CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
656-0 |
690-0 |
34-0 |
5.2% |
589-0 |
| High |
675-0 |
713-6 |
38-6 |
5.7% |
647-0 |
| Low |
655-4 |
689-0 |
33-4 |
5.1% |
588-4 |
| Close |
674-0 |
708-6 |
34-6 |
5.2% |
628-4 |
| Range |
19-4 |
24-6 |
5-2 |
26.9% |
58-4 |
| ATR |
18-4 |
20-1 |
1-4 |
8.2% |
0-0 |
| Volume |
21,449 |
126,820 |
105,371 |
491.3% |
597,437 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-1 |
768-1 |
722-3 |
|
| R3 |
753-3 |
743-3 |
715-4 |
|
| R2 |
728-5 |
728-5 |
713-2 |
|
| R1 |
718-5 |
718-5 |
711-0 |
723-5 |
| PP |
703-7 |
703-7 |
703-7 |
706-2 |
| S1 |
693-7 |
693-7 |
706-4 |
698-7 |
| S2 |
679-1 |
679-1 |
704-2 |
|
| S3 |
654-3 |
669-1 |
702-0 |
|
| S4 |
629-5 |
644-3 |
695-1 |
|
|
| 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 |
713-6 |
625-0 |
88-6 |
12.5% |
16-7 |
2.4% |
94% |
True |
False |
95,171 |
| 10 |
713-6 |
550-2 |
163-4 |
23.1% |
15-2 |
2.2% |
97% |
True |
False |
99,615 |
| 20 |
713-6 |
509-4 |
204-2 |
28.8% |
13-2 |
1.9% |
98% |
True |
False |
87,069 |
| 40 |
713-6 |
507-0 |
206-6 |
29.2% |
11-2 |
1.6% |
98% |
True |
False |
63,847 |
| 60 |
713-6 |
507-0 |
206-6 |
29.2% |
9-7 |
1.4% |
98% |
True |
False |
52,824 |
| 80 |
713-6 |
507-0 |
206-6 |
29.2% |
9-2 |
1.3% |
98% |
True |
False |
45,396 |
| 100 |
713-6 |
507-0 |
206-6 |
29.2% |
8-6 |
1.2% |
98% |
True |
False |
39,117 |
| 120 |
713-6 |
507-0 |
206-6 |
29.2% |
8-1 |
1.1% |
98% |
True |
False |
34,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
819-0 |
|
2.618 |
778-4 |
|
1.618 |
753-6 |
|
1.000 |
738-4 |
|
0.618 |
729-0 |
|
HIGH |
713-6 |
|
0.618 |
704-2 |
|
0.500 |
701-3 |
|
0.382 |
698-4 |
|
LOW |
689-0 |
|
0.618 |
673-6 |
|
1.000 |
664-2 |
|
1.618 |
649-0 |
|
2.618 |
624-2 |
|
4.250 |
583-6 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
706-2 |
699-4 |
| PP |
703-7 |
690-2 |
| S1 |
701-3 |
681-0 |
|