CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
805-4 |
808-0 |
2-4 |
0.3% |
800-2 |
High |
809-0 |
808-0 |
-1-0 |
-0.1% |
809-0 |
Low |
805-0 |
807-6 |
2-6 |
0.3% |
791-0 |
Close |
807-2 |
807-6 |
0-4 |
0.1% |
807-6 |
Range |
4-0 |
0-2 |
-3-6 |
-93.8% |
18-0 |
ATR |
14-1 |
13-2 |
-1-0 |
-6.8% |
0-0 |
Volume |
16,600 |
20,355 |
3,755 |
22.6% |
104,828 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
808-5 |
808-3 |
807-7 |
|
R3 |
808-3 |
808-1 |
807-7 |
|
R2 |
808-1 |
808-1 |
807-6 |
|
R1 |
807-7 |
807-7 |
807-6 |
807-7 |
PP |
807-7 |
807-7 |
807-7 |
807-6 |
S1 |
807-5 |
807-5 |
807-6 |
807-5 |
S2 |
807-5 |
807-5 |
807-6 |
|
S3 |
807-3 |
807-3 |
807-5 |
|
S4 |
807-1 |
807-1 |
807-5 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
856-5 |
850-1 |
817-5 |
|
R3 |
838-5 |
832-1 |
812-6 |
|
R2 |
820-5 |
820-5 |
811-0 |
|
R1 |
814-1 |
814-1 |
809-3 |
817-3 |
PP |
802-5 |
802-5 |
802-5 |
804-2 |
S1 |
796-1 |
796-1 |
806-1 |
799-3 |
S2 |
784-5 |
784-5 |
804-4 |
|
S3 |
766-5 |
778-1 |
802-6 |
|
S4 |
748-5 |
760-1 |
797-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
809-0 |
791-0 |
18-0 |
2.2% |
4-6 |
0.6% |
93% |
False |
False |
20,965 |
10 |
831-2 |
791-0 |
40-2 |
5.0% |
7-0 |
0.9% |
42% |
False |
False |
22,599 |
20 |
831-2 |
737-0 |
94-2 |
11.7% |
8-4 |
1.0% |
75% |
False |
False |
22,297 |
40 |
831-2 |
564-4 |
266-6 |
33.0% |
9-2 |
1.2% |
91% |
False |
False |
23,432 |
60 |
831-2 |
518-4 |
312-6 |
38.7% |
7-5 |
0.9% |
92% |
False |
False |
19,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
809-0 |
2.618 |
808-5 |
1.618 |
808-3 |
1.000 |
808-2 |
0.618 |
808-1 |
HIGH |
808-0 |
0.618 |
807-7 |
0.500 |
807-7 |
0.382 |
807-7 |
LOW |
807-6 |
0.618 |
807-5 |
1.000 |
807-4 |
1.618 |
807-3 |
2.618 |
807-1 |
4.250 |
806-6 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
807-7 |
806-2 |
PP |
807-7 |
804-5 |
S1 |
807-6 |
803-1 |
|