CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
718-2 |
747-4 |
29-2 |
4.1% |
735-2 |
High |
739-4 |
747-4 |
8-0 |
1.1% |
747-4 |
Low |
717-6 |
732-6 |
15-0 |
2.1% |
686-6 |
Close |
731-2 |
740-4 |
9-2 |
1.3% |
740-4 |
Range |
21-6 |
14-6 |
-7-0 |
-32.2% |
60-6 |
ATR |
24-0 |
23-3 |
-0-4 |
-2.3% |
0-0 |
Volume |
77,108 |
85,018 |
7,910 |
10.3% |
475,687 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
784-4 |
777-2 |
748-5 |
|
R3 |
769-6 |
762-4 |
744-4 |
|
R2 |
755-0 |
755-0 |
743-2 |
|
R1 |
747-6 |
747-6 |
741-7 |
744-0 |
PP |
740-2 |
740-2 |
740-2 |
738-3 |
S1 |
733-0 |
733-0 |
739-1 |
729-2 |
S2 |
725-4 |
725-4 |
737-6 |
|
S3 |
710-6 |
718-2 |
736-4 |
|
S4 |
696-0 |
703-4 |
732-3 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
907-1 |
884-5 |
773-7 |
|
R3 |
846-3 |
823-7 |
757-2 |
|
R2 |
785-5 |
785-5 |
751-5 |
|
R1 |
763-1 |
763-1 |
746-1 |
774-3 |
PP |
724-7 |
724-7 |
724-7 |
730-4 |
S1 |
702-3 |
702-3 |
734-7 |
713-5 |
S2 |
664-1 |
664-1 |
729-3 |
|
S3 |
603-3 |
641-5 |
723-6 |
|
S4 |
542-5 |
580-7 |
707-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
747-4 |
686-6 |
60-6 |
8.2% |
20-2 |
2.7% |
88% |
True |
False |
95,137 |
10 |
747-4 |
626-0 |
121-4 |
16.4% |
17-6 |
2.4% |
94% |
True |
False |
90,560 |
20 |
747-4 |
509-4 |
238-0 |
32.1% |
15-7 |
2.1% |
97% |
True |
False |
90,963 |
40 |
747-4 |
509-4 |
238-0 |
32.1% |
12-5 |
1.7% |
97% |
True |
False |
71,749 |
60 |
747-4 |
507-0 |
240-4 |
32.5% |
11-1 |
1.5% |
97% |
True |
False |
59,286 |
80 |
747-4 |
507-0 |
240-4 |
32.5% |
10-2 |
1.4% |
97% |
True |
False |
50,454 |
100 |
747-4 |
507-0 |
240-4 |
32.5% |
9-3 |
1.3% |
97% |
True |
False |
43,931 |
120 |
747-4 |
507-0 |
240-4 |
32.5% |
8-6 |
1.2% |
97% |
True |
False |
38,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
810-2 |
2.618 |
786-1 |
1.618 |
771-3 |
1.000 |
762-2 |
0.618 |
756-5 |
HIGH |
747-4 |
0.618 |
741-7 |
0.500 |
740-1 |
0.382 |
738-3 |
LOW |
732-6 |
0.618 |
723-5 |
1.000 |
718-0 |
1.618 |
708-7 |
2.618 |
694-1 |
4.250 |
670-0 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
740-3 |
732-6 |
PP |
740-2 |
724-7 |
S1 |
740-1 |
717-1 |
|