CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
825-4 |
824-4 |
-1-0 |
-0.1% |
799-0 |
| High |
825-4 |
827-0 |
1-4 |
0.2% |
827-0 |
| Low |
817-0 |
799-0 |
-18-0 |
-2.2% |
791-0 |
| Close |
818-2 |
800-0 |
-18-2 |
-2.2% |
800-0 |
| Range |
8-4 |
28-0 |
19-4 |
229.4% |
36-0 |
| ATR |
19-7 |
20-4 |
0-5 |
2.9% |
0-0 |
| Volume |
114,746 |
136,873 |
22,127 |
19.3% |
490,260 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892-5 |
874-3 |
815-3 |
|
| R3 |
864-5 |
846-3 |
807-6 |
|
| R2 |
836-5 |
836-5 |
805-1 |
|
| R1 |
818-3 |
818-3 |
802-5 |
813-4 |
| PP |
808-5 |
808-5 |
808-5 |
806-2 |
| S1 |
790-3 |
790-3 |
797-3 |
785-4 |
| S2 |
780-5 |
780-5 |
794-7 |
|
| S3 |
752-5 |
762-3 |
792-2 |
|
| S4 |
724-5 |
734-3 |
784-5 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914-0 |
893-0 |
819-6 |
|
| R3 |
878-0 |
857-0 |
809-7 |
|
| R2 |
842-0 |
842-0 |
806-5 |
|
| R1 |
821-0 |
821-0 |
803-2 |
831-4 |
| PP |
806-0 |
806-0 |
806-0 |
811-2 |
| S1 |
785-0 |
785-0 |
796-6 |
795-4 |
| S2 |
770-0 |
770-0 |
793-3 |
|
| S3 |
734-0 |
749-0 |
790-1 |
|
| S4 |
698-0 |
713-0 |
780-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
827-0 |
791-0 |
36-0 |
4.5% |
15-1 |
1.9% |
25% |
True |
False |
98,052 |
| 10 |
827-0 |
782-6 |
44-2 |
5.5% |
13-6 |
1.7% |
39% |
True |
False |
84,243 |
| 20 |
827-4 |
766-0 |
61-4 |
7.7% |
14-6 |
1.9% |
55% |
False |
False |
83,653 |
| 40 |
827-4 |
509-4 |
318-0 |
39.8% |
15-3 |
1.9% |
91% |
False |
False |
87,308 |
| 60 |
827-4 |
509-4 |
318-0 |
39.8% |
13-3 |
1.7% |
91% |
False |
False |
75,717 |
| 80 |
827-4 |
507-0 |
320-4 |
40.1% |
12-0 |
1.5% |
91% |
False |
False |
65,378 |
| 100 |
827-4 |
507-0 |
320-4 |
40.1% |
11-1 |
1.4% |
91% |
False |
False |
57,094 |
| 120 |
827-4 |
507-0 |
320-4 |
40.1% |
10-3 |
1.3% |
91% |
False |
False |
50,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946-0 |
|
2.618 |
900-2 |
|
1.618 |
872-2 |
|
1.000 |
855-0 |
|
0.618 |
844-2 |
|
HIGH |
827-0 |
|
0.618 |
816-2 |
|
0.500 |
813-0 |
|
0.382 |
809-6 |
|
LOW |
799-0 |
|
0.618 |
781-6 |
|
1.000 |
771-0 |
|
1.618 |
753-6 |
|
2.618 |
725-6 |
|
4.250 |
680-0 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813-0 |
809-0 |
| PP |
808-5 |
806-0 |
| S1 |
804-3 |
803-0 |
|