CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
692-4 |
706-2 |
13-6 |
2.0% |
621-4 |
High |
693-0 |
720-0 |
27-0 |
3.9% |
676-0 |
Low |
686-0 |
706-2 |
20-2 |
3.0% |
618-0 |
Close |
692-4 |
718-6 |
26-2 |
3.8% |
672-4 |
Range |
7-0 |
13-6 |
6-6 |
96.4% |
58-0 |
ATR |
19-2 |
19-6 |
0-5 |
3.1% |
0-0 |
Volume |
8,501 |
2,434 |
-6,067 |
-71.4% |
409,359 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756-2 |
751-2 |
726-2 |
|
R3 |
742-4 |
737-4 |
722-4 |
|
R2 |
728-6 |
728-6 |
721-2 |
|
R1 |
723-6 |
723-6 |
720-0 |
726-2 |
PP |
715-0 |
715-0 |
715-0 |
716-2 |
S1 |
710-0 |
710-0 |
717-4 |
712-4 |
S2 |
701-2 |
701-2 |
716-2 |
|
S3 |
687-4 |
696-2 |
715-0 |
|
S4 |
673-6 |
682-4 |
711-2 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829-4 |
809-0 |
704-3 |
|
R3 |
771-4 |
751-0 |
688-4 |
|
R2 |
713-4 |
713-4 |
683-1 |
|
R1 |
693-0 |
693-0 |
677-7 |
703-2 |
PP |
655-4 |
655-4 |
655-4 |
660-5 |
S1 |
635-0 |
635-0 |
667-1 |
645-2 |
S2 |
597-4 |
597-4 |
661-7 |
|
S3 |
539-4 |
577-0 |
656-4 |
|
S4 |
481-4 |
519-0 |
640-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
720-0 |
646-0 |
74-0 |
10.3% |
15-0 |
2.1% |
98% |
True |
False |
40,624 |
10 |
720-0 |
586-4 |
133-4 |
18.6% |
14-1 |
2.0% |
99% |
True |
False |
73,803 |
20 |
720-0 |
577-0 |
143-0 |
19.9% |
14-3 |
2.0% |
99% |
True |
False |
110,251 |
40 |
720-0 |
551-0 |
169-0 |
23.5% |
15-1 |
2.1% |
99% |
True |
False |
131,372 |
60 |
720-0 |
551-0 |
169-0 |
23.5% |
14-1 |
2.0% |
99% |
True |
False |
138,164 |
80 |
720-0 |
551-0 |
169-0 |
23.5% |
13-1 |
1.8% |
99% |
True |
False |
120,930 |
100 |
720-0 |
551-0 |
169-0 |
23.5% |
12-1 |
1.7% |
99% |
True |
False |
108,419 |
120 |
720-0 |
551-0 |
169-0 |
23.5% |
11-3 |
1.6% |
99% |
True |
False |
99,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
778-4 |
2.618 |
756-0 |
1.618 |
742-2 |
1.000 |
733-6 |
0.618 |
728-4 |
HIGH |
720-0 |
0.618 |
714-6 |
0.500 |
713-1 |
0.382 |
711-4 |
LOW |
706-2 |
0.618 |
697-6 |
1.000 |
692-4 |
1.618 |
684-0 |
2.618 |
670-2 |
4.250 |
647-6 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
716-7 |
708-5 |
PP |
715-0 |
698-5 |
S1 |
713-1 |
688-4 |
|