CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
797-0 |
806-4 |
9-4 |
1.2% |
812-4 |
High |
797-0 |
813-4 |
16-4 |
2.1% |
838-0 |
Low |
796-0 |
806-4 |
10-4 |
1.3% |
806-6 |
Close |
796-4 |
813-0 |
16-4 |
2.1% |
808-4 |
Range |
1-0 |
7-0 |
6-0 |
600.0% |
31-2 |
ATR |
12-1 |
12-4 |
0-3 |
2.9% |
0-0 |
Volume |
15,437 |
15,854 |
417 |
2.7% |
113,077 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
832-0 |
829-4 |
816-7 |
|
R3 |
825-0 |
822-4 |
814-7 |
|
R2 |
818-0 |
818-0 |
814-2 |
|
R1 |
815-4 |
815-4 |
813-5 |
816-6 |
PP |
811-0 |
811-0 |
811-0 |
811-5 |
S1 |
808-4 |
808-4 |
812-3 |
809-6 |
S2 |
804-0 |
804-0 |
811-6 |
|
S3 |
797-0 |
801-4 |
811-1 |
|
S4 |
790-0 |
794-4 |
809-1 |
|
|
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 |
814-2 |
796-0 |
18-2 |
2.2% |
3-2 |
0.4% |
93% |
False |
False |
21,003 |
10 |
838-0 |
796-0 |
42-0 |
5.2% |
4-3 |
0.5% |
40% |
False |
False |
20,366 |
20 |
838-0 |
791-0 |
47-0 |
5.8% |
6-4 |
0.8% |
47% |
False |
False |
22,311 |
40 |
838-0 |
696-0 |
142-0 |
17.5% |
9-0 |
1.1% |
82% |
False |
False |
23,998 |
60 |
838-0 |
518-4 |
319-4 |
39.3% |
7-6 |
1.0% |
92% |
False |
False |
21,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
843-2 |
2.618 |
831-7 |
1.618 |
824-7 |
1.000 |
820-4 |
0.618 |
817-7 |
HIGH |
813-4 |
0.618 |
810-7 |
0.500 |
810-0 |
0.382 |
809-1 |
LOW |
806-4 |
0.618 |
802-1 |
1.000 |
799-4 |
1.618 |
795-1 |
2.618 |
788-1 |
4.250 |
776-6 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
812-0 |
810-2 |
PP |
811-0 |
807-4 |
S1 |
810-0 |
804-6 |
|