CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
820-4 |
808-4 |
-12-0 |
-1.5% |
811-4 |
| High |
820-4 |
810-0 |
-10-4 |
-1.3% |
840-0 |
| Low |
806-0 |
800-2 |
-5-6 |
-0.7% |
806-0 |
| Close |
808-4 |
800-6 |
-7-6 |
-1.0% |
808-4 |
| Range |
14-4 |
9-6 |
-4-6 |
-32.8% |
34-0 |
| ATR |
17-3 |
16-6 |
-0-4 |
-3.1% |
0-0 |
| Volume |
176,444 |
122,226 |
-54,218 |
-30.7% |
722,157 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832-7 |
826-5 |
806-1 |
|
| R3 |
823-1 |
816-7 |
803-3 |
|
| R2 |
813-3 |
813-3 |
802-4 |
|
| R1 |
807-1 |
807-1 |
801-5 |
805-3 |
| PP |
803-5 |
803-5 |
803-5 |
802-6 |
| S1 |
797-3 |
797-3 |
799-7 |
795-5 |
| S2 |
793-7 |
793-7 |
799-0 |
|
| S3 |
784-1 |
787-5 |
798-1 |
|
| S4 |
774-3 |
777-7 |
795-3 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920-1 |
898-3 |
827-2 |
|
| R3 |
886-1 |
864-3 |
817-7 |
|
| R2 |
852-1 |
852-1 |
814-6 |
|
| R1 |
830-3 |
830-3 |
811-5 |
824-2 |
| PP |
818-1 |
818-1 |
818-1 |
815-1 |
| S1 |
796-3 |
796-3 |
805-3 |
790-2 |
| S2 |
784-1 |
784-1 |
802-2 |
|
| S3 |
750-1 |
762-3 |
799-1 |
|
| S4 |
716-1 |
728-3 |
789-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
840-0 |
800-2 |
39-6 |
5.0% |
12-2 |
1.5% |
1% |
False |
True |
147,479 |
| 10 |
840-0 |
786-4 |
53-4 |
6.7% |
11-0 |
1.4% |
27% |
False |
False |
141,542 |
| 20 |
840-0 |
782-0 |
58-0 |
7.2% |
13-2 |
1.7% |
32% |
False |
False |
152,162 |
| 40 |
840-0 |
650-6 |
189-2 |
23.6% |
15-3 |
1.9% |
79% |
False |
False |
171,106 |
| 60 |
840-0 |
506-0 |
334-0 |
41.7% |
14-2 |
1.8% |
88% |
False |
False |
157,789 |
| 80 |
840-0 |
502-0 |
338-0 |
42.2% |
12-7 |
1.6% |
88% |
False |
False |
136,648 |
| 100 |
840-0 |
502-0 |
338-0 |
42.2% |
11-5 |
1.5% |
88% |
False |
False |
119,711 |
| 120 |
840-0 |
502-0 |
338-0 |
42.2% |
11-0 |
1.4% |
88% |
False |
False |
107,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851-4 |
|
2.618 |
835-4 |
|
1.618 |
825-6 |
|
1.000 |
819-6 |
|
0.618 |
816-0 |
|
HIGH |
810-0 |
|
0.618 |
806-2 |
|
0.500 |
805-1 |
|
0.382 |
804-0 |
|
LOW |
800-2 |
|
0.618 |
794-2 |
|
1.000 |
790-4 |
|
1.618 |
784-4 |
|
2.618 |
774-6 |
|
4.250 |
758-6 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
805-1 |
815-5 |
| PP |
803-5 |
810-5 |
| S1 |
802-2 |
805-6 |
|