CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
797-4 |
790-4 |
-7-0 |
-0.9% |
804-4 |
High |
803-0 |
801-0 |
-2-0 |
-0.2% |
820-0 |
Low |
782-6 |
787-0 |
4-2 |
0.5% |
774-0 |
Close |
800-4 |
794-0 |
-6-4 |
-0.8% |
798-4 |
Range |
20-2 |
14-0 |
-6-2 |
-30.9% |
46-0 |
ATR |
22-3 |
21-6 |
-0-5 |
-2.7% |
0-0 |
Volume |
83,904 |
67,507 |
-16,397 |
-19.5% |
355,699 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
836-0 |
829-0 |
801-6 |
|
R3 |
822-0 |
815-0 |
797-7 |
|
R2 |
808-0 |
808-0 |
796-5 |
|
R1 |
801-0 |
801-0 |
795-2 |
804-4 |
PP |
794-0 |
794-0 |
794-0 |
795-6 |
S1 |
787-0 |
787-0 |
792-6 |
790-4 |
S2 |
780-0 |
780-0 |
791-3 |
|
S3 |
766-0 |
773-0 |
790-1 |
|
S4 |
752-0 |
759-0 |
786-2 |
|
|
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 |
782-6 |
39-6 |
5.0% |
11-6 |
1.5% |
28% |
False |
False |
70,249 |
10 |
827-4 |
774-0 |
53-4 |
6.7% |
13-7 |
1.7% |
37% |
False |
False |
75,637 |
20 |
827-4 |
686-6 |
140-6 |
17.7% |
15-7 |
2.0% |
76% |
False |
False |
83,378 |
40 |
827-4 |
509-4 |
318-0 |
40.1% |
14-5 |
1.8% |
89% |
False |
False |
85,223 |
60 |
827-4 |
507-0 |
320-4 |
40.4% |
12-6 |
1.6% |
90% |
False |
False |
70,357 |
80 |
827-4 |
507-0 |
320-4 |
40.4% |
11-3 |
1.4% |
90% |
False |
False |
60,463 |
100 |
827-4 |
507-0 |
320-4 |
40.4% |
10-5 |
1.3% |
90% |
False |
False |
52,992 |
120 |
827-4 |
507-0 |
320-4 |
40.4% |
9-7 |
1.2% |
90% |
False |
False |
46,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
860-4 |
2.618 |
837-5 |
1.618 |
823-5 |
1.000 |
815-0 |
0.618 |
809-5 |
HIGH |
801-0 |
0.618 |
795-5 |
0.500 |
794-0 |
0.382 |
792-3 |
LOW |
787-0 |
0.618 |
778-3 |
1.000 |
773-0 |
1.618 |
764-3 |
2.618 |
750-3 |
4.250 |
727-4 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
794-0 |
799-1 |
PP |
794-0 |
797-3 |
S1 |
794-0 |
795-6 |
|