CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
835-6 |
834-6 |
-1-0 |
-0.1% |
800-2 |
High |
838-0 |
837-4 |
-0-4 |
-0.1% |
809-0 |
Low |
832-4 |
832-0 |
-0-4 |
-0.1% |
791-0 |
Close |
837-6 |
833-2 |
-4-4 |
-0.5% |
807-6 |
Range |
5-4 |
5-4 |
0-0 |
0.0% |
18-0 |
ATR |
13-4 |
12-7 |
-0-4 |
-4.1% |
0-0 |
Volume |
20,422 |
25,340 |
4,918 |
24.1% |
104,828 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
850-6 |
847-4 |
836-2 |
|
R3 |
845-2 |
842-0 |
834-6 |
|
R2 |
839-6 |
839-6 |
834-2 |
|
R1 |
836-4 |
836-4 |
833-6 |
835-3 |
PP |
834-2 |
834-2 |
834-2 |
833-6 |
S1 |
831-0 |
831-0 |
832-6 |
829-7 |
S2 |
828-6 |
828-6 |
832-2 |
|
S3 |
823-2 |
825-4 |
831-6 |
|
S4 |
817-6 |
820-0 |
830-2 |
|
|
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 |
805-0 |
33-0 |
4.0% |
5-3 |
0.6% |
86% |
False |
False |
19,730 |
10 |
838-0 |
791-0 |
47-0 |
5.6% |
7-2 |
0.9% |
90% |
False |
False |
23,129 |
20 |
838-0 |
772-4 |
65-4 |
7.9% |
7-5 |
0.9% |
93% |
False |
False |
21,052 |
40 |
838-0 |
639-4 |
198-4 |
23.8% |
9-4 |
1.1% |
98% |
False |
False |
24,038 |
60 |
838-0 |
518-4 |
319-4 |
38.3% |
7-6 |
0.9% |
99% |
False |
False |
20,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
860-7 |
2.618 |
851-7 |
1.618 |
846-3 |
1.000 |
843-0 |
0.618 |
840-7 |
HIGH |
837-4 |
0.618 |
835-3 |
0.500 |
834-6 |
0.382 |
834-1 |
LOW |
832-0 |
0.618 |
828-5 |
1.000 |
826-4 |
1.618 |
823-1 |
2.618 |
817-5 |
4.250 |
808-5 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
834-6 |
830-5 |
PP |
834-2 |
827-7 |
S1 |
833-6 |
825-2 |
|