CME Pit-Traded Corn Future September 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 |
653-2 |
656-0 |
2-6 |
0.4% |
589-0 |
| High |
653-2 |
675-0 |
21-6 |
3.3% |
647-0 |
| Low |
648-2 |
655-4 |
7-2 |
1.1% |
588-4 |
| Close |
652-2 |
674-0 |
21-6 |
3.3% |
628-4 |
| Range |
5-0 |
19-4 |
14-4 |
290.0% |
58-4 |
| ATR |
18-2 |
18-4 |
0-3 |
1.8% |
0-0 |
| Volume |
88,441 |
21,449 |
-66,992 |
-75.7% |
597,437 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726-5 |
719-7 |
684-6 |
|
| R3 |
707-1 |
700-3 |
679-3 |
|
| R2 |
687-5 |
687-5 |
677-5 |
|
| R1 |
680-7 |
680-7 |
675-6 |
684-2 |
| PP |
668-1 |
668-1 |
668-1 |
669-7 |
| S1 |
661-3 |
661-3 |
672-2 |
664-6 |
| S2 |
648-5 |
648-5 |
670-3 |
|
| S3 |
629-1 |
641-7 |
668-5 |
|
| S4 |
609-5 |
622-3 |
663-2 |
|
|
| 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 |
675-0 |
623-0 |
52-0 |
7.7% |
15-6 |
2.3% |
98% |
True |
False |
98,780 |
| 10 |
675-0 |
550-2 |
124-6 |
18.5% |
14-0 |
2.1% |
99% |
True |
False |
92,616 |
| 20 |
675-0 |
509-4 |
165-4 |
24.6% |
12-3 |
1.8% |
99% |
True |
False |
83,406 |
| 40 |
675-0 |
507-0 |
168-0 |
24.9% |
10-6 |
1.6% |
99% |
True |
False |
61,435 |
| 60 |
675-0 |
507-0 |
168-0 |
24.9% |
9-5 |
1.4% |
99% |
True |
False |
51,141 |
| 80 |
675-0 |
507-0 |
168-0 |
24.9% |
9-2 |
1.4% |
99% |
True |
False |
44,178 |
| 100 |
675-0 |
507-0 |
168-0 |
24.9% |
8-5 |
1.3% |
99% |
True |
False |
38,043 |
| 120 |
675-0 |
507-0 |
168-0 |
24.9% |
7-7 |
1.2% |
99% |
True |
False |
33,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-7 |
|
2.618 |
726-0 |
|
1.618 |
706-4 |
|
1.000 |
694-4 |
|
0.618 |
687-0 |
|
HIGH |
675-0 |
|
0.618 |
667-4 |
|
0.500 |
665-2 |
|
0.382 |
663-0 |
|
LOW |
655-4 |
|
0.618 |
643-4 |
|
1.000 |
636-0 |
|
1.618 |
624-0 |
|
2.618 |
604-4 |
|
4.250 |
572-5 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
671-1 |
666-1 |
| PP |
668-1 |
658-3 |
| S1 |
665-2 |
650-4 |
|