CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
789-2 |
811-4 |
22-2 |
2.8% |
779-0 |
High |
795-0 |
817-4 |
22-4 |
2.8% |
795-4 |
Low |
787-4 |
810-4 |
23-0 |
2.9% |
745-4 |
Close |
793-2 |
814-0 |
20-6 |
2.6% |
793-2 |
Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
50-0 |
ATR |
23-2 |
23-3 |
0-1 |
0.3% |
0-0 |
Volume |
143,940 |
128,051 |
-15,889 |
-11.0% |
887,890 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
835-0 |
831-4 |
817-7 |
|
R3 |
828-0 |
824-4 |
815-7 |
|
R2 |
821-0 |
821-0 |
815-2 |
|
R1 |
817-4 |
817-4 |
814-5 |
819-2 |
PP |
814-0 |
814-0 |
814-0 |
814-7 |
S1 |
810-4 |
810-4 |
813-3 |
812-2 |
S2 |
807-0 |
807-0 |
812-6 |
|
S3 |
800-0 |
803-4 |
812-1 |
|
S4 |
793-0 |
796-4 |
810-1 |
|
|
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 |
817-4 |
745-4 |
72-0 |
8.8% |
14-3 |
1.8% |
95% |
True |
False |
165,345 |
10 |
817-4 |
745-4 |
72-0 |
8.8% |
16-6 |
2.1% |
95% |
True |
False |
181,531 |
20 |
817-4 |
650-6 |
166-6 |
20.5% |
17-4 |
2.1% |
98% |
True |
False |
190,051 |
40 |
817-4 |
506-0 |
311-4 |
38.3% |
14-6 |
1.8% |
99% |
True |
False |
160,602 |
60 |
817-4 |
502-0 |
315-4 |
38.8% |
12-6 |
1.6% |
99% |
True |
False |
131,477 |
80 |
817-4 |
502-0 |
315-4 |
38.8% |
11-2 |
1.4% |
99% |
True |
False |
111,599 |
100 |
817-4 |
502-0 |
315-4 |
38.8% |
10-4 |
1.3% |
99% |
True |
False |
98,238 |
120 |
817-4 |
502-0 |
315-4 |
38.8% |
9-7 |
1.2% |
99% |
True |
False |
87,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
847-2 |
2.618 |
835-7 |
1.618 |
828-7 |
1.000 |
824-4 |
0.618 |
821-7 |
HIGH |
817-4 |
0.618 |
814-7 |
0.500 |
814-0 |
0.382 |
813-1 |
LOW |
810-4 |
0.618 |
806-1 |
1.000 |
803-4 |
1.618 |
799-1 |
2.618 |
792-1 |
4.250 |
780-6 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
814-0 |
807-3 |
PP |
814-0 |
800-7 |
S1 |
814-0 |
794-2 |
|