CME Pit-Traded Corn Future December 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% |
733-0 |
| High |
747-4 |
778-0 |
30-4 |
4.1% |
747-4 |
| Low |
729-0 |
764-0 |
35-0 |
4.8% |
685-4 |
| Close |
740-2 |
772-4 |
32-2 |
4.4% |
740-2 |
| Range |
18-4 |
14-0 |
-4-4 |
-24.3% |
62-0 |
| ATR |
24-2 |
25-2 |
1-0 |
4.0% |
0-0 |
| Volume |
189,854 |
187,020 |
-2,834 |
-1.5% |
1,018,794 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813-4 |
807-0 |
780-2 |
|
| R3 |
799-4 |
793-0 |
776-3 |
|
| R2 |
785-4 |
785-4 |
775-1 |
|
| R1 |
779-0 |
779-0 |
773-6 |
775-2 |
| PP |
771-4 |
771-4 |
771-4 |
769-5 |
| S1 |
765-0 |
765-0 |
771-2 |
761-2 |
| S2 |
757-4 |
757-4 |
769-7 |
|
| S3 |
743-4 |
751-0 |
768-5 |
|
| S4 |
729-4 |
737-0 |
764-6 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910-3 |
887-3 |
774-3 |
|
| R3 |
848-3 |
825-3 |
757-2 |
|
| R2 |
786-3 |
786-3 |
751-5 |
|
| R1 |
763-3 |
763-3 |
745-7 |
774-7 |
| PP |
724-3 |
724-3 |
724-3 |
730-2 |
| S1 |
701-3 |
701-3 |
734-5 |
712-7 |
| S2 |
662-3 |
662-3 |
728-7 |
|
| S3 |
600-3 |
639-3 |
723-2 |
|
| S4 |
538-3 |
577-3 |
706-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778-0 |
685-4 |
92-4 |
12.0% |
24-6 |
3.2% |
94% |
True |
False |
213,135 |
| 10 |
778-0 |
650-6 |
127-2 |
16.5% |
18-1 |
2.3% |
96% |
True |
False |
198,570 |
| 20 |
778-0 |
520-2 |
257-6 |
33.4% |
17-1 |
2.2% |
98% |
True |
False |
184,238 |
| 40 |
778-0 |
506-0 |
272-0 |
35.2% |
13-0 |
1.7% |
98% |
True |
False |
134,552 |
| 60 |
778-0 |
502-0 |
276-0 |
35.7% |
11-3 |
1.5% |
98% |
True |
False |
111,397 |
| 80 |
778-0 |
502-0 |
276-0 |
35.7% |
10-2 |
1.3% |
98% |
True |
False |
95,242 |
| 100 |
778-0 |
502-0 |
276-0 |
35.7% |
9-4 |
1.2% |
98% |
True |
False |
83,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837-4 |
|
2.618 |
814-5 |
|
1.618 |
800-5 |
|
1.000 |
792-0 |
|
0.618 |
786-5 |
|
HIGH |
778-0 |
|
0.618 |
772-5 |
|
0.500 |
771-0 |
|
0.382 |
769-3 |
|
LOW |
764-0 |
|
0.618 |
755-3 |
|
1.000 |
750-0 |
|
1.618 |
741-3 |
|
2.618 |
727-3 |
|
4.250 |
704-4 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
772-0 |
764-4 |
| PP |
771-4 |
756-3 |
| S1 |
771-0 |
748-3 |
|