CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
808-2 |
806-0 |
-2-2 |
-0.3% |
812-4 |
High |
809-0 |
806-0 |
-3-0 |
-0.4% |
838-0 |
Low |
806-6 |
801-0 |
-5-6 |
-0.7% |
806-6 |
Close |
808-4 |
801-4 |
-7-0 |
-0.9% |
808-4 |
Range |
2-2 |
5-0 |
2-6 |
122.2% |
31-2 |
ATR |
13-0 |
12-5 |
-0-3 |
-3.0% |
0-0 |
Volume |
26,561 |
22,346 |
-4,215 |
-15.9% |
113,077 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-7 |
814-5 |
804-2 |
|
R3 |
812-7 |
809-5 |
802-7 |
|
R2 |
807-7 |
807-7 |
802-3 |
|
R1 |
804-5 |
804-5 |
802-0 |
803-6 |
PP |
802-7 |
802-7 |
802-7 |
802-3 |
S1 |
799-5 |
799-5 |
801-0 |
798-6 |
S2 |
797-7 |
797-7 |
800-5 |
|
S3 |
792-7 |
794-5 |
800-1 |
|
S4 |
787-7 |
789-5 |
798-6 |
|
|
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 |
801-0 |
37-0 |
4.6% |
3-7 |
0.5% |
1% |
False |
True |
23,897 |
10 |
838-0 |
791-0 |
47-0 |
5.9% |
5-0 |
0.6% |
22% |
False |
False |
21,091 |
20 |
838-0 |
782-0 |
56-0 |
7.0% |
7-3 |
0.9% |
35% |
False |
False |
22,357 |
40 |
838-0 |
664-4 |
173-4 |
21.6% |
9-0 |
1.1% |
79% |
False |
False |
24,276 |
60 |
838-0 |
518-4 |
319-4 |
39.9% |
7-5 |
1.0% |
89% |
False |
False |
21,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
827-2 |
2.618 |
819-1 |
1.618 |
814-1 |
1.000 |
811-0 |
0.618 |
809-1 |
HIGH |
806-0 |
0.618 |
804-1 |
0.500 |
803-4 |
0.382 |
802-7 |
LOW |
801-0 |
0.618 |
797-7 |
1.000 |
796-0 |
1.618 |
792-7 |
2.618 |
787-7 |
4.250 |
779-6 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
803-4 |
807-5 |
PP |
802-7 |
805-5 |
S1 |
802-1 |
803-4 |
|