CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
656-4 |
669-0 |
12-4 |
1.9% |
592-4 |
High |
658-0 |
676-0 |
18-0 |
2.7% |
654-4 |
Low |
650-6 |
668-0 |
17-2 |
2.7% |
589-0 |
Close |
655-6 |
674-4 |
18-6 |
2.9% |
634-6 |
Range |
7-2 |
8-0 |
0-6 |
10.3% |
65-4 |
ATR |
18-7 |
19-0 |
0-1 |
0.5% |
0-0 |
Volume |
219,896 |
174,616 |
-45,280 |
-20.6% |
997,636 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-7 |
693-5 |
678-7 |
|
R3 |
688-7 |
685-5 |
676-6 |
|
R2 |
680-7 |
680-7 |
676-0 |
|
R1 |
677-5 |
677-5 |
675-2 |
679-2 |
PP |
672-7 |
672-7 |
672-7 |
673-5 |
S1 |
669-5 |
669-5 |
673-6 |
671-2 |
S2 |
664-7 |
664-7 |
673-0 |
|
S3 |
656-7 |
661-5 |
672-2 |
|
S4 |
648-7 |
653-5 |
670-1 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
822-5 |
794-1 |
670-6 |
|
R3 |
757-1 |
728-5 |
652-6 |
|
R2 |
691-5 |
691-5 |
646-6 |
|
R1 |
663-1 |
663-1 |
640-6 |
677-3 |
PP |
626-1 |
626-1 |
626-1 |
633-2 |
S1 |
597-5 |
597-5 |
628-6 |
611-7 |
S2 |
560-5 |
560-5 |
622-6 |
|
S3 |
495-1 |
532-1 |
616-6 |
|
S4 |
429-5 |
466-5 |
598-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-0 |
630-0 |
46-0 |
6.8% |
15-2 |
2.3% |
97% |
True |
False |
224,365 |
10 |
676-0 |
548-2 |
127-6 |
18.9% |
14-6 |
2.2% |
99% |
True |
False |
185,780 |
20 |
676-0 |
506-0 |
170-0 |
25.2% |
11-7 |
1.8% |
99% |
True |
False |
143,934 |
40 |
676-0 |
502-0 |
174-0 |
25.8% |
10-3 |
1.5% |
99% |
True |
False |
109,122 |
60 |
676-0 |
502-0 |
174-0 |
25.8% |
9-2 |
1.4% |
99% |
True |
False |
91,317 |
80 |
676-0 |
502-0 |
174-0 |
25.8% |
8-6 |
1.3% |
99% |
True |
False |
79,242 |
100 |
676-0 |
502-0 |
174-0 |
25.8% |
8-2 |
1.2% |
99% |
True |
False |
69,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
710-0 |
2.618 |
697-0 |
1.618 |
689-0 |
1.000 |
684-0 |
0.618 |
681-0 |
HIGH |
676-0 |
0.618 |
673-0 |
0.500 |
672-0 |
0.382 |
671-0 |
LOW |
668-0 |
0.618 |
663-0 |
1.000 |
660-0 |
1.618 |
655-0 |
2.618 |
647-0 |
4.250 |
634-0 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
673-5 |
667-5 |
PP |
672-7 |
660-5 |
S1 |
672-0 |
653-6 |
|