CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
726-6 |
718-2 |
-8-4 |
-1.2% |
653-2 |
High |
740-4 |
739-4 |
-1-0 |
-0.1% |
713-6 |
Low |
686-6 |
717-6 |
31-0 |
4.5% |
648-2 |
Close |
704-0 |
731-2 |
27-2 |
3.9% |
695-2 |
Range |
53-6 |
21-6 |
-32-0 |
-59.5% |
65-4 |
ATR |
23-0 |
24-0 |
0-7 |
3.9% |
0-0 |
Volume |
143,367 |
77,108 |
-66,259 |
-46.2% |
306,160 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
794-6 |
784-6 |
743-2 |
|
R3 |
773-0 |
763-0 |
737-2 |
|
R2 |
751-2 |
751-2 |
735-2 |
|
R1 |
741-2 |
741-2 |
733-2 |
746-2 |
PP |
729-4 |
729-4 |
729-4 |
732-0 |
S1 |
719-4 |
719-4 |
729-2 |
724-4 |
S2 |
707-6 |
707-6 |
727-2 |
|
S3 |
686-0 |
697-6 |
725-2 |
|
S4 |
664-2 |
676-0 |
719-2 |
|
|
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 |
740-4 |
686-6 |
53-6 |
7.4% |
18-4 |
2.5% |
83% |
False |
False |
92,023 |
10 |
740-4 |
625-0 |
115-4 |
15.8% |
17-5 |
2.4% |
92% |
False |
False |
93,597 |
20 |
740-4 |
509-4 |
231-0 |
31.6% |
15-3 |
2.1% |
96% |
False |
False |
89,831 |
40 |
740-4 |
509-4 |
231-0 |
31.6% |
12-5 |
1.7% |
96% |
False |
False |
70,296 |
60 |
740-4 |
507-0 |
233-4 |
31.9% |
10-7 |
1.5% |
96% |
False |
False |
58,287 |
80 |
740-4 |
507-0 |
233-4 |
31.9% |
10-1 |
1.4% |
96% |
False |
False |
49,665 |
100 |
740-4 |
507-0 |
233-4 |
31.9% |
9-2 |
1.3% |
96% |
False |
False |
43,171 |
120 |
740-4 |
507-0 |
233-4 |
31.9% |
8-5 |
1.2% |
96% |
False |
False |
37,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
832-0 |
2.618 |
796-4 |
1.618 |
774-6 |
1.000 |
761-2 |
0.618 |
753-0 |
HIGH |
739-4 |
0.618 |
731-2 |
0.500 |
728-5 |
0.382 |
726-0 |
LOW |
717-6 |
0.618 |
704-2 |
1.000 |
696-0 |
1.618 |
682-4 |
2.618 |
660-6 |
4.250 |
625-2 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
730-3 |
725-3 |
PP |
729-4 |
719-4 |
S1 |
728-5 |
713-5 |
|