CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
790-4 |
804-4 |
14-0 |
1.8% |
814-4 |
| High |
801-0 |
815-2 |
14-2 |
1.8% |
822-4 |
| Low |
787-0 |
804-4 |
17-4 |
2.2% |
782-6 |
| Close |
794-0 |
810-0 |
16-0 |
2.0% |
810-0 |
| Range |
14-0 |
10-6 |
-3-2 |
-23.2% |
39-6 |
| ATR |
21-6 |
21-6 |
0-0 |
-0.2% |
0-0 |
| Volume |
67,507 |
60,390 |
-7,117 |
-10.5% |
352,178 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842-1 |
836-7 |
815-7 |
|
| R3 |
831-3 |
826-1 |
813-0 |
|
| R2 |
820-5 |
820-5 |
812-0 |
|
| R1 |
815-3 |
815-3 |
811-0 |
818-0 |
| PP |
809-7 |
809-7 |
809-7 |
811-2 |
| S1 |
804-5 |
804-5 |
809-0 |
807-2 |
| S2 |
799-1 |
799-1 |
808-0 |
|
| S3 |
788-3 |
793-7 |
807-0 |
|
| S4 |
777-5 |
783-1 |
804-1 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
924-3 |
906-7 |
831-7 |
|
| R3 |
884-5 |
867-1 |
820-7 |
|
| R2 |
844-7 |
844-7 |
817-2 |
|
| R1 |
827-3 |
827-3 |
813-5 |
816-2 |
| PP |
805-1 |
805-1 |
805-1 |
799-4 |
| S1 |
787-5 |
787-5 |
806-3 |
776-4 |
| S2 |
765-3 |
765-3 |
802-6 |
|
| S3 |
725-5 |
747-7 |
799-1 |
|
| S4 |
685-7 |
708-1 |
788-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
822-4 |
782-6 |
39-6 |
4.9% |
12-4 |
1.5% |
69% |
False |
False |
70,435 |
| 10 |
822-4 |
774-0 |
48-4 |
6.0% |
12-7 |
1.6% |
74% |
False |
False |
70,787 |
| 20 |
827-4 |
686-6 |
140-6 |
17.4% |
16-1 |
2.0% |
88% |
False |
False |
82,925 |
| 40 |
827-4 |
509-4 |
318-0 |
39.3% |
14-5 |
1.8% |
94% |
False |
False |
84,948 |
| 60 |
827-4 |
507-0 |
320-4 |
39.6% |
12-6 |
1.6% |
95% |
False |
False |
70,642 |
| 80 |
827-4 |
507-0 |
320-4 |
39.6% |
11-3 |
1.4% |
95% |
False |
False |
60,748 |
| 100 |
827-4 |
507-0 |
320-4 |
39.6% |
10-5 |
1.3% |
95% |
False |
False |
53,344 |
| 120 |
827-4 |
507-0 |
320-4 |
39.6% |
9-7 |
1.2% |
95% |
False |
False |
46,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861-0 |
|
2.618 |
843-3 |
|
1.618 |
832-5 |
|
1.000 |
826-0 |
|
0.618 |
821-7 |
|
HIGH |
815-2 |
|
0.618 |
811-1 |
|
0.500 |
809-7 |
|
0.382 |
808-5 |
|
LOW |
804-4 |
|
0.618 |
797-7 |
|
1.000 |
793-6 |
|
1.618 |
787-1 |
|
2.618 |
776-3 |
|
4.250 |
758-6 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
810-0 |
806-3 |
| PP |
809-7 |
802-5 |
| S1 |
809-7 |
799-0 |
|