CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
797-2 |
805-4 |
8-2 |
1.0% |
799-6 |
High |
804-4 |
809-0 |
4-4 |
0.6% |
831-2 |
Low |
797-2 |
805-0 |
7-6 |
1.0% |
799-6 |
Close |
804-2 |
807-2 |
3-0 |
0.4% |
812-0 |
Range |
7-2 |
4-0 |
-3-2 |
-44.8% |
31-4 |
ATR |
14-7 |
14-1 |
-0-6 |
-4.9% |
0-0 |
Volume |
13,520 |
16,600 |
3,080 |
22.8% |
121,169 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
819-1 |
817-1 |
809-4 |
|
R3 |
815-1 |
813-1 |
808-3 |
|
R2 |
811-1 |
811-1 |
808-0 |
|
R1 |
809-1 |
809-1 |
807-5 |
810-1 |
PP |
807-1 |
807-1 |
807-1 |
807-4 |
S1 |
805-1 |
805-1 |
806-7 |
806-1 |
S2 |
803-1 |
803-1 |
806-4 |
|
S3 |
799-1 |
801-1 |
806-1 |
|
S4 |
795-1 |
797-1 |
805-0 |
|
|
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% |
8-6 |
1.1% |
40% |
False |
False |
22,883 |
10 |
831-2 |
791-0 |
40-2 |
5.0% |
8-0 |
1.0% |
40% |
False |
False |
23,517 |
20 |
831-2 |
737-0 |
94-2 |
11.7% |
8-4 |
1.1% |
75% |
False |
False |
23,661 |
40 |
831-2 |
561-0 |
270-2 |
33.5% |
9-6 |
1.2% |
91% |
False |
False |
23,205 |
60 |
831-2 |
518-4 |
312-6 |
38.7% |
7-6 |
1.0% |
92% |
False |
False |
19,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
826-0 |
2.618 |
819-4 |
1.618 |
815-4 |
1.000 |
813-0 |
0.618 |
811-4 |
HIGH |
809-0 |
0.618 |
807-4 |
0.500 |
807-0 |
0.382 |
806-4 |
LOW |
805-0 |
0.618 |
802-4 |
1.000 |
801-0 |
1.618 |
798-4 |
2.618 |
794-4 |
4.250 |
788-0 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
807-1 |
804-7 |
PP |
807-1 |
802-3 |
S1 |
807-0 |
800-0 |
|