CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
815-4 |
797-4 |
-18-0 |
-2.2% |
804-4 |
| High |
815-4 |
803-0 |
-12-4 |
-1.5% |
820-0 |
| Low |
806-0 |
782-6 |
-23-2 |
-2.9% |
774-0 |
| Close |
806-4 |
800-4 |
-6-0 |
-0.7% |
798-4 |
| Range |
9-4 |
20-2 |
10-6 |
113.2% |
46-0 |
| ATR |
22-2 |
22-3 |
0-1 |
0.5% |
0-0 |
| Volume |
75,561 |
83,904 |
8,343 |
11.0% |
355,699 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-1 |
848-5 |
811-5 |
|
| R3 |
835-7 |
828-3 |
806-1 |
|
| R2 |
815-5 |
815-5 |
804-2 |
|
| R1 |
808-1 |
808-1 |
802-3 |
811-7 |
| PP |
795-3 |
795-3 |
795-3 |
797-2 |
| S1 |
787-7 |
787-7 |
798-5 |
791-5 |
| S2 |
775-1 |
775-1 |
796-6 |
|
| S3 |
754-7 |
767-5 |
794-7 |
|
| S4 |
734-5 |
747-3 |
789-3 |
|
|
| 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 |
776-4 |
46-0 |
5.7% |
11-7 |
1.5% |
52% |
False |
False |
70,115 |
| 10 |
827-4 |
774-0 |
53-4 |
6.7% |
14-4 |
1.8% |
50% |
False |
False |
79,157 |
| 20 |
827-4 |
686-6 |
140-6 |
17.6% |
16-3 |
2.0% |
81% |
False |
False |
86,343 |
| 40 |
827-4 |
509-4 |
318-0 |
39.7% |
14-3 |
1.8% |
92% |
False |
False |
84,875 |
| 60 |
827-4 |
507-0 |
320-4 |
40.0% |
12-5 |
1.6% |
92% |
False |
False |
69,737 |
| 80 |
827-4 |
507-0 |
320-4 |
40.0% |
11-2 |
1.4% |
92% |
False |
False |
59,941 |
| 100 |
827-4 |
507-0 |
320-4 |
40.0% |
10-5 |
1.3% |
92% |
False |
False |
52,611 |
| 120 |
827-4 |
507-0 |
320-4 |
40.0% |
9-7 |
1.2% |
92% |
False |
False |
46,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889-0 |
|
2.618 |
856-0 |
|
1.618 |
835-6 |
|
1.000 |
823-2 |
|
0.618 |
815-4 |
|
HIGH |
803-0 |
|
0.618 |
795-2 |
|
0.500 |
792-7 |
|
0.382 |
790-4 |
|
LOW |
782-6 |
|
0.618 |
770-2 |
|
1.000 |
762-4 |
|
1.618 |
750-0 |
|
2.618 |
729-6 |
|
4.250 |
696-6 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
798-0 |
802-5 |
| PP |
795-3 |
801-7 |
| S1 |
792-7 |
801-2 |
|