CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
798-4 |
799-0 |
0-4 |
0.1% |
811-4 |
| High |
803-4 |
815-0 |
11-4 |
1.4% |
840-0 |
| Low |
794-6 |
798-0 |
3-2 |
0.4% |
806-0 |
| Close |
795-4 |
813-4 |
18-0 |
2.3% |
808-4 |
| Range |
8-6 |
17-0 |
8-2 |
94.3% |
34-0 |
| ATR |
16-2 |
16-4 |
0-2 |
1.4% |
0-0 |
| Volume |
122,323 |
134,755 |
12,432 |
10.2% |
722,157 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859-7 |
853-5 |
822-7 |
|
| R3 |
842-7 |
836-5 |
818-1 |
|
| R2 |
825-7 |
825-7 |
816-5 |
|
| R1 |
819-5 |
819-5 |
815-0 |
822-6 |
| PP |
808-7 |
808-7 |
808-7 |
810-3 |
| S1 |
802-5 |
802-5 |
812-0 |
805-6 |
| S2 |
791-7 |
791-7 |
810-3 |
|
| S3 |
774-7 |
785-5 |
808-7 |
|
| S4 |
757-7 |
768-5 |
804-1 |
|
|
| 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 |
831-0 |
794-6 |
36-2 |
4.5% |
13-6 |
1.7% |
52% |
False |
False |
137,644 |
| 10 |
840-0 |
794-6 |
45-2 |
5.6% |
11-5 |
1.4% |
41% |
False |
False |
136,228 |
| 20 |
840-0 |
786-2 |
53-6 |
6.6% |
12-7 |
1.6% |
51% |
False |
False |
150,977 |
| 40 |
840-0 |
685-4 |
154-4 |
19.0% |
15-5 |
1.9% |
83% |
False |
False |
167,670 |
| 60 |
840-0 |
506-0 |
334-0 |
41.1% |
14-3 |
1.8% |
92% |
False |
False |
159,758 |
| 80 |
840-0 |
502-0 |
338-0 |
41.5% |
13-0 |
1.6% |
92% |
False |
False |
138,396 |
| 100 |
840-0 |
502-0 |
338-0 |
41.5% |
11-6 |
1.5% |
92% |
False |
False |
121,858 |
| 120 |
840-0 |
502-0 |
338-0 |
41.5% |
11-0 |
1.4% |
92% |
False |
False |
108,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887-2 |
|
2.618 |
859-4 |
|
1.618 |
842-4 |
|
1.000 |
832-0 |
|
0.618 |
825-4 |
|
HIGH |
815-0 |
|
0.618 |
808-4 |
|
0.500 |
806-4 |
|
0.382 |
804-4 |
|
LOW |
798-0 |
|
0.618 |
787-4 |
|
1.000 |
781-0 |
|
1.618 |
770-4 |
|
2.618 |
753-4 |
|
4.250 |
725-6 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
811-1 |
810-5 |
| PP |
808-7 |
807-6 |
| S1 |
806-4 |
804-7 |
|