CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
735-2 |
718-2 |
-17-0 |
-2.3% |
653-2 |
High |
735-2 |
725-4 |
-9-6 |
-1.3% |
713-6 |
Low |
732-0 |
718-0 |
-14-0 |
-1.9% |
648-2 |
Close |
732-0 |
718-4 |
-13-4 |
-1.8% |
695-2 |
Range |
3-2 |
7-4 |
4-2 |
130.8% |
65-4 |
ATR |
21-2 |
20-6 |
-0-4 |
-2.4% |
0-0 |
Volume |
82,949 |
87,245 |
4,296 |
5.2% |
306,160 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-1 |
738-3 |
722-5 |
|
R3 |
735-5 |
730-7 |
720-4 |
|
R2 |
728-1 |
728-1 |
719-7 |
|
R1 |
723-3 |
723-3 |
719-2 |
725-6 |
PP |
720-5 |
720-5 |
720-5 |
721-7 |
S1 |
715-7 |
715-7 |
717-6 |
718-2 |
S2 |
713-1 |
713-1 |
717-1 |
|
S3 |
705-5 |
708-3 |
716-4 |
|
S4 |
698-1 |
700-7 |
714-3 |
|
|
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 |
655-4 |
79-6 |
11.1% |
12-2 |
1.7% |
79% |
False |
False |
77,582 |
10 |
735-2 |
604-6 |
130-4 |
18.2% |
13-5 |
1.9% |
87% |
False |
False |
99,388 |
20 |
735-2 |
509-4 |
225-6 |
31.4% |
12-6 |
1.8% |
93% |
False |
False |
88,362 |
40 |
735-2 |
509-4 |
225-6 |
31.4% |
11-1 |
1.5% |
93% |
False |
False |
66,433 |
60 |
735-2 |
507-0 |
228-2 |
31.8% |
9-7 |
1.4% |
93% |
False |
False |
55,347 |
80 |
735-2 |
507-0 |
228-2 |
31.8% |
9-2 |
1.3% |
93% |
False |
False |
47,488 |
100 |
735-2 |
507-0 |
228-2 |
31.8% |
8-6 |
1.2% |
93% |
False |
False |
41,151 |
120 |
735-2 |
507-0 |
228-2 |
31.8% |
8-1 |
1.1% |
93% |
False |
False |
35,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-3 |
2.618 |
745-1 |
1.618 |
737-5 |
1.000 |
733-0 |
0.618 |
730-1 |
HIGH |
725-4 |
0.618 |
722-5 |
0.500 |
721-6 |
0.382 |
720-7 |
LOW |
718-0 |
0.618 |
713-3 |
1.000 |
710-4 |
1.618 |
705-7 |
2.618 |
698-3 |
4.250 |
686-1 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
721-6 |
717-0 |
PP |
720-5 |
715-5 |
S1 |
719-5 |
714-1 |
|