CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
777-6 |
771-6 |
-6-0 |
-0.8% |
733-0 |
| High |
784-0 |
784-6 |
0-6 |
0.1% |
747-4 |
| Low |
764-0 |
763-0 |
-1-0 |
-0.1% |
685-4 |
| Close |
771-2 |
784-2 |
13-0 |
1.7% |
740-2 |
| Range |
20-0 |
21-6 |
1-6 |
8.8% |
62-0 |
| ATR |
24-7 |
24-5 |
-0-2 |
-0.9% |
0-0 |
| Volume |
202,515 |
192,815 |
-9,700 |
-4.8% |
1,018,794 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842-5 |
835-1 |
796-2 |
|
| R3 |
820-7 |
813-3 |
790-2 |
|
| R2 |
799-1 |
799-1 |
788-2 |
|
| R1 |
791-5 |
791-5 |
786-2 |
795-3 |
| PP |
777-3 |
777-3 |
777-3 |
779-2 |
| S1 |
769-7 |
769-7 |
782-2 |
773-5 |
| S2 |
755-5 |
755-5 |
780-2 |
|
| S3 |
733-7 |
748-1 |
778-2 |
|
| S4 |
712-1 |
726-3 |
772-2 |
|
|
| 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 |
784-6 |
718-6 |
66-0 |
8.4% |
19-0 |
2.4% |
99% |
True |
False |
220,708 |
| 10 |
784-6 |
685-4 |
99-2 |
12.7% |
20-6 |
2.6% |
99% |
True |
False |
198,652 |
| 20 |
784-6 |
548-2 |
236-4 |
30.2% |
17-6 |
2.3% |
100% |
True |
False |
192,216 |
| 40 |
784-6 |
506-0 |
278-6 |
35.5% |
13-4 |
1.7% |
100% |
True |
False |
140,613 |
| 60 |
784-6 |
502-0 |
282-6 |
36.1% |
11-6 |
1.5% |
100% |
True |
False |
115,447 |
| 80 |
784-6 |
502-0 |
282-6 |
36.1% |
10-5 |
1.4% |
100% |
True |
False |
99,386 |
| 100 |
784-6 |
502-0 |
282-6 |
36.1% |
9-6 |
1.2% |
100% |
True |
False |
86,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877-2 |
|
2.618 |
841-6 |
|
1.618 |
820-0 |
|
1.000 |
806-4 |
|
0.618 |
798-2 |
|
HIGH |
784-6 |
|
0.618 |
776-4 |
|
0.500 |
773-7 |
|
0.382 |
771-2 |
|
LOW |
763-0 |
|
0.618 |
749-4 |
|
1.000 |
741-2 |
|
1.618 |
727-6 |
|
2.618 |
706-0 |
|
4.250 |
670-4 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
780-6 |
780-6 |
| PP |
777-3 |
777-3 |
| S1 |
773-7 |
773-7 |
|