CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
813-4 |
808-2 |
-5-2 |
-0.6% |
812-4 |
High |
814-2 |
809-0 |
-5-2 |
-0.6% |
838-0 |
Low |
813-0 |
806-6 |
-6-2 |
-0.8% |
806-6 |
Close |
814-2 |
808-4 |
-5-6 |
-0.7% |
808-4 |
Range |
1-2 |
2-2 |
1-0 |
80.0% |
31-2 |
ATR |
13-4 |
13-0 |
-0-3 |
-3.2% |
0-0 |
Volume |
24,819 |
26,561 |
1,742 |
7.0% |
113,077 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-7 |
813-7 |
809-6 |
|
R3 |
812-5 |
811-5 |
809-1 |
|
R2 |
810-3 |
810-3 |
808-7 |
|
R1 |
809-3 |
809-3 |
808-6 |
809-7 |
PP |
808-1 |
808-1 |
808-1 |
808-2 |
S1 |
807-1 |
807-1 |
808-2 |
807-5 |
S2 |
805-7 |
805-7 |
808-1 |
|
S3 |
803-5 |
804-7 |
807-7 |
|
S4 |
801-3 |
802-5 |
807-2 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911-4 |
891-2 |
825-6 |
|
R3 |
880-2 |
860-0 |
817-1 |
|
R2 |
849-0 |
849-0 |
814-2 |
|
R1 |
828-6 |
828-6 |
811-3 |
823-2 |
PP |
817-6 |
817-6 |
817-6 |
815-0 |
S1 |
797-4 |
797-4 |
805-5 |
792-0 |
S2 |
786-4 |
786-4 |
802-6 |
|
S3 |
755-2 |
766-2 |
799-7 |
|
S4 |
724-0 |
735-0 |
791-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
838-0 |
806-6 |
31-2 |
3.9% |
5-2 |
0.6% |
6% |
False |
True |
22,615 |
10 |
838-0 |
791-0 |
47-0 |
5.8% |
5-0 |
0.6% |
37% |
False |
False |
21,790 |
20 |
838-0 |
782-0 |
56-0 |
6.9% |
7-2 |
0.9% |
47% |
False |
False |
22,103 |
40 |
838-0 |
642-6 |
195-2 |
24.1% |
9-1 |
1.1% |
85% |
False |
False |
24,187 |
60 |
838-0 |
518-4 |
319-4 |
39.5% |
7-6 |
1.0% |
91% |
False |
False |
20,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
818-4 |
2.618 |
814-7 |
1.618 |
812-5 |
1.000 |
811-2 |
0.618 |
810-3 |
HIGH |
809-0 |
0.618 |
808-1 |
0.500 |
807-7 |
0.382 |
807-5 |
LOW |
806-6 |
0.618 |
805-3 |
1.000 |
804-4 |
1.618 |
803-1 |
2.618 |
800-7 |
4.250 |
797-2 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
808-2 |
822-1 |
PP |
808-1 |
817-5 |
S1 |
807-7 |
813-0 |
|