CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
779-0 |
760-0 |
-19-0 |
-2.4% |
777-6 |
High |
795-4 |
778-2 |
-17-2 |
-2.2% |
796-4 |
Low |
772-6 |
745-4 |
-27-2 |
-3.5% |
763-0 |
Close |
785-4 |
778-2 |
-7-2 |
-0.9% |
795-6 |
Range |
22-6 |
32-6 |
10-0 |
44.0% |
33-4 |
ATR |
23-5 |
24-6 |
1-1 |
5.0% |
0-0 |
Volume |
189,213 |
177,781 |
-11,432 |
-6.0% |
986,398 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
865-5 |
854-5 |
796-2 |
|
R3 |
832-7 |
821-7 |
787-2 |
|
R2 |
800-1 |
800-1 |
784-2 |
|
R1 |
789-1 |
789-1 |
781-2 |
794-5 |
PP |
767-3 |
767-3 |
767-3 |
770-0 |
S1 |
756-3 |
756-3 |
775-2 |
761-7 |
S2 |
734-5 |
734-5 |
772-2 |
|
S3 |
701-7 |
723-5 |
769-2 |
|
S4 |
669-1 |
690-7 |
760-2 |
|
|
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 |
745-4 |
51-0 |
6.6% |
21-6 |
2.8% |
64% |
False |
True |
192,771 |
10 |
796-4 |
685-4 |
111-0 |
14.3% |
24-2 |
3.1% |
84% |
False |
False |
204,680 |
20 |
796-4 |
606-0 |
190-4 |
24.5% |
19-3 |
2.5% |
90% |
False |
False |
201,267 |
40 |
796-4 |
506-0 |
290-4 |
37.3% |
14-5 |
1.9% |
94% |
False |
False |
151,890 |
60 |
796-4 |
502-0 |
294-4 |
37.8% |
12-5 |
1.6% |
94% |
False |
False |
124,670 |
80 |
796-4 |
502-0 |
294-4 |
37.8% |
11-1 |
1.4% |
94% |
False |
False |
106,908 |
100 |
796-4 |
502-0 |
294-4 |
37.8% |
10-3 |
1.3% |
94% |
False |
False |
93,083 |
120 |
796-4 |
502-0 |
294-4 |
37.8% |
9-6 |
1.3% |
94% |
False |
False |
82,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
917-4 |
2.618 |
864-0 |
1.618 |
831-2 |
1.000 |
811-0 |
0.618 |
798-4 |
HIGH |
778-2 |
0.618 |
765-6 |
0.500 |
761-7 |
0.382 |
758-0 |
LOW |
745-4 |
0.618 |
725-2 |
1.000 |
712-6 |
1.618 |
692-4 |
2.618 |
659-6 |
4.250 |
606-2 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
772-6 |
775-7 |
PP |
767-3 |
773-3 |
S1 |
761-7 |
771-0 |
|