CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
777-0 |
763-4 |
-13-4 |
-1.7% |
692-4 |
High |
777-0 |
765-0 |
-12-0 |
-1.5% |
770-0 |
Low |
775-2 |
761-0 |
-14-2 |
-1.8% |
686-0 |
Close |
775-2 |
761-0 |
-14-2 |
-1.8% |
743-2 |
Range |
1-6 |
4-0 |
2-2 |
128.6% |
84-0 |
ATR |
23-2 |
22-4 |
-0-5 |
-2.8% |
0-0 |
Volume |
4,351 |
3,895 |
-456 |
-10.5% |
27,143 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774-3 |
771-5 |
763-2 |
|
R3 |
770-3 |
767-5 |
762-1 |
|
R2 |
766-3 |
766-3 |
761-6 |
|
R1 |
763-5 |
763-5 |
761-3 |
763-0 |
PP |
762-3 |
762-3 |
762-3 |
762-0 |
S1 |
759-5 |
759-5 |
760-5 |
759-0 |
S2 |
758-3 |
758-3 |
760-2 |
|
S3 |
754-3 |
755-5 |
759-7 |
|
S4 |
750-3 |
751-5 |
758-6 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985-1 |
948-1 |
789-4 |
|
R3 |
901-1 |
864-1 |
766-3 |
|
R2 |
817-1 |
817-1 |
758-5 |
|
R1 |
780-1 |
780-1 |
751-0 |
798-5 |
PP |
733-1 |
733-1 |
733-1 |
742-2 |
S1 |
696-1 |
696-1 |
735-4 |
714-5 |
S2 |
649-1 |
649-1 |
727-7 |
|
S3 |
565-1 |
612-1 |
720-1 |
|
S4 |
481-1 |
528-1 |
697-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
777-0 |
706-2 |
70-6 |
9.3% |
12-7 |
1.7% |
77% |
False |
False |
5,377 |
10 |
777-0 |
636-4 |
140-4 |
18.5% |
14-2 |
1.9% |
89% |
False |
False |
33,619 |
20 |
777-0 |
577-0 |
200-0 |
26.3% |
14-4 |
1.9% |
92% |
False |
False |
82,620 |
40 |
777-0 |
551-0 |
226-0 |
29.7% |
14-7 |
2.0% |
93% |
False |
False |
114,565 |
60 |
777-0 |
551-0 |
226-0 |
29.7% |
14-3 |
1.9% |
93% |
False |
False |
129,349 |
80 |
777-0 |
551-0 |
226-0 |
29.7% |
13-3 |
1.8% |
93% |
False |
False |
117,851 |
100 |
777-0 |
551-0 |
226-0 |
29.7% |
12-3 |
1.6% |
93% |
False |
False |
106,274 |
120 |
777-0 |
551-0 |
226-0 |
29.7% |
11-5 |
1.5% |
93% |
False |
False |
97,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
782-0 |
2.618 |
775-4 |
1.618 |
771-4 |
1.000 |
769-0 |
0.618 |
767-4 |
HIGH |
765-0 |
0.618 |
763-4 |
0.500 |
763-0 |
0.382 |
762-4 |
LOW |
761-0 |
0.618 |
758-4 |
1.000 |
757-0 |
1.618 |
754-4 |
2.618 |
750-4 |
4.250 |
744-0 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
763-0 |
760-3 |
PP |
762-3 |
759-5 |
S1 |
761-5 |
759-0 |
|