CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
834-6 |
813-4 |
-21-2 |
-2.5% |
800-2 |
High |
837-4 |
814-2 |
-23-2 |
-2.8% |
809-0 |
Low |
832-0 |
813-0 |
-19-0 |
-2.3% |
791-0 |
Close |
833-2 |
814-2 |
-19-0 |
-2.3% |
807-6 |
Range |
5-4 |
1-2 |
-4-2 |
-77.3% |
18-0 |
ATR |
12-7 |
13-4 |
0-4 |
4.0% |
0-0 |
Volume |
25,340 |
24,819 |
-521 |
-2.1% |
104,828 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-5 |
817-1 |
815-0 |
|
R3 |
816-3 |
815-7 |
814-5 |
|
R2 |
815-1 |
815-1 |
814-4 |
|
R1 |
814-5 |
814-5 |
814-3 |
814-7 |
PP |
813-7 |
813-7 |
813-7 |
814-0 |
S1 |
813-3 |
813-3 |
814-1 |
813-5 |
S2 |
812-5 |
812-5 |
814-0 |
|
S3 |
811-3 |
812-1 |
813-7 |
|
S4 |
810-1 |
810-7 |
813-4 |
|
|
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 |
807-6 |
30-2 |
3.7% |
4-6 |
0.6% |
21% |
False |
False |
21,374 |
10 |
838-0 |
791-0 |
47-0 |
5.8% |
6-6 |
0.8% |
49% |
False |
False |
22,128 |
20 |
838-0 |
782-0 |
56-0 |
6.9% |
7-2 |
0.9% |
58% |
False |
False |
21,458 |
40 |
838-0 |
641-2 |
196-6 |
24.2% |
9-0 |
1.1% |
88% |
False |
False |
24,080 |
60 |
838-0 |
518-4 |
319-4 |
39.2% |
7-6 |
1.0% |
93% |
False |
False |
20,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
819-4 |
2.618 |
817-4 |
1.618 |
816-2 |
1.000 |
815-4 |
0.618 |
815-0 |
HIGH |
814-2 |
0.618 |
813-6 |
0.500 |
813-5 |
0.382 |
813-4 |
LOW |
813-0 |
0.618 |
812-2 |
1.000 |
811-6 |
1.618 |
811-0 |
2.618 |
809-6 |
4.250 |
807-6 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
814-0 |
825-4 |
PP |
813-7 |
821-6 |
S1 |
813-5 |
818-0 |
|