CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
792-0 |
792-4 |
0-4 |
0.1% |
798-4 |
| High |
802-6 |
795-0 |
-7-6 |
-1.0% |
834-0 |
| Low |
791-4 |
786-4 |
-5-0 |
-0.6% |
795-0 |
| Close |
792-2 |
789-0 |
-3-2 |
-0.4% |
809-2 |
| Range |
11-2 |
8-4 |
-2-6 |
-24.4% |
39-0 |
| ATR |
20-4 |
19-5 |
-0-7 |
-4.2% |
0-0 |
| Volume |
266,141 |
199,451 |
-66,690 |
-25.1% |
737,446 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-5 |
810-7 |
793-5 |
|
| R3 |
807-1 |
802-3 |
791-3 |
|
| R2 |
798-5 |
798-5 |
790-4 |
|
| R1 |
793-7 |
793-7 |
789-6 |
792-0 |
| PP |
790-1 |
790-1 |
790-1 |
789-2 |
| S1 |
785-3 |
785-3 |
788-2 |
783-4 |
| S2 |
781-5 |
781-5 |
787-4 |
|
| S3 |
773-1 |
776-7 |
786-5 |
|
| S4 |
764-5 |
768-3 |
784-3 |
|
|
| 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 |
786-4 |
47-4 |
6.0% |
15-0 |
1.9% |
5% |
False |
True |
190,943 |
| 10 |
834-0 |
782-0 |
52-0 |
6.6% |
15-3 |
1.9% |
13% |
False |
False |
168,642 |
| 20 |
834-0 |
745-4 |
88-4 |
11.2% |
15-5 |
2.0% |
49% |
False |
False |
172,003 |
| 40 |
834-0 |
548-2 |
285-6 |
36.2% |
16-3 |
2.1% |
84% |
False |
False |
180,960 |
| 60 |
834-0 |
506-0 |
328-0 |
41.6% |
14-0 |
1.8% |
86% |
False |
False |
149,447 |
| 80 |
834-0 |
502-0 |
332-0 |
42.1% |
12-4 |
1.6% |
86% |
False |
False |
127,916 |
| 100 |
834-0 |
502-0 |
332-0 |
42.1% |
11-3 |
1.4% |
86% |
False |
False |
112,305 |
| 120 |
834-0 |
502-0 |
332-0 |
42.1% |
10-5 |
1.3% |
86% |
False |
False |
99,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
831-1 |
|
2.618 |
817-2 |
|
1.618 |
808-6 |
|
1.000 |
803-4 |
|
0.618 |
800-2 |
|
HIGH |
795-0 |
|
0.618 |
791-6 |
|
0.500 |
790-6 |
|
0.382 |
789-6 |
|
LOW |
786-4 |
|
0.618 |
781-2 |
|
1.000 |
778-0 |
|
1.618 |
772-6 |
|
2.618 |
764-2 |
|
4.250 |
750-3 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
790-6 |
810-2 |
| PP |
790-1 |
803-1 |
| S1 |
789-5 |
796-1 |
|