CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
782-0 |
778-6 |
-3-2 |
-0.4% |
735-2 |
High |
790-6 |
797-0 |
6-2 |
0.8% |
747-4 |
Low |
774-4 |
774-6 |
0-2 |
0.0% |
686-6 |
Close |
779-4 |
795-0 |
15-4 |
2.0% |
740-4 |
Range |
16-2 |
22-2 |
6-0 |
36.9% |
60-6 |
ATR |
23-7 |
23-6 |
-0-1 |
-0.5% |
0-0 |
Volume |
85,125 |
91,789 |
6,664 |
7.8% |
475,687 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
855-5 |
847-5 |
807-2 |
|
R3 |
833-3 |
825-3 |
801-1 |
|
R2 |
811-1 |
811-1 |
799-1 |
|
R1 |
803-1 |
803-1 |
797-0 |
807-1 |
PP |
788-7 |
788-7 |
788-7 |
791-0 |
S1 |
780-7 |
780-7 |
793-0 |
784-7 |
S2 |
766-5 |
766-5 |
790-7 |
|
S3 |
744-3 |
758-5 |
788-7 |
|
S4 |
722-1 |
736-3 |
782-6 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
907-1 |
884-5 |
773-7 |
|
R3 |
846-3 |
823-7 |
757-2 |
|
R2 |
785-5 |
785-5 |
751-5 |
|
R1 |
763-1 |
763-1 |
746-1 |
774-3 |
PP |
724-7 |
724-7 |
724-7 |
730-4 |
S1 |
702-3 |
702-3 |
734-7 |
713-5 |
S2 |
664-1 |
664-1 |
729-3 |
|
S3 |
603-3 |
641-5 |
723-6 |
|
S4 |
542-5 |
580-7 |
707-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
797-0 |
717-6 |
79-2 |
10.0% |
17-5 |
2.2% |
97% |
True |
False |
85,094 |
10 |
797-0 |
686-6 |
110-2 |
13.9% |
18-3 |
2.3% |
98% |
True |
False |
93,530 |
20 |
797-0 |
550-2 |
246-6 |
31.0% |
16-1 |
2.0% |
99% |
True |
False |
93,073 |
40 |
797-0 |
509-4 |
287-4 |
36.2% |
13-3 |
1.7% |
99% |
True |
False |
76,088 |
60 |
797-0 |
507-0 |
290-0 |
36.5% |
11-4 |
1.4% |
99% |
True |
False |
61,963 |
80 |
797-0 |
507-0 |
290-0 |
36.5% |
10-5 |
1.3% |
99% |
True |
False |
53,038 |
100 |
797-0 |
507-0 |
290-0 |
36.5% |
9-6 |
1.2% |
99% |
True |
False |
46,220 |
120 |
797-0 |
507-0 |
290-0 |
36.5% |
9-0 |
1.1% |
99% |
True |
False |
40,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
891-4 |
2.618 |
855-2 |
1.618 |
833-0 |
1.000 |
819-2 |
0.618 |
810-6 |
HIGH |
797-0 |
0.618 |
788-4 |
0.500 |
785-7 |
0.382 |
783-2 |
LOW |
774-6 |
0.618 |
761-0 |
1.000 |
752-4 |
1.618 |
738-6 |
2.618 |
716-4 |
4.250 |
680-2 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
792-0 |
790-4 |
PP |
788-7 |
786-0 |
S1 |
785-7 |
781-4 |
|