CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
803-4 |
830-0 |
26-4 |
3.3% |
782-4 |
| High |
816-2 |
832-6 |
16-4 |
2.0% |
803-0 |
| Low |
801-6 |
825-4 |
23-6 |
3.0% |
779-0 |
| Close |
815-2 |
831-2 |
16-0 |
2.0% |
798-4 |
| Range |
14-4 |
7-2 |
-7-2 |
-50.0% |
24-0 |
| ATR |
17-1 |
17-2 |
0-0 |
0.1% |
0-0 |
| Volume |
65,605 |
55,495 |
-10,110 |
-15.4% |
353,752 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851-5 |
848-5 |
835-2 |
|
| R3 |
844-3 |
841-3 |
833-2 |
|
| R2 |
837-1 |
837-1 |
832-5 |
|
| R1 |
834-1 |
834-1 |
831-7 |
835-5 |
| PP |
829-7 |
829-7 |
829-7 |
830-4 |
| S1 |
826-7 |
826-7 |
830-5 |
828-3 |
| S2 |
822-5 |
822-5 |
829-7 |
|
| S3 |
815-3 |
819-5 |
829-2 |
|
| S4 |
808-1 |
812-3 |
827-2 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865-4 |
856-0 |
811-6 |
|
| R3 |
841-4 |
832-0 |
805-1 |
|
| R2 |
817-4 |
817-4 |
802-7 |
|
| R1 |
808-0 |
808-0 |
800-6 |
812-6 |
| PP |
793-4 |
793-4 |
793-4 |
795-7 |
| S1 |
784-0 |
784-0 |
796-2 |
788-6 |
| S2 |
769-4 |
769-4 |
794-1 |
|
| S3 |
745-4 |
760-0 |
791-7 |
|
| S4 |
721-4 |
736-0 |
785-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832-6 |
785-4 |
47-2 |
5.7% |
8-2 |
1.0% |
97% |
True |
False |
60,386 |
| 10 |
832-6 |
779-0 |
53-6 |
6.5% |
11-1 |
1.3% |
97% |
True |
False |
82,405 |
| 20 |
832-6 |
776-4 |
56-2 |
6.8% |
11-1 |
1.3% |
97% |
True |
False |
75,925 |
| 40 |
832-6 |
604-6 |
228-0 |
27.4% |
14-3 |
1.7% |
99% |
True |
False |
86,182 |
| 60 |
832-6 |
509-4 |
323-2 |
38.9% |
13-1 |
1.6% |
100% |
True |
False |
79,827 |
| 80 |
832-6 |
507-0 |
325-6 |
39.2% |
12-0 |
1.4% |
100% |
True |
False |
68,565 |
| 100 |
832-6 |
507-0 |
325-6 |
39.2% |
11-1 |
1.3% |
100% |
True |
False |
60,565 |
| 120 |
832-6 |
507-0 |
325-6 |
39.2% |
10-4 |
1.3% |
100% |
True |
False |
53,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863-4 |
|
2.618 |
851-6 |
|
1.618 |
844-4 |
|
1.000 |
840-0 |
|
0.618 |
837-2 |
|
HIGH |
832-6 |
|
0.618 |
830-0 |
|
0.500 |
829-1 |
|
0.382 |
828-2 |
|
LOW |
825-4 |
|
0.618 |
821-0 |
|
1.000 |
818-2 |
|
1.618 |
813-6 |
|
2.618 |
806-4 |
|
4.250 |
794-6 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
830-4 |
826-0 |
| PP |
829-7 |
820-5 |
| S1 |
829-1 |
815-3 |
|