CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
811-4 |
812-4 |
1-0 |
0.1% |
779-0 |
| High |
817-4 |
812-4 |
-5-0 |
-0.6% |
795-4 |
| Low |
810-4 |
802-0 |
-8-4 |
-1.0% |
745-4 |
| Close |
814-0 |
805-2 |
-8-6 |
-1.1% |
793-2 |
| Range |
7-0 |
10-4 |
3-4 |
50.0% |
50-0 |
| ATR |
23-3 |
22-4 |
-0-6 |
-3.5% |
0-0 |
| Volume |
128,051 |
140,845 |
12,794 |
10.0% |
887,890 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838-1 |
832-1 |
811-0 |
|
| R3 |
827-5 |
821-5 |
808-1 |
|
| R2 |
817-1 |
817-1 |
807-1 |
|
| R1 |
811-1 |
811-1 |
806-2 |
808-7 |
| PP |
806-5 |
806-5 |
806-5 |
805-4 |
| S1 |
800-5 |
800-5 |
804-2 |
798-3 |
| S2 |
796-1 |
796-1 |
803-3 |
|
| S3 |
785-5 |
790-1 |
802-3 |
|
| S4 |
775-1 |
779-5 |
799-4 |
|
|
| 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 |
771-0 |
46-4 |
5.8% |
10-0 |
1.2% |
74% |
False |
False |
157,958 |
| 10 |
817-4 |
745-4 |
72-0 |
8.9% |
15-7 |
2.0% |
83% |
False |
False |
175,364 |
| 20 |
817-4 |
668-0 |
149-4 |
18.6% |
17-5 |
2.2% |
92% |
False |
False |
186,098 |
| 40 |
817-4 |
506-0 |
311-4 |
38.7% |
14-7 |
1.9% |
96% |
False |
False |
161,942 |
| 60 |
817-4 |
502-0 |
315-4 |
39.2% |
12-7 |
1.6% |
96% |
False |
False |
133,027 |
| 80 |
817-4 |
502-0 |
315-4 |
39.2% |
11-3 |
1.4% |
96% |
False |
False |
112,830 |
| 100 |
817-4 |
502-0 |
315-4 |
39.2% |
10-5 |
1.3% |
96% |
False |
False |
99,234 |
| 120 |
817-4 |
502-0 |
315-4 |
39.2% |
9-7 |
1.2% |
96% |
False |
False |
88,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857-1 |
|
2.618 |
840-0 |
|
1.618 |
829-4 |
|
1.000 |
823-0 |
|
0.618 |
819-0 |
|
HIGH |
812-4 |
|
0.618 |
808-4 |
|
0.500 |
807-2 |
|
0.382 |
806-0 |
|
LOW |
802-0 |
|
0.618 |
795-4 |
|
1.000 |
791-4 |
|
1.618 |
785-0 |
|
2.618 |
774-4 |
|
4.250 |
757-3 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
807-2 |
804-3 |
| PP |
806-5 |
803-3 |
| S1 |
805-7 |
802-4 |
|