CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
806-0 |
797-0 |
-9-0 |
-1.1% |
812-4 |
High |
806-0 |
797-0 |
-9-0 |
-1.1% |
838-0 |
Low |
801-0 |
796-0 |
-5-0 |
-0.6% |
806-6 |
Close |
801-4 |
796-4 |
-5-0 |
-0.6% |
808-4 |
Range |
5-0 |
1-0 |
-4-0 |
-80.0% |
31-2 |
ATR |
12-5 |
12-1 |
-0-4 |
-4.0% |
0-0 |
Volume |
22,346 |
15,437 |
-6,909 |
-30.9% |
113,077 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-4 |
799-0 |
797-0 |
|
R3 |
798-4 |
798-0 |
796-6 |
|
R2 |
797-4 |
797-4 |
796-5 |
|
R1 |
797-0 |
797-0 |
796-5 |
796-6 |
PP |
796-4 |
796-4 |
796-4 |
796-3 |
S1 |
796-0 |
796-0 |
796-3 |
795-6 |
S2 |
795-4 |
795-4 |
796-3 |
|
S3 |
794-4 |
795-0 |
796-2 |
|
S4 |
793-4 |
794-0 |
796-0 |
|
|
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 |
837-4 |
796-0 |
41-4 |
5.2% |
3-0 |
0.4% |
1% |
False |
True |
22,900 |
10 |
838-0 |
796-0 |
42-0 |
5.3% |
4-3 |
0.5% |
1% |
False |
True |
20,133 |
20 |
838-0 |
782-0 |
56-0 |
7.0% |
7-1 |
0.9% |
26% |
False |
False |
22,270 |
40 |
838-0 |
675-4 |
162-4 |
20.4% |
9-0 |
1.1% |
74% |
False |
False |
24,206 |
60 |
838-0 |
518-4 |
319-4 |
40.1% |
7-6 |
1.0% |
87% |
False |
False |
21,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
801-2 |
2.618 |
799-5 |
1.618 |
798-5 |
1.000 |
798-0 |
0.618 |
797-5 |
HIGH |
797-0 |
0.618 |
796-5 |
0.500 |
796-4 |
0.382 |
796-3 |
LOW |
796-0 |
0.618 |
795-3 |
1.000 |
795-0 |
1.618 |
794-3 |
2.618 |
793-3 |
4.250 |
791-6 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
796-4 |
802-4 |
PP |
796-4 |
800-4 |
S1 |
796-4 |
798-4 |
|