CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
810-6 |
811-0 |
0-2 |
0.0% |
803-0 |
| High |
817-0 |
811-4 |
-5-4 |
-0.7% |
817-0 |
| Low |
809-0 |
799-0 |
-10-0 |
-1.2% |
789-0 |
| Close |
811-4 |
802-6 |
-8-6 |
-1.1% |
802-6 |
| Range |
8-0 |
12-4 |
4-4 |
56.3% |
28-0 |
| ATR |
15-4 |
15-2 |
-0-2 |
-1.4% |
0-0 |
| Volume |
51,001 |
12,637 |
-38,364 |
-75.2% |
209,703 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841-7 |
834-7 |
809-5 |
|
| R3 |
829-3 |
822-3 |
806-2 |
|
| R2 |
816-7 |
816-7 |
805-0 |
|
| R1 |
809-7 |
809-7 |
803-7 |
807-1 |
| PP |
804-3 |
804-3 |
804-3 |
803-0 |
| S1 |
797-3 |
797-3 |
801-5 |
794-5 |
| S2 |
791-7 |
791-7 |
800-4 |
|
| S3 |
779-3 |
784-7 |
799-2 |
|
| S4 |
766-7 |
772-3 |
795-7 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886-7 |
872-7 |
818-1 |
|
| R3 |
858-7 |
844-7 |
810-4 |
|
| R2 |
830-7 |
830-7 |
807-7 |
|
| R1 |
816-7 |
816-7 |
805-3 |
809-7 |
| PP |
802-7 |
802-7 |
802-7 |
799-4 |
| S1 |
788-7 |
788-7 |
800-1 |
781-7 |
| S2 |
774-7 |
774-7 |
797-5 |
|
| S3 |
746-7 |
760-7 |
795-0 |
|
| S4 |
718-7 |
732-7 |
787-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
817-0 |
789-0 |
28-0 |
3.5% |
10-4 |
1.3% |
49% |
False |
False |
41,940 |
| 10 |
832-6 |
789-0 |
43-6 |
5.5% |
11-5 |
1.4% |
31% |
False |
False |
51,030 |
| 20 |
832-6 |
779-0 |
53-6 |
6.7% |
11-1 |
1.4% |
44% |
False |
False |
67,715 |
| 40 |
832-6 |
686-6 |
146-0 |
18.2% |
13-5 |
1.7% |
79% |
False |
False |
75,320 |
| 60 |
832-6 |
509-4 |
323-2 |
40.3% |
13-4 |
1.7% |
91% |
False |
False |
79,204 |
| 80 |
832-6 |
507-0 |
325-6 |
40.6% |
12-3 |
1.5% |
91% |
False |
False |
69,911 |
| 100 |
832-6 |
507-0 |
325-6 |
40.6% |
11-3 |
1.4% |
91% |
False |
False |
62,142 |
| 120 |
832-6 |
507-0 |
325-6 |
40.6% |
10-6 |
1.3% |
91% |
False |
False |
55,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
864-5 |
|
2.618 |
844-2 |
|
1.618 |
831-6 |
|
1.000 |
824-0 |
|
0.618 |
819-2 |
|
HIGH |
811-4 |
|
0.618 |
806-6 |
|
0.500 |
805-2 |
|
0.382 |
803-6 |
|
LOW |
799-0 |
|
0.618 |
791-2 |
|
1.000 |
786-4 |
|
1.618 |
778-6 |
|
2.618 |
766-2 |
|
4.250 |
745-7 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
805-2 |
805-4 |
| PP |
804-3 |
804-5 |
| S1 |
803-5 |
803-5 |
|