CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
693-6 |
735-2 |
41-4 |
6.0% |
653-2 |
High |
699-0 |
735-2 |
36-2 |
5.2% |
713-6 |
Low |
693-0 |
732-0 |
39-0 |
5.6% |
648-2 |
Close |
695-2 |
732-0 |
36-6 |
5.3% |
695-2 |
Range |
6-0 |
3-2 |
-2-6 |
-45.8% |
65-4 |
ATR |
19-6 |
21-2 |
1-4 |
7.3% |
0-0 |
Volume |
69,450 |
82,949 |
13,499 |
19.4% |
306,160 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
742-7 |
740-5 |
733-6 |
|
R3 |
739-5 |
737-3 |
732-7 |
|
R2 |
736-3 |
736-3 |
732-5 |
|
R1 |
734-1 |
734-1 |
732-2 |
733-5 |
PP |
733-1 |
733-1 |
733-1 |
732-6 |
S1 |
730-7 |
730-7 |
731-6 |
730-3 |
S2 |
729-7 |
729-7 |
731-3 |
|
S3 |
726-5 |
727-5 |
731-1 |
|
S4 |
723-3 |
724-3 |
730-2 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
882-2 |
854-2 |
731-2 |
|
R3 |
816-6 |
788-6 |
713-2 |
|
R2 |
751-2 |
751-2 |
707-2 |
|
R1 |
723-2 |
723-2 |
701-2 |
737-2 |
PP |
685-6 |
685-6 |
685-6 |
692-6 |
S1 |
657-6 |
657-6 |
689-2 |
671-6 |
S2 |
620-2 |
620-2 |
683-2 |
|
S3 |
554-6 |
592-2 |
677-2 |
|
S4 |
489-2 |
526-6 |
659-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
735-2 |
648-2 |
87-0 |
11.9% |
11-6 |
1.6% |
96% |
True |
False |
77,821 |
10 |
735-2 |
588-4 |
146-6 |
20.0% |
13-1 |
1.8% |
98% |
True |
False |
98,654 |
20 |
735-2 |
509-4 |
225-6 |
30.8% |
13-0 |
1.8% |
99% |
True |
False |
87,258 |
40 |
735-2 |
507-0 |
228-2 |
31.2% |
11-1 |
1.5% |
99% |
True |
False |
65,646 |
60 |
735-2 |
507-0 |
228-2 |
31.2% |
9-7 |
1.3% |
99% |
True |
False |
54,307 |
80 |
735-2 |
507-0 |
228-2 |
31.2% |
9-2 |
1.3% |
99% |
True |
False |
46,727 |
100 |
735-2 |
507-0 |
228-2 |
31.2% |
8-5 |
1.2% |
99% |
True |
False |
40,384 |
120 |
735-2 |
507-0 |
228-2 |
31.2% |
8-1 |
1.1% |
99% |
True |
False |
35,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
749-0 |
2.618 |
743-6 |
1.618 |
740-4 |
1.000 |
738-4 |
0.618 |
737-2 |
HIGH |
735-2 |
0.618 |
734-0 |
0.500 |
733-5 |
0.382 |
733-2 |
LOW |
732-0 |
0.618 |
730-0 |
1.000 |
728-6 |
1.618 |
726-6 |
2.618 |
723-4 |
4.250 |
718-2 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
733-5 |
725-3 |
PP |
733-1 |
718-6 |
S1 |
732-4 |
712-1 |
|