CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
784-0 |
785-6 |
1-6 |
0.2% |
799-0 |
| High |
784-6 |
795-2 |
10-4 |
1.3% |
827-0 |
| Low |
779-0 |
785-4 |
6-4 |
0.8% |
791-0 |
| Close |
779-6 |
794-0 |
14-2 |
1.8% |
800-0 |
| Range |
5-6 |
9-6 |
4-0 |
69.6% |
36-0 |
| ATR |
19-2 |
19-0 |
-0-2 |
-1.4% |
0-0 |
| Volume |
52,599 |
74,483 |
21,884 |
41.6% |
490,260 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820-7 |
817-1 |
799-3 |
|
| R3 |
811-1 |
807-3 |
796-5 |
|
| R2 |
801-3 |
801-3 |
795-6 |
|
| R1 |
797-5 |
797-5 |
794-7 |
799-4 |
| PP |
791-5 |
791-5 |
791-5 |
792-4 |
| S1 |
787-7 |
787-7 |
793-1 |
789-6 |
| S2 |
781-7 |
781-7 |
792-2 |
|
| S3 |
772-1 |
778-1 |
791-3 |
|
| S4 |
762-3 |
768-3 |
788-5 |
|
|
| 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 |
779-0 |
48-0 |
6.0% |
11-5 |
1.5% |
31% |
False |
False |
99,804 |
| 10 |
827-0 |
779-0 |
48-0 |
6.0% |
12-2 |
1.5% |
31% |
False |
False |
86,556 |
| 20 |
827-4 |
774-0 |
53-4 |
6.7% |
13-3 |
1.7% |
37% |
False |
False |
82,856 |
| 40 |
827-4 |
550-2 |
277-2 |
34.9% |
14-6 |
1.9% |
88% |
False |
False |
87,965 |
| 60 |
827-4 |
509-4 |
318-0 |
40.1% |
13-3 |
1.7% |
89% |
False |
False |
78,344 |
| 80 |
827-4 |
507-0 |
320-4 |
40.4% |
12-0 |
1.5% |
90% |
False |
False |
67,187 |
| 100 |
827-4 |
507-0 |
320-4 |
40.4% |
11-1 |
1.4% |
90% |
False |
False |
59,002 |
| 120 |
827-4 |
507-0 |
320-4 |
40.4% |
10-3 |
1.3% |
90% |
False |
False |
52,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836-6 |
|
2.618 |
820-6 |
|
1.618 |
811-0 |
|
1.000 |
805-0 |
|
0.618 |
801-2 |
|
HIGH |
795-2 |
|
0.618 |
791-4 |
|
0.500 |
790-3 |
|
0.382 |
789-2 |
|
LOW |
785-4 |
|
0.618 |
779-4 |
|
1.000 |
775-6 |
|
1.618 |
769-6 |
|
2.618 |
760-0 |
|
4.250 |
744-0 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792-6 |
791-6 |
| PP |
791-5 |
789-3 |
| S1 |
790-3 |
787-1 |
|