CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
632-0 |
653-2 |
21-2 |
3.4% |
589-0 |
High |
647-0 |
653-2 |
6-2 |
1.0% |
647-0 |
Low |
626-0 |
648-2 |
22-2 |
3.6% |
588-4 |
Close |
628-4 |
652-2 |
23-6 |
3.8% |
628-4 |
Range |
21-0 |
5-0 |
-16-0 |
-76.2% |
58-4 |
ATR |
17-6 |
18-2 |
0-4 |
2.8% |
0-0 |
Volume |
123,753 |
88,441 |
-35,312 |
-28.5% |
597,437 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-2 |
664-2 |
655-0 |
|
R3 |
661-2 |
659-2 |
653-5 |
|
R2 |
656-2 |
656-2 |
653-1 |
|
R1 |
654-2 |
654-2 |
652-6 |
652-6 |
PP |
651-2 |
651-2 |
651-2 |
650-4 |
S1 |
649-2 |
649-2 |
651-6 |
647-6 |
S2 |
646-2 |
646-2 |
651-3 |
|
S3 |
641-2 |
644-2 |
650-7 |
|
S4 |
636-2 |
639-2 |
649-4 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796-7 |
771-1 |
660-5 |
|
R3 |
738-3 |
712-5 |
644-5 |
|
R2 |
679-7 |
679-7 |
639-2 |
|
R1 |
654-1 |
654-1 |
633-7 |
667-0 |
PP |
621-3 |
621-3 |
621-3 |
627-6 |
S1 |
595-5 |
595-5 |
623-1 |
608-4 |
S2 |
562-7 |
562-7 |
617-6 |
|
S3 |
504-3 |
537-1 |
612-3 |
|
S4 |
445-7 |
478-5 |
596-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
653-2 |
604-6 |
48-4 |
7.4% |
15-0 |
2.3% |
98% |
True |
False |
121,194 |
10 |
653-2 |
550-2 |
103-0 |
15.8% |
13-3 |
2.0% |
99% |
True |
False |
98,543 |
20 |
653-2 |
509-4 |
143-6 |
22.0% |
11-7 |
1.8% |
99% |
True |
False |
85,137 |
40 |
653-2 |
507-0 |
146-2 |
22.4% |
10-3 |
1.6% |
99% |
True |
False |
61,817 |
60 |
653-2 |
507-0 |
146-2 |
22.4% |
9-3 |
1.4% |
99% |
True |
False |
51,196 |
80 |
653-2 |
507-0 |
146-2 |
22.4% |
9-0 |
1.4% |
99% |
True |
False |
44,220 |
100 |
653-2 |
507-0 |
146-2 |
22.4% |
8-4 |
1.3% |
99% |
True |
False |
37,925 |
120 |
653-2 |
507-0 |
146-2 |
22.4% |
7-6 |
1.2% |
99% |
True |
False |
32,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
674-4 |
2.618 |
666-3 |
1.618 |
661-3 |
1.000 |
658-2 |
0.618 |
656-3 |
HIGH |
653-2 |
0.618 |
651-3 |
0.500 |
650-6 |
0.382 |
650-1 |
LOW |
648-2 |
0.618 |
645-1 |
1.000 |
643-2 |
1.618 |
640-1 |
2.618 |
635-1 |
4.250 |
627-0 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
651-6 |
647-7 |
PP |
651-2 |
643-4 |
S1 |
650-6 |
639-1 |
|