CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
804-4 |
782-0 |
-22-4 |
-2.8% |
777-6 |
| High |
820-0 |
791-0 |
-29-0 |
-3.5% |
827-4 |
| Low |
802-0 |
774-0 |
-28-0 |
-3.5% |
766-0 |
| Close |
814-0 |
790-0 |
-24-0 |
-2.9% |
824-4 |
| Range |
18-0 |
17-0 |
-1-0 |
-5.6% |
61-4 |
| ATR |
23-2 |
24-3 |
1-2 |
5.2% |
0-0 |
| Volume |
72,481 |
82,003 |
9,522 |
13.1% |
474,939 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836-0 |
830-0 |
799-3 |
|
| R3 |
819-0 |
813-0 |
794-5 |
|
| R2 |
802-0 |
802-0 |
793-1 |
|
| R1 |
796-0 |
796-0 |
791-4 |
799-0 |
| PP |
785-0 |
785-0 |
785-0 |
786-4 |
| S1 |
779-0 |
779-0 |
788-4 |
782-0 |
| S2 |
768-0 |
768-0 |
786-7 |
|
| S3 |
751-0 |
762-0 |
785-3 |
|
| S4 |
734-0 |
745-0 |
780-5 |
|
|
| 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 |
774-0 |
53-4 |
6.8% |
19-4 |
2.5% |
30% |
False |
True |
91,573 |
| 10 |
827-4 |
686-6 |
140-6 |
17.8% |
21-6 |
2.7% |
73% |
False |
False |
93,491 |
| 20 |
827-4 |
604-6 |
222-6 |
28.2% |
17-5 |
2.2% |
83% |
False |
False |
96,440 |
| 40 |
827-4 |
509-4 |
318-0 |
40.3% |
14-0 |
1.8% |
88% |
False |
False |
81,779 |
| 60 |
827-4 |
507-0 |
320-4 |
40.6% |
12-3 |
1.6% |
88% |
False |
False |
66,112 |
| 80 |
827-4 |
507-0 |
320-4 |
40.6% |
11-1 |
1.4% |
88% |
False |
False |
56,725 |
| 100 |
827-4 |
507-0 |
320-4 |
40.6% |
10-2 |
1.3% |
88% |
False |
False |
49,440 |
| 120 |
827-4 |
507-0 |
320-4 |
40.6% |
9-4 |
1.2% |
88% |
False |
False |
42,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863-2 |
|
2.618 |
835-4 |
|
1.618 |
818-4 |
|
1.000 |
808-0 |
|
0.618 |
801-4 |
|
HIGH |
791-0 |
|
0.618 |
784-4 |
|
0.500 |
782-4 |
|
0.382 |
780-4 |
|
LOW |
774-0 |
|
0.618 |
763-4 |
|
1.000 |
757-0 |
|
1.618 |
746-4 |
|
2.618 |
729-4 |
|
4.250 |
701-6 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
787-4 |
800-6 |
| PP |
785-0 |
797-1 |
| S1 |
782-4 |
793-5 |
|