CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
792-0 |
795-0 |
3-0 |
0.4% |
803-4 |
| High |
795-0 |
811-0 |
16-0 |
2.0% |
832-6 |
| Low |
789-0 |
794-0 |
5-0 |
0.6% |
801-0 |
| Close |
789-4 |
810-2 |
20-6 |
2.6% |
802-2 |
| Range |
6-0 |
17-0 |
11-0 |
183.3% |
31-6 |
| ATR |
15-5 |
16-0 |
0-3 |
2.7% |
0-0 |
| Volume |
54,090 |
53,630 |
-460 |
-0.9% |
300,598 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-1 |
850-1 |
819-5 |
|
| R3 |
839-1 |
833-1 |
814-7 |
|
| R2 |
822-1 |
822-1 |
813-3 |
|
| R1 |
816-1 |
816-1 |
811-6 |
819-1 |
| PP |
805-1 |
805-1 |
805-1 |
806-4 |
| S1 |
799-1 |
799-1 |
808-6 |
802-1 |
| S2 |
788-1 |
788-1 |
807-1 |
|
| S3 |
771-1 |
782-1 |
805-5 |
|
| S4 |
754-1 |
765-1 |
800-7 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
907-2 |
886-4 |
819-6 |
|
| R3 |
875-4 |
854-6 |
811-0 |
|
| R2 |
843-6 |
843-6 |
808-1 |
|
| R1 |
823-0 |
823-0 |
805-1 |
817-4 |
| PP |
812-0 |
812-0 |
812-0 |
809-2 |
| S1 |
791-2 |
791-2 |
799-3 |
785-6 |
| S2 |
780-2 |
780-2 |
796-3 |
|
| S3 |
748-4 |
759-4 |
793-4 |
|
| S4 |
716-6 |
727-6 |
784-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
826-0 |
789-0 |
37-0 |
4.6% |
13-4 |
1.7% |
57% |
False |
False |
53,691 |
| 10 |
832-6 |
789-0 |
43-6 |
5.4% |
10-4 |
1.3% |
49% |
False |
False |
55,301 |
| 20 |
832-6 |
779-0 |
53-6 |
6.6% |
11-3 |
1.4% |
58% |
False |
False |
70,928 |
| 40 |
832-6 |
686-6 |
146-0 |
18.0% |
13-7 |
1.7% |
85% |
False |
False |
78,636 |
| 60 |
832-6 |
509-4 |
323-2 |
39.9% |
13-3 |
1.7% |
93% |
False |
False |
80,226 |
| 80 |
832-6 |
507-0 |
325-6 |
40.2% |
12-2 |
1.5% |
93% |
False |
False |
70,035 |
| 100 |
832-6 |
507-0 |
325-6 |
40.2% |
11-2 |
1.4% |
93% |
False |
False |
62,139 |
| 120 |
832-6 |
507-0 |
325-6 |
40.2% |
10-6 |
1.3% |
93% |
False |
False |
55,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883-2 |
|
2.618 |
855-4 |
|
1.618 |
838-4 |
|
1.000 |
828-0 |
|
0.618 |
821-4 |
|
HIGH |
811-0 |
|
0.618 |
804-4 |
|
0.500 |
802-4 |
|
0.382 |
800-4 |
|
LOW |
794-0 |
|
0.618 |
783-4 |
|
1.000 |
777-0 |
|
1.618 |
766-4 |
|
2.618 |
749-4 |
|
4.250 |
721-6 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
807-5 |
806-7 |
| PP |
805-1 |
803-3 |
| S1 |
802-4 |
800-0 |
|