CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
785-6 |
795-6 |
10-0 |
1.3% |
799-0 |
| High |
795-2 |
800-0 |
4-6 |
0.6% |
827-0 |
| Low |
785-4 |
795-2 |
9-6 |
1.2% |
791-0 |
| Close |
794-0 |
797-6 |
3-6 |
0.5% |
800-0 |
| Range |
9-6 |
4-6 |
-5-0 |
-51.3% |
36-0 |
| ATR |
19-0 |
18-0 |
-0-7 |
-4.9% |
0-0 |
| Volume |
74,483 |
50,736 |
-23,747 |
-31.9% |
490,260 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811-7 |
809-5 |
800-3 |
|
| R3 |
807-1 |
804-7 |
799-0 |
|
| R2 |
802-3 |
802-3 |
798-5 |
|
| R1 |
800-1 |
800-1 |
798-1 |
801-2 |
| PP |
797-5 |
797-5 |
797-5 |
798-2 |
| S1 |
795-3 |
795-3 |
797-3 |
796-4 |
| S2 |
792-7 |
792-7 |
796-7 |
|
| S3 |
788-1 |
790-5 |
796-4 |
|
| S4 |
783-3 |
785-7 |
795-1 |
|
|
| 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% |
10-7 |
1.4% |
39% |
False |
False |
87,002 |
| 10 |
827-0 |
779-0 |
48-0 |
6.0% |
11-2 |
1.4% |
39% |
False |
False |
84,879 |
| 20 |
827-4 |
774-0 |
53-4 |
6.7% |
12-4 |
1.6% |
44% |
False |
False |
80,258 |
| 40 |
827-4 |
550-2 |
277-2 |
34.8% |
14-4 |
1.8% |
89% |
False |
False |
87,812 |
| 60 |
827-4 |
509-4 |
318-0 |
39.9% |
13-1 |
1.6% |
91% |
False |
False |
78,774 |
| 80 |
827-4 |
507-0 |
320-4 |
40.2% |
12-0 |
1.5% |
91% |
False |
False |
67,473 |
| 100 |
827-4 |
507-0 |
320-4 |
40.2% |
11-1 |
1.4% |
91% |
False |
False |
59,287 |
| 120 |
827-4 |
507-0 |
320-4 |
40.2% |
10-3 |
1.3% |
91% |
False |
False |
52,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820-2 |
|
2.618 |
812-3 |
|
1.618 |
807-5 |
|
1.000 |
804-6 |
|
0.618 |
802-7 |
|
HIGH |
800-0 |
|
0.618 |
798-1 |
|
0.500 |
797-5 |
|
0.382 |
797-1 |
|
LOW |
795-2 |
|
0.618 |
792-3 |
|
1.000 |
790-4 |
|
1.618 |
787-5 |
|
2.618 |
782-7 |
|
4.250 |
775-0 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
797-6 |
795-0 |
| PP |
797-5 |
792-2 |
| S1 |
797-5 |
789-4 |
|