CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
801-0 |
791-0 |
-10-0 |
-1.2% |
777-6 |
High |
801-0 |
791-0 |
-10-0 |
-1.2% |
827-4 |
Low |
791-0 |
776-4 |
-14-4 |
-1.8% |
766-0 |
Close |
794-4 |
781-2 |
-13-2 |
-1.7% |
824-4 |
Range |
10-0 |
14-4 |
4-4 |
45.0% |
61-4 |
ATR |
23-4 |
23-0 |
-0-3 |
-1.7% |
0-0 |
Volume |
74,921 |
66,837 |
-8,084 |
-10.8% |
474,939 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
826-3 |
818-3 |
789-2 |
|
R3 |
811-7 |
803-7 |
785-2 |
|
R2 |
797-3 |
797-3 |
783-7 |
|
R1 |
789-3 |
789-3 |
782-5 |
786-1 |
PP |
782-7 |
782-7 |
782-7 |
781-2 |
S1 |
774-7 |
774-7 |
779-7 |
771-5 |
S2 |
768-3 |
768-3 |
778-5 |
|
S3 |
753-7 |
760-3 |
777-2 |
|
S4 |
739-3 |
745-7 |
773-2 |
|
|
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% |
15-7 |
2.0% |
14% |
False |
False |
81,026 |
10 |
827-4 |
732-6 |
94-6 |
12.1% |
16-5 |
2.1% |
51% |
False |
False |
85,619 |
20 |
827-4 |
625-0 |
202-4 |
25.9% |
17-1 |
2.2% |
77% |
False |
False |
89,608 |
40 |
827-4 |
509-4 |
318-0 |
40.7% |
14-2 |
1.8% |
85% |
False |
False |
83,106 |
60 |
827-4 |
507-0 |
320-4 |
41.0% |
12-4 |
1.6% |
86% |
False |
False |
67,259 |
80 |
827-4 |
507-0 |
320-4 |
41.0% |
11-1 |
1.4% |
86% |
False |
False |
57,913 |
100 |
827-4 |
507-0 |
320-4 |
41.0% |
10-3 |
1.3% |
86% |
False |
False |
50,595 |
120 |
827-4 |
507-0 |
320-4 |
41.0% |
9-6 |
1.2% |
86% |
False |
False |
44,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
852-5 |
2.618 |
829-0 |
1.618 |
814-4 |
1.000 |
805-4 |
0.618 |
800-0 |
HIGH |
791-0 |
0.618 |
785-4 |
0.500 |
783-6 |
0.382 |
782-0 |
LOW |
776-4 |
0.618 |
767-4 |
1.000 |
762-0 |
1.618 |
753-0 |
2.618 |
738-4 |
4.250 |
714-7 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
783-6 |
787-4 |
PP |
782-7 |
785-3 |
S1 |
782-1 |
783-3 |
|