CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
814-4 |
815-4 |
1-0 |
0.1% |
804-4 |
High |
822-4 |
815-4 |
-7-0 |
-0.9% |
820-0 |
Low |
814-4 |
806-0 |
-8-4 |
-1.0% |
774-0 |
Close |
820-0 |
806-4 |
-13-4 |
-1.6% |
798-4 |
Range |
8-0 |
9-4 |
1-4 |
18.8% |
46-0 |
ATR |
22-7 |
22-2 |
-0-5 |
-2.8% |
0-0 |
Volume |
64,816 |
75,561 |
10,745 |
16.6% |
355,699 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837-7 |
831-5 |
811-6 |
|
R3 |
828-3 |
822-1 |
809-1 |
|
R2 |
818-7 |
818-7 |
808-2 |
|
R1 |
812-5 |
812-5 |
807-3 |
811-0 |
PP |
809-3 |
809-3 |
809-3 |
808-4 |
S1 |
803-1 |
803-1 |
805-5 |
801-4 |
S2 |
799-7 |
799-7 |
804-6 |
|
S3 |
790-3 |
793-5 |
803-7 |
|
S4 |
780-7 |
784-1 |
801-2 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935-4 |
913-0 |
823-6 |
|
R3 |
889-4 |
867-0 |
811-1 |
|
R2 |
843-4 |
843-4 |
806-7 |
|
R1 |
821-0 |
821-0 |
802-6 |
809-2 |
PP |
797-4 |
797-4 |
797-4 |
791-5 |
S1 |
775-0 |
775-0 |
794-2 |
763-2 |
S2 |
751-4 |
751-4 |
790-1 |
|
S3 |
705-4 |
729-0 |
785-7 |
|
S4 |
659-4 |
683-0 |
773-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
822-4 |
776-4 |
46-0 |
5.7% |
9-6 |
1.2% |
65% |
False |
False |
68,318 |
10 |
827-4 |
774-0 |
53-4 |
6.6% |
14-5 |
1.8% |
61% |
False |
False |
79,945 |
20 |
827-4 |
655-4 |
172-0 |
21.3% |
16-3 |
2.0% |
88% |
False |
False |
83,221 |
40 |
827-4 |
509-4 |
318-0 |
39.4% |
14-1 |
1.8% |
93% |
False |
False |
84,179 |
60 |
827-4 |
507-0 |
320-4 |
39.7% |
12-3 |
1.5% |
93% |
False |
False |
68,952 |
80 |
827-4 |
507-0 |
320-4 |
39.7% |
11-1 |
1.4% |
93% |
False |
False |
59,202 |
100 |
827-4 |
507-0 |
320-4 |
39.7% |
10-4 |
1.3% |
93% |
False |
False |
52,020 |
120 |
827-4 |
507-0 |
320-4 |
39.7% |
9-6 |
1.2% |
93% |
False |
False |
45,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
855-7 |
2.618 |
840-3 |
1.618 |
830-7 |
1.000 |
825-0 |
0.618 |
821-3 |
HIGH |
815-4 |
0.618 |
811-7 |
0.500 |
810-6 |
0.382 |
809-5 |
LOW |
806-0 |
0.618 |
800-1 |
1.000 |
796-4 |
1.618 |
790-5 |
2.618 |
781-1 |
4.250 |
765-5 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
810-6 |
807-6 |
PP |
809-3 |
807-3 |
S1 |
807-7 |
806-7 |
|