CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
812-4 |
795-2 |
-17-2 |
-2.1% |
779-0 |
High |
812-4 |
804-4 |
-8-0 |
-1.0% |
795-4 |
Low |
802-0 |
782-0 |
-20-0 |
-2.5% |
745-4 |
Close |
805-2 |
800-4 |
-4-6 |
-0.6% |
793-2 |
Range |
10-4 |
22-4 |
12-0 |
114.3% |
50-0 |
ATR |
22-4 |
22-4 |
0-0 |
0.2% |
0-0 |
Volume |
140,845 |
139,934 |
-911 |
-0.6% |
887,890 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-1 |
854-3 |
812-7 |
|
R3 |
840-5 |
831-7 |
806-6 |
|
R2 |
818-1 |
818-1 |
804-5 |
|
R1 |
809-3 |
809-3 |
802-4 |
813-6 |
PP |
795-5 |
795-5 |
795-5 |
797-7 |
S1 |
786-7 |
786-7 |
798-4 |
791-2 |
S2 |
773-1 |
773-1 |
796-3 |
|
S3 |
750-5 |
764-3 |
794-2 |
|
S4 |
728-1 |
741-7 |
788-1 |
|
|
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 |
771-0 |
46-4 |
5.8% |
13-0 |
1.6% |
63% |
False |
False |
142,693 |
10 |
817-4 |
745-4 |
72-0 |
9.0% |
15-7 |
2.0% |
76% |
False |
False |
170,076 |
20 |
817-4 |
685-4 |
132-0 |
16.5% |
18-3 |
2.3% |
87% |
False |
False |
184,364 |
40 |
817-4 |
506-0 |
311-4 |
38.9% |
15-1 |
1.9% |
95% |
False |
False |
164,149 |
60 |
817-4 |
502-0 |
315-4 |
39.4% |
13-0 |
1.6% |
95% |
False |
False |
134,203 |
80 |
817-4 |
502-0 |
315-4 |
39.4% |
11-4 |
1.4% |
95% |
False |
False |
114,579 |
100 |
817-4 |
502-0 |
315-4 |
39.4% |
10-5 |
1.3% |
95% |
False |
False |
100,266 |
120 |
817-4 |
502-0 |
315-4 |
39.4% |
10-0 |
1.2% |
95% |
False |
False |
88,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
900-1 |
2.618 |
863-3 |
1.618 |
840-7 |
1.000 |
827-0 |
0.618 |
818-3 |
HIGH |
804-4 |
0.618 |
795-7 |
0.500 |
793-2 |
0.382 |
790-5 |
LOW |
782-0 |
0.618 |
768-1 |
1.000 |
759-4 |
1.618 |
745-5 |
2.618 |
723-1 |
4.250 |
686-3 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
798-1 |
800-2 |
PP |
795-5 |
800-0 |
S1 |
793-2 |
799-6 |
|