CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
809-2 |
807-4 |
-1-6 |
-0.2% |
777-6 |
| High |
812-0 |
827-4 |
15-4 |
1.9% |
827-4 |
| Low |
791-6 |
807-4 |
15-6 |
2.0% |
766-0 |
| Close |
807-6 |
824-4 |
16-6 |
2.1% |
824-4 |
| Range |
20-2 |
20-0 |
-0-2 |
-1.2% |
61-4 |
| ATR |
23-4 |
23-2 |
-0-2 |
-1.1% |
0-0 |
| Volume |
102,703 |
108,891 |
6,188 |
6.0% |
474,939 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879-7 |
872-1 |
835-4 |
|
| R3 |
859-7 |
852-1 |
830-0 |
|
| R2 |
839-7 |
839-7 |
828-1 |
|
| R1 |
832-1 |
832-1 |
826-3 |
836-0 |
| PP |
819-7 |
819-7 |
819-7 |
821-6 |
| S1 |
812-1 |
812-1 |
822-5 |
816-0 |
| S2 |
799-7 |
799-7 |
820-7 |
|
| S3 |
779-7 |
792-1 |
819-0 |
|
| S4 |
759-7 |
772-1 |
813-4 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-4 |
969-0 |
858-3 |
|
| R3 |
929-0 |
907-4 |
841-3 |
|
| R2 |
867-4 |
867-4 |
835-6 |
|
| R1 |
846-0 |
846-0 |
830-1 |
856-6 |
| PP |
806-0 |
806-0 |
806-0 |
811-3 |
| S1 |
784-4 |
784-4 |
818-7 |
795-2 |
| S2 |
744-4 |
744-4 |
813-2 |
|
| S3 |
683-0 |
723-0 |
807-5 |
|
| S4 |
621-4 |
661-4 |
790-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
827-4 |
766-0 |
61-4 |
7.5% |
18-3 |
2.2% |
95% |
True |
False |
94,987 |
| 10 |
827-4 |
686-6 |
140-6 |
17.1% |
19-2 |
2.3% |
98% |
True |
False |
95,062 |
| 20 |
827-4 |
551-2 |
276-2 |
33.5% |
16-5 |
2.0% |
99% |
True |
False |
96,109 |
| 40 |
827-4 |
509-4 |
318-0 |
38.6% |
13-6 |
1.7% |
99% |
True |
False |
79,666 |
| 60 |
827-4 |
507-0 |
320-4 |
38.9% |
11-7 |
1.4% |
99% |
True |
False |
64,486 |
| 80 |
827-4 |
507-0 |
320-4 |
38.9% |
10-7 |
1.3% |
99% |
True |
False |
55,213 |
| 100 |
827-4 |
507-0 |
320-4 |
38.9% |
10-0 |
1.2% |
99% |
True |
False |
48,092 |
| 120 |
827-4 |
507-0 |
320-4 |
38.9% |
9-3 |
1.1% |
99% |
True |
False |
41,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
912-4 |
|
2.618 |
879-7 |
|
1.618 |
859-7 |
|
1.000 |
847-4 |
|
0.618 |
839-7 |
|
HIGH |
827-4 |
|
0.618 |
819-7 |
|
0.500 |
817-4 |
|
0.382 |
815-1 |
|
LOW |
807-4 |
|
0.618 |
795-1 |
|
1.000 |
787-4 |
|
1.618 |
775-1 |
|
2.618 |
755-1 |
|
4.250 |
722-4 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
822-1 |
816-6 |
| PP |
819-7 |
808-7 |
| S1 |
817-4 |
801-1 |
|