CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
812-2 |
806-0 |
-6-2 |
-0.8% |
806-0 |
High |
814-6 |
806-0 |
-8-6 |
-1.1% |
814-6 |
Low |
808-2 |
798-0 |
-10-2 |
-1.3% |
796-0 |
Close |
808-6 |
802-0 |
-6-6 |
-0.8% |
802-0 |
Range |
6-4 |
8-0 |
1-4 |
23.1% |
18-6 |
ATR |
12-0 |
12-0 |
-0-1 |
-0.8% |
0-0 |
Volume |
20,887 |
18,667 |
-2,220 |
-10.6% |
93,191 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826-0 |
822-0 |
806-3 |
|
R3 |
818-0 |
814-0 |
804-2 |
|
R2 |
810-0 |
810-0 |
803-4 |
|
R1 |
806-0 |
806-0 |
802-6 |
804-0 |
PP |
802-0 |
802-0 |
802-0 |
801-0 |
S1 |
798-0 |
798-0 |
801-2 |
796-0 |
S2 |
794-0 |
794-0 |
800-4 |
|
S3 |
786-0 |
790-0 |
799-6 |
|
S4 |
778-0 |
782-0 |
797-5 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
860-4 |
850-0 |
812-2 |
|
R3 |
841-6 |
831-2 |
807-1 |
|
R2 |
823-0 |
823-0 |
805-4 |
|
R1 |
812-4 |
812-4 |
803-6 |
808-3 |
PP |
804-2 |
804-2 |
804-2 |
802-2 |
S1 |
793-6 |
793-6 |
800-2 |
789-5 |
S2 |
785-4 |
785-4 |
798-4 |
|
S3 |
766-6 |
775-0 |
796-7 |
|
S4 |
748-0 |
756-2 |
791-6 |
|
|
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% |
5-4 |
0.7% |
32% |
False |
False |
18,638 |
10 |
838-0 |
796-0 |
42-0 |
5.2% |
5-3 |
0.7% |
14% |
False |
False |
20,626 |
20 |
838-0 |
791-0 |
47-0 |
5.9% |
6-1 |
0.8% |
23% |
False |
False |
21,613 |
40 |
838-0 |
696-0 |
142-0 |
17.7% |
8-6 |
1.1% |
75% |
False |
False |
23,710 |
60 |
838-0 |
518-4 |
319-4 |
39.8% |
8-0 |
1.0% |
89% |
False |
False |
21,580 |
80 |
838-0 |
514-0 |
324-0 |
40.4% |
7-0 |
0.9% |
89% |
False |
False |
18,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-0 |
2.618 |
827-0 |
1.618 |
819-0 |
1.000 |
814-0 |
0.618 |
811-0 |
HIGH |
806-0 |
0.618 |
803-0 |
0.500 |
802-0 |
0.382 |
801-0 |
LOW |
798-0 |
0.618 |
793-0 |
1.000 |
790-0 |
1.618 |
785-0 |
2.618 |
777-0 |
4.250 |
764-0 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
802-0 |
806-3 |
PP |
802-0 |
804-7 |
S1 |
802-0 |
803-4 |
|