CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
777-6 |
782-0 |
4-2 |
0.5% |
735-2 |
| High |
779-0 |
790-6 |
11-6 |
1.5% |
747-4 |
| Low |
766-0 |
774-4 |
8-4 |
1.1% |
686-6 |
| Close |
776-6 |
779-4 |
2-6 |
0.4% |
740-4 |
| Range |
13-0 |
16-2 |
3-2 |
25.0% |
60-6 |
| ATR |
24-4 |
23-7 |
-0-5 |
-2.4% |
0-0 |
| Volume |
86,431 |
85,125 |
-1,306 |
-1.5% |
475,687 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830-3 |
821-1 |
788-4 |
|
| R3 |
814-1 |
804-7 |
784-0 |
|
| R2 |
797-7 |
797-7 |
782-4 |
|
| R1 |
788-5 |
788-5 |
781-0 |
785-1 |
| PP |
781-5 |
781-5 |
781-5 |
779-6 |
| S1 |
772-3 |
772-3 |
778-0 |
768-7 |
| S2 |
765-3 |
765-3 |
776-4 |
|
| S3 |
749-1 |
756-1 |
775-0 |
|
| S4 |
732-7 |
739-7 |
770-4 |
|
|
| 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 |
790-6 |
686-6 |
104-0 |
13.3% |
23-7 |
3.1% |
89% |
True |
False |
95,409 |
| 10 |
790-6 |
655-4 |
135-2 |
17.4% |
18-0 |
2.3% |
92% |
True |
False |
86,496 |
| 20 |
790-6 |
550-2 |
240-4 |
30.9% |
15-6 |
2.0% |
95% |
True |
False |
92,520 |
| 40 |
790-6 |
509-4 |
281-2 |
36.1% |
13-0 |
1.7% |
96% |
True |
False |
74,556 |
| 60 |
790-6 |
507-0 |
283-6 |
36.4% |
11-2 |
1.5% |
96% |
True |
False |
60,968 |
| 80 |
790-6 |
507-0 |
283-6 |
36.4% |
10-3 |
1.3% |
96% |
True |
False |
52,132 |
| 100 |
790-6 |
507-0 |
283-6 |
36.4% |
9-5 |
1.2% |
96% |
True |
False |
45,434 |
| 120 |
790-6 |
507-0 |
283-6 |
36.4% |
8-7 |
1.1% |
96% |
True |
False |
39,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859-6 |
|
2.618 |
833-2 |
|
1.618 |
817-0 |
|
1.000 |
807-0 |
|
0.618 |
800-6 |
|
HIGH |
790-6 |
|
0.618 |
784-4 |
|
0.500 |
782-5 |
|
0.382 |
780-6 |
|
LOW |
774-4 |
|
0.618 |
764-4 |
|
1.000 |
758-2 |
|
1.618 |
748-2 |
|
2.618 |
732-0 |
|
4.250 |
705-4 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
782-5 |
773-5 |
| PP |
781-5 |
767-5 |
| S1 |
780-4 |
761-6 |
|