CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
747-4 |
777-6 |
30-2 |
4.0% |
735-2 |
| High |
747-4 |
779-0 |
31-4 |
4.2% |
747-4 |
| Low |
732-6 |
766-0 |
33-2 |
4.5% |
686-6 |
| Close |
740-4 |
776-6 |
36-2 |
4.9% |
740-4 |
| Range |
14-6 |
13-0 |
-1-6 |
-11.9% |
60-6 |
| ATR |
23-3 |
24-4 |
1-1 |
4.6% |
0-0 |
| Volume |
85,018 |
86,431 |
1,413 |
1.7% |
475,687 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812-7 |
807-7 |
783-7 |
|
| R3 |
799-7 |
794-7 |
780-3 |
|
| R2 |
786-7 |
786-7 |
779-1 |
|
| R1 |
781-7 |
781-7 |
778-0 |
777-7 |
| PP |
773-7 |
773-7 |
773-7 |
772-0 |
| S1 |
768-7 |
768-7 |
775-4 |
764-7 |
| S2 |
760-7 |
760-7 |
774-3 |
|
| S3 |
747-7 |
755-7 |
773-1 |
|
| S4 |
734-7 |
742-7 |
769-5 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
907-1 |
884-5 |
773-7 |
|
| R3 |
846-3 |
823-7 |
757-2 |
|
| R2 |
785-5 |
785-5 |
751-5 |
|
| R1 |
763-1 |
763-1 |
746-1 |
774-3 |
| PP |
724-7 |
724-7 |
724-7 |
730-4 |
| S1 |
702-3 |
702-3 |
734-7 |
713-5 |
| S2 |
664-1 |
664-1 |
729-3 |
|
| S3 |
603-3 |
641-5 |
723-6 |
|
| S4 |
542-5 |
580-7 |
707-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
779-0 |
686-6 |
92-2 |
11.9% |
22-1 |
2.9% |
98% |
True |
False |
95,833 |
| 10 |
779-0 |
648-2 |
130-6 |
16.8% |
16-7 |
2.2% |
98% |
True |
False |
86,827 |
| 20 |
779-0 |
522-4 |
256-4 |
33.0% |
15-6 |
2.0% |
99% |
True |
False |
91,728 |
| 40 |
779-0 |
509-4 |
269-4 |
34.7% |
12-6 |
1.6% |
99% |
True |
False |
73,072 |
| 60 |
779-0 |
507-0 |
272-0 |
35.0% |
11-2 |
1.4% |
99% |
True |
False |
60,087 |
| 80 |
779-0 |
507-0 |
272-0 |
35.0% |
10-2 |
1.3% |
99% |
True |
False |
51,303 |
| 100 |
779-0 |
507-0 |
272-0 |
35.0% |
9-4 |
1.2% |
99% |
True |
False |
44,698 |
| 120 |
779-0 |
507-0 |
272-0 |
35.0% |
8-6 |
1.1% |
99% |
True |
False |
38,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834-2 |
|
2.618 |
813-0 |
|
1.618 |
800-0 |
|
1.000 |
792-0 |
|
0.618 |
787-0 |
|
HIGH |
779-0 |
|
0.618 |
774-0 |
|
0.500 |
772-4 |
|
0.382 |
771-0 |
|
LOW |
766-0 |
|
0.618 |
758-0 |
|
1.000 |
753-0 |
|
1.618 |
745-0 |
|
2.618 |
732-0 |
|
4.250 |
710-6 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
775-3 |
767-2 |
| PP |
773-7 |
757-7 |
| S1 |
772-4 |
748-3 |
|