CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
807-4 |
804-4 |
-3-0 |
-0.4% |
777-6 |
High |
827-4 |
820-0 |
-7-4 |
-0.9% |
827-4 |
Low |
807-4 |
802-0 |
-5-4 |
-0.7% |
766-0 |
Close |
824-4 |
814-0 |
-10-4 |
-1.3% |
824-4 |
Range |
20-0 |
18-0 |
-2-0 |
-10.0% |
61-4 |
ATR |
23-2 |
23-2 |
0-0 |
-0.2% |
0-0 |
Volume |
108,891 |
72,481 |
-36,410 |
-33.4% |
474,939 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
866-0 |
858-0 |
823-7 |
|
R3 |
848-0 |
840-0 |
819-0 |
|
R2 |
830-0 |
830-0 |
817-2 |
|
R1 |
822-0 |
822-0 |
815-5 |
826-0 |
PP |
812-0 |
812-0 |
812-0 |
814-0 |
S1 |
804-0 |
804-0 |
812-3 |
808-0 |
S2 |
794-0 |
794-0 |
810-6 |
|
S3 |
776-0 |
786-0 |
809-0 |
|
S4 |
758-0 |
768-0 |
804-1 |
|
|
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 |
774-4 |
53-0 |
6.5% |
19-3 |
2.4% |
75% |
False |
False |
92,197 |
10 |
827-4 |
686-6 |
140-6 |
17.3% |
20-6 |
2.5% |
90% |
False |
False |
94,015 |
20 |
827-4 |
588-4 |
239-0 |
29.4% |
16-7 |
2.1% |
94% |
False |
False |
96,335 |
40 |
827-4 |
509-4 |
318-0 |
39.1% |
13-6 |
1.7% |
96% |
False |
False |
80,762 |
60 |
827-4 |
507-0 |
320-4 |
39.4% |
12-1 |
1.5% |
96% |
False |
False |
65,258 |
80 |
827-4 |
507-0 |
320-4 |
39.4% |
11-1 |
1.4% |
96% |
False |
False |
55,920 |
100 |
827-4 |
507-0 |
320-4 |
39.4% |
10-1 |
1.2% |
96% |
False |
False |
48,717 |
120 |
827-4 |
507-0 |
320-4 |
39.4% |
9-4 |
1.2% |
96% |
False |
False |
42,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
896-4 |
2.618 |
867-1 |
1.618 |
849-1 |
1.000 |
838-0 |
0.618 |
831-1 |
HIGH |
820-0 |
0.618 |
813-1 |
0.500 |
811-0 |
0.382 |
808-7 |
LOW |
802-0 |
0.618 |
790-7 |
1.000 |
784-0 |
1.618 |
772-7 |
2.618 |
754-7 |
4.250 |
725-4 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
813-0 |
812-4 |
PP |
812-0 |
811-1 |
S1 |
811-0 |
809-5 |
|