CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
789-0 |
779-0 |
-10-0 |
-1.3% |
777-6 |
High |
796-4 |
795-4 |
-1-0 |
-0.1% |
796-4 |
Low |
782-0 |
772-6 |
-9-2 |
-1.2% |
763-0 |
Close |
795-6 |
785-4 |
-10-2 |
-1.3% |
795-6 |
Range |
14-4 |
22-6 |
8-2 |
56.9% |
33-4 |
ATR |
23-5 |
23-5 |
0-0 |
-0.2% |
0-0 |
Volume |
216,492 |
189,213 |
-27,279 |
-12.6% |
986,398 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
852-7 |
841-7 |
798-0 |
|
R3 |
830-1 |
819-1 |
791-6 |
|
R2 |
807-3 |
807-3 |
789-5 |
|
R1 |
796-3 |
796-3 |
787-5 |
801-7 |
PP |
784-5 |
784-5 |
784-5 |
787-2 |
S1 |
773-5 |
773-5 |
783-3 |
779-1 |
S2 |
761-7 |
761-7 |
781-3 |
|
S3 |
739-1 |
750-7 |
779-2 |
|
S4 |
716-3 |
728-1 |
773-0 |
|
|
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 |
4.3% |
19-2 |
2.4% |
67% |
False |
False |
197,718 |
10 |
796-4 |
685-4 |
111-0 |
14.1% |
22-0 |
2.8% |
90% |
False |
False |
205,426 |
20 |
796-4 |
589-0 |
207-4 |
26.4% |
18-0 |
2.3% |
95% |
False |
False |
198,596 |
40 |
796-4 |
506-0 |
290-4 |
37.0% |
13-7 |
1.8% |
96% |
False |
False |
149,528 |
60 |
796-4 |
502-0 |
294-4 |
37.5% |
12-2 |
1.6% |
96% |
False |
False |
122,655 |
80 |
796-4 |
502-0 |
294-4 |
37.5% |
10-7 |
1.4% |
96% |
False |
False |
105,467 |
100 |
796-4 |
502-0 |
294-4 |
37.5% |
10-1 |
1.3% |
96% |
False |
False |
91,678 |
120 |
796-4 |
502-0 |
294-4 |
37.5% |
9-4 |
1.2% |
96% |
False |
False |
81,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
892-2 |
2.618 |
855-0 |
1.618 |
832-2 |
1.000 |
818-2 |
0.618 |
809-4 |
HIGH |
795-4 |
0.618 |
786-6 |
0.500 |
784-1 |
0.382 |
781-4 |
LOW |
772-6 |
0.618 |
758-6 |
1.000 |
750-0 |
1.618 |
736-0 |
2.618 |
713-2 |
4.250 |
676-0 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
785-0 |
785-2 |
PP |
784-5 |
784-7 |
S1 |
784-1 |
784-5 |
|