CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
812-4 |
835-6 |
23-2 |
2.9% |
800-2 |
High |
824-0 |
838-0 |
14-0 |
1.7% |
809-0 |
Low |
812-4 |
832-4 |
20-0 |
2.5% |
791-0 |
Close |
824-0 |
837-6 |
13-6 |
1.7% |
807-6 |
Range |
11-4 |
5-4 |
-6-0 |
-52.2% |
18-0 |
ATR |
13-4 |
13-4 |
0-0 |
0.3% |
0-0 |
Volume |
15,935 |
20,422 |
4,487 |
28.2% |
104,828 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
852-5 |
850-5 |
840-6 |
|
R3 |
847-1 |
845-1 |
839-2 |
|
R2 |
841-5 |
841-5 |
838-6 |
|
R1 |
839-5 |
839-5 |
838-2 |
840-5 |
PP |
836-1 |
836-1 |
836-1 |
836-4 |
S1 |
834-1 |
834-1 |
837-2 |
835-1 |
S2 |
830-5 |
830-5 |
836-6 |
|
S3 |
825-1 |
828-5 |
836-2 |
|
S4 |
819-5 |
823-1 |
834-6 |
|
|
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 |
838-0 |
797-2 |
40-6 |
4.9% |
5-6 |
0.7% |
99% |
True |
False |
17,366 |
10 |
838-0 |
791-0 |
47-0 |
5.6% |
7-3 |
0.9% |
99% |
True |
False |
22,468 |
20 |
838-0 |
772-4 |
65-4 |
7.8% |
7-4 |
0.9% |
100% |
True |
False |
20,930 |
40 |
838-0 |
618-0 |
220-0 |
26.3% |
9-2 |
1.1% |
100% |
True |
False |
23,848 |
60 |
838-0 |
518-4 |
319-4 |
38.1% |
7-7 |
0.9% |
100% |
True |
False |
19,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-3 |
2.618 |
852-3 |
1.618 |
846-7 |
1.000 |
843-4 |
0.618 |
841-3 |
HIGH |
838-0 |
0.618 |
835-7 |
0.500 |
835-2 |
0.382 |
834-5 |
LOW |
832-4 |
0.618 |
829-1 |
1.000 |
827-0 |
1.618 |
823-5 |
2.618 |
818-1 |
4.250 |
809-1 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
836-7 |
832-6 |
PP |
836-1 |
827-7 |
S1 |
835-2 |
822-7 |
|