH |
804-4 |
0.618 |
801-6 |
0.500 |
800-7 |
0.382 |
800-0 |
LOW |
797-2 |
0.618 |
792-6 |
1.000 |
790-0 |
1.618 |
785-4 |
2.618 |
778-2 |
4.250 |
766-4 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
803-1 |
802-1 |
PP |
802-0 |
799-7 |
S1 |
800-7 |
797-6 |
|