CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
806-6 |
798-2 |
-8-4 |
-1.1% |
811-4 |
| High |
807-4 |
817-2 |
9-6 |
1.2% |
817-4 |
| Low |
796-0 |
796-4 |
0-4 |
0.1% |
782-0 |
| Close |
800-4 |
816-4 |
16-0 |
2.0% |
807-4 |
| Range |
11-4 |
20-6 |
9-2 |
80.4% |
35-4 |
| ATR |
20-7 |
20-7 |
0-0 |
0.0% |
0-0 |
| Volume |
113,883 |
131,111 |
17,228 |
15.1% |
752,278 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872-3 |
865-1 |
827-7 |
|
| R3 |
851-5 |
844-3 |
822-2 |
|
| R2 |
830-7 |
830-7 |
820-2 |
|
| R1 |
823-5 |
823-5 |
818-3 |
827-2 |
| PP |
810-1 |
810-1 |
810-1 |
811-7 |
| S1 |
802-7 |
802-7 |
814-5 |
806-4 |
| S2 |
789-3 |
789-3 |
812-6 |
|
| S3 |
768-5 |
782-1 |
810-6 |
|
| S4 |
747-7 |
761-3 |
805-1 |
|
|
| 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 |
817-2 |
786-2 |
31-0 |
3.8% |
15-3 |
1.9% |
98% |
True |
False |
144,576 |
| 10 |
817-4 |
771-0 |
46-4 |
5.7% |
14-2 |
1.7% |
98% |
False |
False |
143,635 |
| 20 |
817-4 |
718-6 |
98-6 |
12.1% |
16-4 |
2.0% |
99% |
False |
False |
176,359 |
| 40 |
817-4 |
506-0 |
311-4 |
38.2% |
16-1 |
2.0% |
100% |
False |
False |
170,492 |
| 60 |
817-4 |
506-0 |
311-4 |
38.2% |
13-6 |
1.7% |
100% |
False |
False |
139,922 |
| 80 |
817-4 |
502-0 |
315-4 |
38.6% |
12-1 |
1.5% |
100% |
False |
False |
120,771 |
| 100 |
817-4 |
502-0 |
315-4 |
38.6% |
11-1 |
1.4% |
100% |
False |
False |
105,425 |
| 120 |
817-4 |
502-0 |
315-4 |
38.6% |
10-3 |
1.3% |
100% |
False |
False |
93,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
905-4 |
|
2.618 |
871-5 |
|
1.618 |
850-7 |
|
1.000 |
838-0 |
|
0.618 |
830-1 |
|
HIGH |
817-2 |
|
0.618 |
809-3 |
|
0.500 |
806-7 |
|
0.382 |
804-3 |
|
LOW |
796-4 |
|
0.618 |
783-5 |
|
1.000 |
775-6 |
|
1.618 |
762-7 |
|
2.618 |
742-1 |
|
4.250 |
708-2 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813-2 |
813-0 |
| PP |
810-1 |
809-5 |
| S1 |
806-7 |
806-1 |
|