CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
824-4 |
782-4 |
-42-0 |
-5.1% |
799-0 |
| High |
827-0 |
788-2 |
-38-6 |
-4.7% |
827-0 |
| Low |
799-0 |
782-0 |
-17-0 |
-2.1% |
791-0 |
| Close |
800-0 |
782-6 |
-17-2 |
-2.2% |
800-0 |
| Range |
28-0 |
6-2 |
-21-6 |
-77.7% |
36-0 |
| ATR |
20-4 |
20-2 |
-0-1 |
-0.9% |
0-0 |
| Volume |
136,873 |
120,323 |
-16,550 |
-12.1% |
490,260 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803-1 |
799-1 |
786-2 |
|
| R3 |
796-7 |
792-7 |
784-4 |
|
| R2 |
790-5 |
790-5 |
783-7 |
|
| R1 |
786-5 |
786-5 |
783-3 |
788-5 |
| PP |
784-3 |
784-3 |
784-3 |
785-2 |
| S1 |
780-3 |
780-3 |
782-1 |
782-3 |
| S2 |
778-1 |
778-1 |
781-5 |
|
| S3 |
771-7 |
774-1 |
781-0 |
|
| S4 |
765-5 |
767-7 |
779-2 |
|
|
| 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 |
782-0 |
45-0 |
5.7% |
14-6 |
1.9% |
2% |
False |
True |
110,478 |
| 10 |
827-0 |
782-0 |
45-0 |
5.7% |
13-5 |
1.7% |
2% |
False |
True |
89,794 |
| 20 |
827-4 |
774-0 |
53-4 |
6.8% |
14-4 |
1.8% |
16% |
False |
False |
85,348 |
| 40 |
827-4 |
522-4 |
305-0 |
39.0% |
15-1 |
1.9% |
85% |
False |
False |
88,538 |
| 60 |
827-4 |
509-4 |
318-0 |
40.6% |
13-3 |
1.7% |
86% |
False |
False |
77,164 |
| 80 |
827-4 |
507-0 |
320-4 |
40.9% |
12-0 |
1.5% |
86% |
False |
False |
66,403 |
| 100 |
827-4 |
507-0 |
320-4 |
40.9% |
11-1 |
1.4% |
86% |
False |
False |
58,112 |
| 120 |
827-4 |
507-0 |
320-4 |
40.9% |
10-3 |
1.3% |
86% |
False |
False |
51,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814-6 |
|
2.618 |
804-5 |
|
1.618 |
798-3 |
|
1.000 |
794-4 |
|
0.618 |
792-1 |
|
HIGH |
788-2 |
|
0.618 |
785-7 |
|
0.500 |
785-1 |
|
0.382 |
784-3 |
|
LOW |
782-0 |
|
0.618 |
778-1 |
|
1.000 |
775-6 |
|
1.618 |
771-7 |
|
2.618 |
765-5 |
|
4.250 |
755-4 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
785-1 |
804-4 |
| PP |
784-3 |
797-2 |
| S1 |
783-4 |
790-0 |
|