CME Pit-Traded Corn Future September 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 |
796-4 |
814-4 |
18-0 |
2.3% |
804-4 |
| High |
800-0 |
822-4 |
22-4 |
2.8% |
820-0 |
| Low |
793-0 |
814-4 |
21-4 |
2.7% |
774-0 |
| Close |
798-4 |
820-0 |
21-4 |
2.7% |
798-4 |
| Range |
7-0 |
8-0 |
1-0 |
14.3% |
46-0 |
| ATR |
22-6 |
22-7 |
0-1 |
0.4% |
0-0 |
| Volume |
59,457 |
64,816 |
5,359 |
9.0% |
355,699 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843-0 |
839-4 |
824-3 |
|
| R3 |
835-0 |
831-4 |
822-2 |
|
| R2 |
827-0 |
827-0 |
821-4 |
|
| R1 |
823-4 |
823-4 |
820-6 |
825-2 |
| PP |
819-0 |
819-0 |
819-0 |
819-7 |
| S1 |
815-4 |
815-4 |
819-2 |
817-2 |
| S2 |
811-0 |
811-0 |
818-4 |
|
| S3 |
803-0 |
807-4 |
817-6 |
|
| S4 |
795-0 |
799-4 |
815-5 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935-4 |
913-0 |
823-6 |
|
| R3 |
889-4 |
867-0 |
811-1 |
|
| R2 |
843-4 |
843-4 |
806-7 |
|
| R1 |
821-0 |
821-0 |
802-6 |
809-2 |
| PP |
797-4 |
797-4 |
797-4 |
791-5 |
| S1 |
775-0 |
775-0 |
794-2 |
763-2 |
| S2 |
751-4 |
751-4 |
790-1 |
|
| S3 |
705-4 |
729-0 |
785-7 |
|
| S4 |
659-4 |
683-0 |
773-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
822-4 |
774-0 |
48-4 |
5.9% |
11-2 |
1.4% |
95% |
True |
False |
69,606 |
| 10 |
827-4 |
774-0 |
53-4 |
6.5% |
15-3 |
1.9% |
86% |
False |
False |
80,902 |
| 20 |
827-4 |
648-2 |
179-2 |
21.9% |
16-1 |
2.0% |
96% |
False |
False |
83,865 |
| 40 |
827-4 |
509-4 |
318-0 |
38.8% |
14-0 |
1.7% |
98% |
False |
False |
83,092 |
| 60 |
827-4 |
507-0 |
320-4 |
39.1% |
12-4 |
1.5% |
98% |
False |
False |
68,143 |
| 80 |
827-4 |
507-0 |
320-4 |
39.1% |
11-0 |
1.3% |
98% |
False |
False |
58,540 |
| 100 |
827-4 |
507-0 |
320-4 |
39.1% |
10-4 |
1.3% |
98% |
False |
False |
51,401 |
| 120 |
827-4 |
507-0 |
320-4 |
39.1% |
9-6 |
1.2% |
98% |
False |
False |
44,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856-4 |
|
2.618 |
843-4 |
|
1.618 |
835-4 |
|
1.000 |
830-4 |
|
0.618 |
827-4 |
|
HIGH |
822-4 |
|
0.618 |
819-4 |
|
0.500 |
818-4 |
|
0.382 |
817-4 |
|
LOW |
814-4 |
|
0.618 |
809-4 |
|
1.000 |
806-4 |
|
1.618 |
801-4 |
|
2.618 |
793-4 |
|
4.250 |
780-4 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
819-4 |
813-1 |
| PP |
819-0 |
806-3 |
| S1 |
818-4 |
799-4 |
|