CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
829-4 |
830-4 |
1-0 |
0.1% |
798-4 |
| High |
829-6 |
834-0 |
4-2 |
0.5% |
834-0 |
| Low |
822-0 |
807-4 |
-14-4 |
-1.8% |
795-0 |
| Close |
823-6 |
809-2 |
-14-4 |
-1.8% |
809-2 |
| Range |
7-6 |
26-4 |
18-6 |
241.9% |
39-0 |
| ATR |
20-2 |
20-6 |
0-4 |
2.2% |
0-0 |
| Volume |
173,955 |
184,057 |
10,102 |
5.8% |
737,446 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896-3 |
879-3 |
823-7 |
|
| R3 |
869-7 |
852-7 |
816-4 |
|
| R2 |
843-3 |
843-3 |
814-1 |
|
| R1 |
826-3 |
826-3 |
811-5 |
821-5 |
| PP |
816-7 |
816-7 |
816-7 |
814-4 |
| S1 |
799-7 |
799-7 |
806-7 |
795-1 |
| S2 |
790-3 |
790-3 |
804-3 |
|
| S3 |
763-7 |
773-3 |
802-0 |
|
| S4 |
737-3 |
746-7 |
794-5 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929-6 |
908-4 |
830-6 |
|
| R3 |
890-6 |
869-4 |
820-0 |
|
| R2 |
851-6 |
851-6 |
816-3 |
|
| R1 |
830-4 |
830-4 |
812-7 |
841-1 |
| PP |
812-6 |
812-6 |
812-6 |
818-0 |
| S1 |
791-4 |
791-4 |
805-5 |
802-1 |
| S2 |
773-6 |
773-6 |
802-1 |
|
| S3 |
734-6 |
752-4 |
798-4 |
|
| S4 |
695-6 |
713-4 |
787-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
834-0 |
795-0 |
39-0 |
4.8% |
16-1 |
2.0% |
37% |
True |
False |
147,489 |
| 10 |
834-0 |
782-0 |
52-0 |
6.4% |
15-1 |
1.9% |
52% |
True |
False |
148,972 |
| 20 |
834-0 |
745-4 |
88-4 |
10.9% |
16-2 |
2.0% |
72% |
True |
False |
168,200 |
| 40 |
834-0 |
506-0 |
328-0 |
40.5% |
16-6 |
2.1% |
92% |
True |
False |
173,852 |
| 60 |
834-0 |
506-0 |
328-0 |
40.5% |
14-0 |
1.7% |
92% |
True |
False |
143,957 |
| 80 |
834-0 |
502-0 |
332-0 |
41.0% |
12-4 |
1.5% |
93% |
True |
False |
124,115 |
| 100 |
834-0 |
502-0 |
332-0 |
41.0% |
11-3 |
1.4% |
93% |
True |
False |
108,395 |
| 120 |
834-0 |
502-0 |
332-0 |
41.0% |
10-4 |
1.3% |
93% |
True |
False |
96,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946-5 |
|
2.618 |
903-3 |
|
1.618 |
876-7 |
|
1.000 |
860-4 |
|
0.618 |
850-3 |
|
HIGH |
834-0 |
|
0.618 |
823-7 |
|
0.500 |
820-6 |
|
0.382 |
817-5 |
|
LOW |
807-4 |
|
0.618 |
791-1 |
|
1.000 |
781-0 |
|
1.618 |
764-5 |
|
2.618 |
738-1 |
|
4.250 |
694-7 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820-6 |
815-2 |
| PP |
816-7 |
813-2 |
| S1 |
813-1 |
811-2 |
|