CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
767-0 |
779-0 |
12-0 |
1.6% |
777-0 |
| High |
781-0 |
784-0 |
3-0 |
0.4% |
784-0 |
| Low |
767-0 |
755-6 |
-11-2 |
-1.5% |
736-0 |
| Close |
771-2 |
755-6 |
-15-4 |
-2.0% |
755-6 |
| Range |
14-0 |
28-2 |
14-2 |
101.8% |
48-0 |
| ATR |
23-2 |
23-5 |
0-3 |
1.5% |
0-0 |
| Volume |
3,173 |
1,141 |
-2,032 |
-64.0% |
17,156 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-7 |
831-1 |
771-2 |
|
| R3 |
821-5 |
802-7 |
763-4 |
|
| R2 |
793-3 |
793-3 |
760-7 |
|
| R1 |
774-5 |
774-5 |
758-3 |
769-7 |
| PP |
765-1 |
765-1 |
765-1 |
762-6 |
| S1 |
746-3 |
746-3 |
753-1 |
741-5 |
| S2 |
736-7 |
736-7 |
750-5 |
|
| S3 |
708-5 |
718-1 |
748-0 |
|
| S4 |
680-3 |
689-7 |
740-2 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902-5 |
877-1 |
782-1 |
|
| R3 |
854-5 |
829-1 |
769-0 |
|
| R2 |
806-5 |
806-5 |
764-4 |
|
| R1 |
781-1 |
781-1 |
760-1 |
769-7 |
| PP |
758-5 |
758-5 |
758-5 |
753-0 |
| S1 |
733-1 |
733-1 |
751-3 |
721-7 |
| S2 |
710-5 |
710-5 |
747-0 |
|
| S3 |
662-5 |
685-1 |
742-4 |
|
| S4 |
614-5 |
637-1 |
729-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
784-0 |
736-0 |
48-0 |
6.4% |
14-0 |
1.9% |
41% |
True |
False |
3,431 |
| 10 |
784-0 |
657-0 |
127-0 |
16.8% |
15-4 |
2.0% |
78% |
True |
False |
7,490 |
| 20 |
784-0 |
579-4 |
204-4 |
27.1% |
15-3 |
2.0% |
86% |
True |
False |
58,857 |
| 40 |
784-0 |
551-0 |
233-0 |
30.8% |
15-4 |
2.0% |
88% |
True |
False |
105,526 |
| 60 |
784-0 |
551-0 |
233-0 |
30.8% |
14-7 |
2.0% |
88% |
True |
False |
122,326 |
| 80 |
784-0 |
551-0 |
233-0 |
30.8% |
13-7 |
1.8% |
88% |
True |
False |
115,983 |
| 100 |
784-0 |
551-0 |
233-0 |
30.8% |
12-6 |
1.7% |
88% |
True |
False |
104,944 |
| 120 |
784-0 |
551-0 |
233-0 |
30.8% |
12-0 |
1.6% |
88% |
True |
False |
96,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904-0 |
|
2.618 |
858-0 |
|
1.618 |
829-6 |
|
1.000 |
812-2 |
|
0.618 |
801-4 |
|
HIGH |
784-0 |
|
0.618 |
773-2 |
|
0.500 |
769-7 |
|
0.382 |
766-4 |
|
LOW |
755-6 |
|
0.618 |
738-2 |
|
1.000 |
727-4 |
|
1.618 |
710-0 |
|
2.618 |
681-6 |
|
4.250 |
635-6 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
769-7 |
760-0 |
| PP |
765-1 |
758-5 |
| S1 |
760-4 |
757-1 |
|