CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
784-4 |
789-2 |
4-6 |
0.6% |
779-0 |
| High |
788-4 |
795-0 |
6-4 |
0.8% |
795-4 |
| Low |
771-0 |
787-4 |
16-4 |
2.1% |
745-4 |
| Close |
776-2 |
793-2 |
17-0 |
2.2% |
793-2 |
| Range |
17-4 |
7-4 |
-10-0 |
-57.1% |
50-0 |
| ATR |
23-5 |
23-2 |
-0-3 |
-1.5% |
0-0 |
| Volume |
160,699 |
143,940 |
-16,759 |
-10.4% |
887,890 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-3 |
811-3 |
797-3 |
|
| R3 |
806-7 |
803-7 |
795-2 |
|
| R2 |
799-3 |
799-3 |
794-5 |
|
| R1 |
796-3 |
796-3 |
794-0 |
797-7 |
| PP |
791-7 |
791-7 |
791-7 |
792-6 |
| S1 |
788-7 |
788-7 |
792-4 |
790-3 |
| S2 |
784-3 |
784-3 |
791-7 |
|
| S3 |
776-7 |
781-3 |
791-2 |
|
| S4 |
769-3 |
773-7 |
789-1 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928-1 |
910-5 |
820-6 |
|
| R3 |
878-1 |
860-5 |
807-0 |
|
| R2 |
828-1 |
828-1 |
802-3 |
|
| R1 |
810-5 |
810-5 |
797-7 |
819-3 |
| PP |
778-1 |
778-1 |
778-1 |
782-4 |
| S1 |
760-5 |
760-5 |
788-5 |
769-3 |
| S2 |
728-1 |
728-1 |
784-1 |
|
| S3 |
678-1 |
710-5 |
779-4 |
|
| S4 |
628-1 |
660-5 |
765-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
795-4 |
745-4 |
50-0 |
6.3% |
17-4 |
2.2% |
96% |
False |
False |
177,578 |
| 10 |
796-4 |
745-4 |
51-0 |
6.4% |
17-4 |
2.2% |
94% |
False |
False |
187,428 |
| 20 |
796-4 |
631-4 |
165-0 |
20.8% |
18-2 |
2.3% |
98% |
False |
False |
193,603 |
| 40 |
796-4 |
506-0 |
290-4 |
36.6% |
15-0 |
1.9% |
99% |
False |
False |
159,686 |
| 60 |
796-4 |
502-0 |
294-4 |
37.1% |
12-6 |
1.6% |
99% |
False |
False |
130,405 |
| 80 |
796-4 |
502-0 |
294-4 |
37.1% |
11-2 |
1.4% |
99% |
False |
False |
110,543 |
| 100 |
796-4 |
502-0 |
294-4 |
37.1% |
10-5 |
1.3% |
99% |
False |
False |
97,277 |
| 120 |
796-4 |
502-0 |
294-4 |
37.1% |
9-7 |
1.2% |
99% |
False |
False |
86,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
826-7 |
|
2.618 |
814-5 |
|
1.618 |
807-1 |
|
1.000 |
802-4 |
|
0.618 |
799-5 |
|
HIGH |
795-0 |
|
0.618 |
792-1 |
|
0.500 |
791-2 |
|
0.382 |
790-3 |
|
LOW |
787-4 |
|
0.618 |
782-7 |
|
1.000 |
780-0 |
|
1.618 |
775-3 |
|
2.618 |
767-7 |
|
4.250 |
755-5 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792-5 |
789-7 |
| PP |
791-7 |
786-3 |
| S1 |
791-2 |
783-0 |
|