CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
792-4 |
795-2 |
2-6 |
0.3% |
798-4 |
| High |
795-0 |
805-6 |
10-6 |
1.4% |
834-0 |
| Low |
786-4 |
795-0 |
8-4 |
1.1% |
795-0 |
| Close |
789-0 |
804-0 |
15-0 |
1.9% |
809-2 |
| Range |
8-4 |
10-6 |
2-2 |
26.5% |
39-0 |
| ATR |
19-5 |
19-4 |
-0-2 |
-1.1% |
0-0 |
| Volume |
199,451 |
110,768 |
-88,683 |
-44.5% |
737,446 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833-7 |
829-5 |
809-7 |
|
| R3 |
823-1 |
818-7 |
807-0 |
|
| R2 |
812-3 |
812-3 |
806-0 |
|
| R1 |
808-1 |
808-1 |
805-0 |
810-2 |
| PP |
801-5 |
801-5 |
801-5 |
802-5 |
| S1 |
797-3 |
797-3 |
803-0 |
799-4 |
| S2 |
790-7 |
790-7 |
802-0 |
|
| S3 |
780-1 |
786-5 |
801-0 |
|
| S4 |
769-3 |
775-7 |
798-1 |
|
|
| 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 |
5.9% |
13-0 |
1.6% |
37% |
False |
False |
186,874 |
| 10 |
834-0 |
786-2 |
47-6 |
5.9% |
14-1 |
1.8% |
37% |
False |
False |
165,725 |
| 20 |
834-0 |
745-4 |
88-4 |
11.0% |
15-0 |
1.9% |
66% |
False |
False |
167,901 |
| 40 |
834-0 |
548-2 |
285-6 |
35.5% |
16-3 |
2.0% |
90% |
False |
False |
180,058 |
| 60 |
834-0 |
506-0 |
328-0 |
40.8% |
14-0 |
1.7% |
91% |
False |
False |
149,709 |
| 80 |
834-0 |
502-0 |
332-0 |
41.3% |
12-5 |
1.6% |
91% |
False |
False |
128,560 |
| 100 |
834-0 |
502-0 |
332-0 |
41.3% |
11-4 |
1.4% |
91% |
False |
False |
113,089 |
| 120 |
834-0 |
502-0 |
332-0 |
41.3% |
10-5 |
1.3% |
91% |
False |
False |
100,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851-4 |
|
2.618 |
833-7 |
|
1.618 |
823-1 |
|
1.000 |
816-4 |
|
0.618 |
812-3 |
|
HIGH |
805-6 |
|
0.618 |
801-5 |
|
0.500 |
800-3 |
|
0.382 |
799-1 |
|
LOW |
795-0 |
|
0.618 |
788-3 |
|
1.000 |
784-2 |
|
1.618 |
777-5 |
|
2.618 |
766-7 |
|
4.250 |
749-2 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
802-6 |
801-3 |
| PP |
801-5 |
798-6 |
| S1 |
800-3 |
796-1 |
|