CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
792-4 |
784-4 |
-8-0 |
-1.0% |
777-6 |
| High |
793-0 |
788-4 |
-4-4 |
-0.6% |
796-4 |
| Low |
785-6 |
771-0 |
-14-6 |
-1.9% |
763-0 |
| Close |
788-0 |
776-2 |
-11-6 |
-1.5% |
795-6 |
| Range |
7-2 |
17-4 |
10-2 |
141.4% |
33-4 |
| ATR |
24-0 |
23-5 |
-0-4 |
-1.9% |
0-0 |
| Volume |
216,257 |
160,699 |
-55,558 |
-25.7% |
986,398 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831-1 |
821-1 |
785-7 |
|
| R3 |
813-5 |
803-5 |
781-0 |
|
| R2 |
796-1 |
796-1 |
779-4 |
|
| R1 |
786-1 |
786-1 |
777-7 |
782-3 |
| PP |
778-5 |
778-5 |
778-5 |
776-6 |
| S1 |
768-5 |
768-5 |
774-5 |
764-7 |
| S2 |
761-1 |
761-1 |
773-0 |
|
| S3 |
743-5 |
751-1 |
771-4 |
|
| S4 |
726-1 |
733-5 |
766-5 |
|
|
| 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% |
19-0 |
2.4% |
60% |
False |
False |
192,088 |
| 10 |
796-4 |
729-0 |
67-4 |
8.7% |
18-5 |
2.4% |
70% |
False |
False |
192,020 |
| 20 |
796-4 |
630-0 |
166-4 |
21.4% |
18-6 |
2.4% |
88% |
False |
False |
199,923 |
| 40 |
796-4 |
506-0 |
290-4 |
37.4% |
14-7 |
1.9% |
93% |
False |
False |
157,808 |
| 60 |
796-4 |
502-0 |
294-4 |
37.9% |
12-6 |
1.6% |
93% |
False |
False |
128,947 |
| 80 |
796-4 |
502-0 |
294-4 |
37.9% |
11-2 |
1.4% |
93% |
False |
False |
109,530 |
| 100 |
796-4 |
502-0 |
294-4 |
37.9% |
10-4 |
1.4% |
93% |
False |
False |
96,221 |
| 120 |
796-4 |
502-0 |
294-4 |
37.9% |
9-7 |
1.3% |
93% |
False |
False |
85,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862-7 |
|
2.618 |
834-3 |
|
1.618 |
816-7 |
|
1.000 |
806-0 |
|
0.618 |
799-3 |
|
HIGH |
788-4 |
|
0.618 |
781-7 |
|
0.500 |
779-6 |
|
0.382 |
777-5 |
|
LOW |
771-0 |
|
0.618 |
760-1 |
|
1.000 |
753-4 |
|
1.618 |
742-5 |
|
2.618 |
725-1 |
|
4.250 |
696-5 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
779-6 |
773-7 |
| PP |
778-5 |
771-5 |
| S1 |
777-3 |
769-2 |
|