CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
778-6 |
809-2 |
30-4 |
3.9% |
735-2 |
| High |
797-0 |
812-0 |
15-0 |
1.9% |
747-4 |
| Low |
774-6 |
791-6 |
17-0 |
2.2% |
686-6 |
| Close |
795-0 |
807-6 |
12-6 |
1.6% |
740-4 |
| Range |
22-2 |
20-2 |
-2-0 |
-9.0% |
60-6 |
| ATR |
23-6 |
23-4 |
-0-2 |
-1.1% |
0-0 |
| Volume |
91,789 |
102,703 |
10,914 |
11.9% |
475,687 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864-5 |
856-3 |
818-7 |
|
| R3 |
844-3 |
836-1 |
813-3 |
|
| R2 |
824-1 |
824-1 |
811-4 |
|
| R1 |
815-7 |
815-7 |
809-5 |
809-7 |
| PP |
803-7 |
803-7 |
803-7 |
800-6 |
| S1 |
795-5 |
795-5 |
805-7 |
789-5 |
| S2 |
783-5 |
783-5 |
804-0 |
|
| S3 |
763-3 |
775-3 |
802-1 |
|
| S4 |
743-1 |
755-1 |
796-5 |
|
|
| 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 |
812-0 |
732-6 |
79-2 |
9.8% |
17-2 |
2.1% |
95% |
True |
False |
90,213 |
| 10 |
812-0 |
686-6 |
125-2 |
15.5% |
17-7 |
2.2% |
97% |
True |
False |
91,118 |
| 20 |
812-0 |
550-2 |
261-6 |
32.4% |
16-5 |
2.1% |
98% |
True |
False |
95,366 |
| 40 |
812-0 |
509-4 |
302-4 |
37.4% |
13-4 |
1.7% |
99% |
True |
False |
78,032 |
| 60 |
812-0 |
507-0 |
305-0 |
37.8% |
11-6 |
1.5% |
99% |
True |
False |
63,212 |
| 80 |
812-0 |
507-0 |
305-0 |
37.8% |
10-6 |
1.3% |
99% |
True |
False |
54,044 |
| 100 |
812-0 |
507-0 |
305-0 |
37.8% |
9-7 |
1.2% |
99% |
True |
False |
47,131 |
| 120 |
812-0 |
507-0 |
305-0 |
37.8% |
9-1 |
1.1% |
99% |
True |
False |
40,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898-0 |
|
2.618 |
865-0 |
|
1.618 |
844-6 |
|
1.000 |
832-2 |
|
0.618 |
824-4 |
|
HIGH |
812-0 |
|
0.618 |
804-2 |
|
0.500 |
801-7 |
|
0.382 |
799-4 |
|
LOW |
791-6 |
|
0.618 |
779-2 |
|
1.000 |
771-4 |
|
1.618 |
759-0 |
|
2.618 |
738-6 |
|
4.250 |
705-6 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
805-6 |
802-7 |
| PP |
803-7 |
798-1 |
| S1 |
801-7 |
793-2 |
|