CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
760-0 |
792-4 |
32-4 |
4.3% |
777-6 |
High |
778-2 |
793-0 |
14-6 |
1.9% |
796-4 |
Low |
745-4 |
785-6 |
40-2 |
5.4% |
763-0 |
Close |
778-2 |
788-0 |
9-6 |
1.3% |
795-6 |
Range |
32-6 |
7-2 |
-25-4 |
-77.9% |
33-4 |
ATR |
24-6 |
24-0 |
-0-6 |
-2.9% |
0-0 |
Volume |
177,781 |
216,257 |
38,476 |
21.6% |
986,398 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
810-5 |
806-5 |
792-0 |
|
R3 |
803-3 |
799-3 |
790-0 |
|
R2 |
796-1 |
796-1 |
789-3 |
|
R1 |
792-1 |
792-1 |
788-5 |
790-4 |
PP |
788-7 |
788-7 |
788-7 |
788-1 |
S1 |
784-7 |
784-7 |
787-3 |
783-2 |
S2 |
781-5 |
781-5 |
786-5 |
|
S3 |
774-3 |
777-5 |
786-0 |
|
S4 |
767-1 |
770-3 |
784-0 |
|
|
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 |
745-4 |
51-0 |
6.5% |
18-7 |
2.4% |
83% |
False |
False |
197,459 |
10 |
796-4 |
718-6 |
77-6 |
9.9% |
18-7 |
2.4% |
89% |
False |
False |
209,084 |
20 |
796-4 |
630-0 |
166-4 |
21.1% |
18-7 |
2.4% |
95% |
False |
False |
204,782 |
40 |
796-4 |
506-0 |
290-4 |
36.9% |
14-5 |
1.9% |
97% |
False |
False |
155,684 |
60 |
796-4 |
502-0 |
294-4 |
37.4% |
12-5 |
1.6% |
97% |
False |
False |
127,099 |
80 |
796-4 |
502-0 |
294-4 |
37.4% |
11-1 |
1.4% |
97% |
False |
False |
108,863 |
100 |
796-4 |
502-0 |
294-4 |
37.4% |
10-3 |
1.3% |
97% |
False |
False |
94,963 |
120 |
796-4 |
502-0 |
294-4 |
37.4% |
9-6 |
1.2% |
97% |
False |
False |
84,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
823-6 |
2.618 |
812-0 |
1.618 |
804-6 |
1.000 |
800-2 |
0.618 |
797-4 |
HIGH |
793-0 |
0.618 |
790-2 |
0.500 |
789-3 |
0.382 |
788-4 |
LOW |
785-6 |
0.618 |
781-2 |
1.000 |
778-4 |
1.618 |
774-0 |
2.618 |
766-6 |
4.250 |
755-0 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
789-3 |
782-1 |
PP |
788-7 |
776-3 |
S1 |
788-4 |
770-4 |
|