CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 20-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
793-4 |
789-0 |
-4-4 |
-0.6% |
777-6 |
High |
794-0 |
796-4 |
2-4 |
0.3% |
796-4 |
Low |
777-0 |
782-0 |
5-0 |
0.6% |
763-0 |
Close |
778-4 |
795-6 |
17-2 |
2.2% |
795-6 |
Range |
17-0 |
14-4 |
-2-4 |
-14.7% |
33-4 |
ATR |
24-1 |
23-5 |
-0-3 |
-1.8% |
0-0 |
Volume |
187,556 |
216,492 |
28,936 |
15.4% |
986,398 |
|
Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
834-7 |
829-7 |
803-6 |
|
R3 |
820-3 |
815-3 |
799-6 |
|
R2 |
805-7 |
805-7 |
798-3 |
|
R1 |
800-7 |
800-7 |
797-1 |
803-3 |
PP |
791-3 |
791-3 |
791-3 |
792-6 |
S1 |
786-3 |
786-3 |
794-3 |
788-7 |
S2 |
776-7 |
776-7 |
793-1 |
|
S3 |
762-3 |
771-7 |
791-6 |
|
S4 |
747-7 |
757-3 |
787-6 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
885-5 |
874-1 |
814-1 |
|
R3 |
852-1 |
840-5 |
805-0 |
|
R2 |
818-5 |
818-5 |
801-7 |
|
R1 |
807-1 |
807-1 |
798-7 |
812-7 |
PP |
785-1 |
785-1 |
785-1 |
788-0 |
S1 |
773-5 |
773-5 |
792-5 |
779-3 |
S2 |
751-5 |
751-5 |
789-5 |
|
S3 |
718-1 |
740-1 |
786-4 |
|
S4 |
684-5 |
706-5 |
777-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
796-4 |
763-0 |
33-4 |
4.2% |
17-4 |
2.2% |
98% |
True |
False |
197,279 |
10 |
796-4 |
685-4 |
111-0 |
13.9% |
20-4 |
2.6% |
99% |
True |
False |
200,519 |
20 |
796-4 |
554-0 |
242-4 |
30.5% |
17-5 |
2.2% |
100% |
True |
False |
196,656 |
40 |
796-4 |
506-0 |
290-4 |
36.5% |
13-5 |
1.7% |
100% |
True |
False |
146,455 |
60 |
796-4 |
502-0 |
294-4 |
37.0% |
12-0 |
1.5% |
100% |
True |
False |
120,277 |
80 |
796-4 |
502-0 |
294-4 |
37.0% |
10-7 |
1.4% |
100% |
True |
False |
103,624 |
100 |
796-4 |
502-0 |
294-4 |
37.0% |
10-0 |
1.2% |
100% |
True |
False |
90,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
858-1 |
2.618 |
834-4 |
1.618 |
820-0 |
1.000 |
811-0 |
0.618 |
805-4 |
HIGH |
796-4 |
0.618 |
791-0 |
0.500 |
789-2 |
0.382 |
787-4 |
LOW |
782-0 |
0.618 |
773-0 |
1.000 |
767-4 |
1.618 |
758-4 |
2.618 |
744-0 |
4.250 |
720-3 |
|
|
Fisher Pivots for day following 20-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
793-5 |
790-3 |
PP |
791-3 |
785-1 |
S1 |
789-2 |
779-6 |
|