CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
777-6 |
777-6 |
0-0 |
0.0% |
733-0 |
High |
778-0 |
784-0 |
6-0 |
0.8% |
747-4 |
Low |
764-0 |
764-0 |
0-0 |
0.0% |
685-4 |
Close |
772-4 |
771-2 |
-1-2 |
-0.2% |
740-2 |
Range |
14-0 |
20-0 |
6-0 |
42.9% |
62-0 |
ATR |
25-2 |
24-7 |
-0-3 |
-1.5% |
0-0 |
Volume |
187,020 |
202,515 |
15,495 |
8.3% |
1,018,794 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
833-1 |
822-1 |
782-2 |
|
R3 |
813-1 |
802-1 |
776-6 |
|
R2 |
793-1 |
793-1 |
774-7 |
|
R1 |
782-1 |
782-1 |
773-1 |
777-5 |
PP |
773-1 |
773-1 |
773-1 |
770-6 |
S1 |
762-1 |
762-1 |
769-3 |
757-5 |
S2 |
753-1 |
753-1 |
767-5 |
|
S3 |
733-1 |
742-1 |
765-6 |
|
S4 |
713-1 |
722-1 |
760-2 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
910-3 |
887-3 |
774-3 |
|
R3 |
848-3 |
825-3 |
757-2 |
|
R2 |
786-3 |
786-3 |
751-5 |
|
R1 |
763-3 |
763-3 |
745-7 |
774-7 |
PP |
724-3 |
724-3 |
724-3 |
730-2 |
S1 |
701-3 |
701-3 |
734-5 |
712-7 |
S2 |
662-3 |
662-3 |
728-7 |
|
S3 |
600-3 |
639-3 |
723-2 |
|
S4 |
538-3 |
577-3 |
706-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
784-0 |
685-4 |
98-4 |
12.8% |
26-6 |
3.5% |
87% |
True |
False |
216,589 |
10 |
784-0 |
668-0 |
116-0 |
15.0% |
19-3 |
2.5% |
89% |
True |
False |
196,832 |
20 |
784-0 |
548-2 |
235-6 |
30.6% |
17-2 |
2.2% |
95% |
True |
False |
189,917 |
40 |
784-0 |
506-0 |
278-0 |
36.0% |
13-2 |
1.7% |
95% |
True |
False |
138,170 |
60 |
784-0 |
502-0 |
282-0 |
36.6% |
11-4 |
1.5% |
95% |
True |
False |
113,220 |
80 |
784-0 |
502-0 |
282-0 |
36.6% |
10-3 |
1.3% |
95% |
True |
False |
97,380 |
100 |
784-0 |
502-0 |
282-0 |
36.6% |
9-5 |
1.2% |
95% |
True |
False |
85,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
869-0 |
2.618 |
836-3 |
1.618 |
816-3 |
1.000 |
804-0 |
0.618 |
796-3 |
HIGH |
784-0 |
0.618 |
776-3 |
0.500 |
774-0 |
0.382 |
771-5 |
LOW |
764-0 |
0.618 |
751-5 |
1.000 |
744-0 |
1.618 |
731-5 |
2.618 |
711-5 |
4.250 |
679-0 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
774-0 |
766-3 |
PP |
773-1 |
761-3 |
S1 |
772-1 |
756-4 |
|