CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
782-0 |
801-0 |
19-0 |
2.4% |
777-6 |
| High |
791-0 |
801-0 |
10-0 |
1.3% |
827-4 |
| Low |
774-0 |
791-0 |
17-0 |
2.2% |
766-0 |
| Close |
790-0 |
794-4 |
4-4 |
0.6% |
824-4 |
| Range |
17-0 |
10-0 |
-7-0 |
-41.2% |
61-4 |
| ATR |
24-3 |
23-4 |
-1-0 |
-3.9% |
0-0 |
| Volume |
82,003 |
74,921 |
-7,082 |
-8.6% |
474,939 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825-4 |
820-0 |
800-0 |
|
| R3 |
815-4 |
810-0 |
797-2 |
|
| R2 |
805-4 |
805-4 |
796-3 |
|
| R1 |
800-0 |
800-0 |
795-3 |
797-6 |
| PP |
795-4 |
795-4 |
795-4 |
794-3 |
| S1 |
790-0 |
790-0 |
793-5 |
787-6 |
| S2 |
785-4 |
785-4 |
792-5 |
|
| S3 |
775-4 |
780-0 |
791-6 |
|
| S4 |
765-4 |
770-0 |
789-0 |
|
|
| 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 |
6.7% |
17-0 |
2.1% |
38% |
False |
False |
88,199 |
| 10 |
827-4 |
717-6 |
109-6 |
13.8% |
17-3 |
2.2% |
70% |
False |
False |
86,647 |
| 20 |
827-4 |
623-0 |
204-4 |
25.7% |
17-3 |
2.2% |
84% |
False |
False |
93,510 |
| 40 |
827-4 |
509-4 |
318-0 |
40.0% |
14-0 |
1.8% |
90% |
False |
False |
82,586 |
| 60 |
827-4 |
507-0 |
320-4 |
40.3% |
12-3 |
1.6% |
90% |
False |
False |
66,750 |
| 80 |
827-4 |
507-0 |
320-4 |
40.3% |
11-0 |
1.4% |
90% |
False |
False |
57,386 |
| 100 |
827-4 |
507-0 |
320-4 |
40.3% |
10-3 |
1.3% |
90% |
False |
False |
50,068 |
| 120 |
827-4 |
507-0 |
320-4 |
40.3% |
9-5 |
1.2% |
90% |
False |
False |
43,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843-4 |
|
2.618 |
827-1 |
|
1.618 |
817-1 |
|
1.000 |
811-0 |
|
0.618 |
807-1 |
|
HIGH |
801-0 |
|
0.618 |
797-1 |
|
0.500 |
796-0 |
|
0.382 |
794-7 |
|
LOW |
791-0 |
|
0.618 |
784-7 |
|
1.000 |
781-0 |
|
1.618 |
774-7 |
|
2.618 |
764-7 |
|
4.250 |
748-4 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
796-0 |
797-0 |
| PP |
795-4 |
796-1 |
| S1 |
795-0 |
795-3 |
|