CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
808-0 |
812-4 |
4-4 |
0.6% |
800-2 |
High |
808-0 |
824-0 |
16-0 |
2.0% |
809-0 |
Low |
807-6 |
812-4 |
4-6 |
0.6% |
791-0 |
Close |
807-6 |
824-0 |
16-2 |
2.0% |
807-6 |
Range |
0-2 |
11-4 |
11-2 |
4,500.0% |
18-0 |
ATR |
13-2 |
13-4 |
0-2 |
1.6% |
0-0 |
Volume |
20,355 |
15,935 |
-4,420 |
-21.7% |
104,828 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
854-5 |
850-7 |
830-3 |
|
R3 |
843-1 |
839-3 |
827-1 |
|
R2 |
831-5 |
831-5 |
826-1 |
|
R1 |
827-7 |
827-7 |
825-0 |
829-6 |
PP |
820-1 |
820-1 |
820-1 |
821-1 |
S1 |
816-3 |
816-3 |
823-0 |
818-2 |
S2 |
808-5 |
808-5 |
821-7 |
|
S3 |
797-1 |
804-7 |
820-7 |
|
S4 |
785-5 |
793-3 |
817-5 |
|
|
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 |
824-0 |
791-0 |
33-0 |
4.0% |
6-0 |
0.7% |
100% |
True |
False |
18,285 |
10 |
831-2 |
791-0 |
40-2 |
4.9% |
7-1 |
0.9% |
82% |
False |
False |
21,850 |
20 |
831-2 |
737-0 |
94-2 |
11.4% |
9-0 |
1.1% |
92% |
False |
False |
20,971 |
40 |
831-2 |
601-0 |
230-2 |
27.9% |
9-2 |
1.1% |
97% |
False |
False |
23,568 |
60 |
831-2 |
518-4 |
312-6 |
38.0% |
7-6 |
0.9% |
98% |
False |
False |
19,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
872-7 |
2.618 |
854-1 |
1.618 |
842-5 |
1.000 |
835-4 |
0.618 |
831-1 |
HIGH |
824-0 |
0.618 |
819-5 |
0.500 |
818-2 |
0.382 |
816-7 |
LOW |
812-4 |
0.618 |
805-3 |
1.000 |
801-0 |
1.618 |
793-7 |
2.618 |
782-3 |
4.250 |
763-5 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
822-1 |
820-7 |
PP |
820-1 |
817-5 |
S1 |
818-2 |
814-4 |
|