CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
795-2 |
792-0 |
-3-2 |
-0.4% |
779-0 |
High |
804-4 |
804-2 |
-0-2 |
0.0% |
795-4 |
Low |
782-0 |
786-2 |
4-2 |
0.5% |
745-4 |
Close |
800-4 |
795-6 |
-4-6 |
-0.6% |
793-2 |
Range |
22-4 |
18-0 |
-4-4 |
-20.0% |
50-0 |
ATR |
22-4 |
22-2 |
-0-3 |
-1.4% |
0-0 |
Volume |
139,934 |
190,483 |
50,549 |
36.1% |
887,890 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-3 |
840-5 |
805-5 |
|
R3 |
831-3 |
822-5 |
800-6 |
|
R2 |
813-3 |
813-3 |
799-0 |
|
R1 |
804-5 |
804-5 |
797-3 |
809-0 |
PP |
795-3 |
795-3 |
795-3 |
797-5 |
S1 |
786-5 |
786-5 |
794-1 |
791-0 |
S2 |
777-3 |
777-3 |
792-4 |
|
S3 |
759-3 |
768-5 |
790-6 |
|
S4 |
741-3 |
750-5 |
785-7 |
|
|
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 |
782-0 |
35-4 |
4.5% |
13-1 |
1.6% |
39% |
False |
False |
148,650 |
10 |
817-4 |
745-4 |
72-0 |
9.0% |
16-0 |
2.0% |
70% |
False |
False |
170,369 |
20 |
817-4 |
685-4 |
132-0 |
16.6% |
18-0 |
2.3% |
84% |
False |
False |
186,136 |
40 |
817-4 |
506-0 |
311-4 |
39.1% |
15-3 |
1.9% |
93% |
False |
False |
166,276 |
60 |
817-4 |
502-0 |
315-4 |
39.6% |
13-2 |
1.7% |
93% |
False |
False |
136,500 |
80 |
817-4 |
502-0 |
315-4 |
39.6% |
11-5 |
1.5% |
93% |
False |
False |
116,410 |
100 |
817-4 |
502-0 |
315-4 |
39.6% |
10-6 |
1.3% |
93% |
False |
False |
101,651 |
120 |
817-4 |
502-0 |
315-4 |
39.6% |
10-0 |
1.3% |
93% |
False |
False |
90,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
880-6 |
2.618 |
851-3 |
1.618 |
833-3 |
1.000 |
822-2 |
0.618 |
815-3 |
HIGH |
804-2 |
0.618 |
797-3 |
0.500 |
795-2 |
0.382 |
793-1 |
LOW |
786-2 |
0.618 |
775-1 |
1.000 |
768-2 |
1.618 |
757-1 |
2.618 |
739-1 |
4.250 |
709-6 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
795-5 |
797-2 |
PP |
795-3 |
796-6 |
S1 |
795-2 |
796-2 |
|