CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
806-4 |
812-2 |
5-6 |
0.7% |
812-4 |
High |
813-4 |
814-6 |
1-2 |
0.2% |
838-0 |
Low |
806-4 |
808-2 |
1-6 |
0.2% |
806-6 |
Close |
813-0 |
808-6 |
-4-2 |
-0.5% |
808-4 |
Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
31-2 |
ATR |
12-4 |
12-0 |
-0-3 |
-3.4% |
0-0 |
Volume |
15,854 |
20,887 |
5,033 |
31.7% |
113,077 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830-1 |
825-7 |
812-3 |
|
R3 |
823-5 |
819-3 |
810-4 |
|
R2 |
817-1 |
817-1 |
810-0 |
|
R1 |
812-7 |
812-7 |
809-3 |
811-6 |
PP |
810-5 |
810-5 |
810-5 |
810-0 |
S1 |
806-3 |
806-3 |
808-1 |
805-2 |
S2 |
804-1 |
804-1 |
807-4 |
|
S3 |
797-5 |
799-7 |
807-0 |
|
S4 |
791-1 |
793-3 |
805-1 |
|
|
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 |
814-6 |
796-0 |
18-6 |
2.3% |
4-3 |
0.5% |
68% |
True |
False |
20,217 |
10 |
838-0 |
796-0 |
42-0 |
5.2% |
4-5 |
0.6% |
30% |
False |
False |
20,795 |
20 |
838-0 |
791-0 |
47-0 |
5.8% |
6-2 |
0.8% |
38% |
False |
False |
22,156 |
40 |
838-0 |
696-0 |
142-0 |
17.6% |
8-6 |
1.1% |
79% |
False |
False |
24,044 |
60 |
838-0 |
518-4 |
319-4 |
39.5% |
7-7 |
1.0% |
91% |
False |
False |
21,471 |
80 |
838-0 |
514-0 |
324-0 |
40.1% |
6-7 |
0.9% |
91% |
False |
False |
18,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
842-3 |
2.618 |
831-6 |
1.618 |
825-2 |
1.000 |
821-2 |
0.618 |
818-6 |
HIGH |
814-6 |
0.618 |
812-2 |
0.500 |
811-4 |
0.382 |
810-6 |
LOW |
808-2 |
0.618 |
804-2 |
1.000 |
801-6 |
1.618 |
797-6 |
2.618 |
791-2 |
4.250 |
780-5 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
811-4 |
807-5 |
PP |
810-5 |
806-4 |
S1 |
809-5 |
805-3 |
|