CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
771-6 |
793-4 |
21-6 |
2.8% |
733-0 |
High |
784-6 |
794-0 |
9-2 |
1.2% |
747-4 |
Low |
763-0 |
777-0 |
14-0 |
1.8% |
685-4 |
Close |
784-2 |
778-4 |
-5-6 |
-0.7% |
740-2 |
Range |
21-6 |
17-0 |
-4-6 |
-21.8% |
62-0 |
ATR |
24-5 |
24-1 |
-0-4 |
-2.2% |
0-0 |
Volume |
192,815 |
187,556 |
-5,259 |
-2.7% |
1,018,794 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
834-1 |
823-3 |
787-7 |
|
R3 |
817-1 |
806-3 |
783-1 |
|
R2 |
800-1 |
800-1 |
781-5 |
|
R1 |
789-3 |
789-3 |
780-0 |
786-2 |
PP |
783-1 |
783-1 |
783-1 |
781-5 |
S1 |
772-3 |
772-3 |
777-0 |
769-2 |
S2 |
766-1 |
766-1 |
775-3 |
|
S3 |
749-1 |
755-3 |
773-7 |
|
S4 |
732-1 |
738-3 |
769-1 |
|
|
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 |
794-0 |
729-0 |
65-0 |
8.3% |
18-2 |
2.3% |
76% |
True |
False |
191,952 |
10 |
794-0 |
685-4 |
108-4 |
13.9% |
20-1 |
2.6% |
86% |
True |
False |
201,904 |
20 |
794-0 |
548-2 |
245-6 |
31.6% |
17-7 |
2.3% |
94% |
True |
False |
192,261 |
40 |
794-0 |
506-0 |
288-0 |
37.0% |
13-4 |
1.7% |
95% |
True |
False |
143,500 |
60 |
794-0 |
502-0 |
292-0 |
37.5% |
11-7 |
1.5% |
95% |
True |
False |
117,759 |
80 |
794-0 |
502-0 |
292-0 |
37.5% |
10-6 |
1.4% |
95% |
True |
False |
101,427 |
100 |
794-0 |
502-0 |
292-0 |
37.5% |
9-7 |
1.3% |
95% |
True |
False |
88,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
866-2 |
2.618 |
838-4 |
1.618 |
821-4 |
1.000 |
811-0 |
0.618 |
804-4 |
HIGH |
794-0 |
0.618 |
787-4 |
0.500 |
785-4 |
0.382 |
783-4 |
LOW |
777-0 |
0.618 |
766-4 |
1.000 |
760-0 |
1.618 |
749-4 |
2.618 |
732-4 |
4.250 |
704-6 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
785-4 |
778-4 |
PP |
783-1 |
778-4 |
S1 |
780-7 |
778-4 |
|