CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
798-4 |
806-6 |
8-2 |
1.0% |
811-4 |
| High |
809-0 |
807-4 |
-1-4 |
-0.2% |
817-4 |
| Low |
795-0 |
796-0 |
1-0 |
0.1% |
782-0 |
| Close |
805-0 |
800-4 |
-4-4 |
-0.6% |
807-4 |
| Range |
14-0 |
11-4 |
-2-4 |
-17.9% |
35-4 |
| ATR |
21-5 |
20-7 |
-0-6 |
-3.3% |
0-0 |
| Volume |
134,440 |
113,883 |
-20,557 |
-15.3% |
752,278 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835-7 |
829-5 |
806-7 |
|
| R3 |
824-3 |
818-1 |
803-5 |
|
| R2 |
812-7 |
812-7 |
802-5 |
|
| R1 |
806-5 |
806-5 |
801-4 |
804-0 |
| PP |
801-3 |
801-3 |
801-3 |
800-0 |
| S1 |
795-1 |
795-1 |
799-4 |
792-4 |
| S2 |
789-7 |
789-7 |
798-3 |
|
| S3 |
778-3 |
783-5 |
797-3 |
|
| S4 |
766-7 |
772-1 |
794-1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908-7 |
893-5 |
827-0 |
|
| R3 |
873-3 |
858-1 |
817-2 |
|
| R2 |
837-7 |
837-7 |
814-0 |
|
| R1 |
822-5 |
822-5 |
810-6 |
812-4 |
| PP |
802-3 |
802-3 |
802-3 |
797-2 |
| S1 |
787-1 |
787-1 |
804-2 |
777-0 |
| S2 |
766-7 |
766-7 |
801-0 |
|
| S3 |
731-3 |
751-5 |
797-6 |
|
| S4 |
695-7 |
716-1 |
788-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
816-6 |
782-0 |
34-6 |
4.3% |
15-6 |
2.0% |
53% |
False |
False |
146,341 |
| 10 |
817-4 |
771-0 |
46-4 |
5.8% |
12-7 |
1.6% |
63% |
False |
False |
152,149 |
| 20 |
817-4 |
685-4 |
132-0 |
16.5% |
18-4 |
2.3% |
87% |
False |
False |
178,415 |
| 40 |
817-4 |
506-0 |
311-4 |
38.9% |
15-6 |
2.0% |
95% |
False |
False |
169,289 |
| 60 |
817-4 |
503-2 |
314-2 |
39.3% |
13-4 |
1.7% |
95% |
False |
False |
139,057 |
| 80 |
817-4 |
502-0 |
315-4 |
39.4% |
11-7 |
1.5% |
95% |
False |
False |
119,559 |
| 100 |
817-4 |
502-0 |
315-4 |
39.4% |
11-0 |
1.4% |
95% |
False |
False |
104,529 |
| 120 |
817-4 |
502-0 |
315-4 |
39.4% |
10-2 |
1.3% |
95% |
False |
False |
92,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856-3 |
|
2.618 |
837-5 |
|
1.618 |
826-1 |
|
1.000 |
819-0 |
|
0.618 |
814-5 |
|
HIGH |
807-4 |
|
0.618 |
803-1 |
|
0.500 |
801-6 |
|
0.382 |
800-3 |
|
LOW |
796-0 |
|
0.618 |
788-7 |
|
1.000 |
784-4 |
|
1.618 |
777-3 |
|
2.618 |
765-7 |
|
4.250 |
747-1 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
801-6 |
805-7 |
| PP |
801-3 |
804-1 |
| S1 |
800-7 |
802-2 |
|