CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
669-0 |
689-0 |
20-0 |
3.0% |
592-4 |
High |
676-0 |
712-4 |
36-4 |
5.4% |
654-4 |
Low |
668-0 |
689-0 |
21-0 |
3.1% |
589-0 |
Close |
674-4 |
708-4 |
34-0 |
5.0% |
634-6 |
Range |
8-0 |
23-4 |
15-4 |
193.8% |
65-4 |
ATR |
19-0 |
20-3 |
1-3 |
7.1% |
0-0 |
Volume |
174,616 |
155,036 |
-19,580 |
-11.2% |
997,636 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-7 |
764-5 |
721-3 |
|
R3 |
750-3 |
741-1 |
715-0 |
|
R2 |
726-7 |
726-7 |
712-6 |
|
R1 |
717-5 |
717-5 |
710-5 |
722-2 |
PP |
703-3 |
703-3 |
703-3 |
705-5 |
S1 |
694-1 |
694-1 |
706-3 |
698-6 |
S2 |
679-7 |
679-7 |
704-2 |
|
S3 |
656-3 |
670-5 |
702-0 |
|
S4 |
632-7 |
647-1 |
695-5 |
|
|
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 |
712-4 |
630-0 |
82-4 |
11.6% |
16-1 |
2.3% |
95% |
True |
False |
203,797 |
10 |
712-4 |
548-2 |
164-2 |
23.2% |
15-5 |
2.2% |
98% |
True |
False |
182,619 |
20 |
712-4 |
506-0 |
206-4 |
29.1% |
12-6 |
1.8% |
98% |
True |
False |
146,415 |
40 |
712-4 |
502-0 |
210-4 |
29.7% |
10-7 |
1.5% |
98% |
True |
False |
111,681 |
60 |
712-4 |
502-0 |
210-4 |
29.7% |
9-4 |
1.3% |
98% |
True |
False |
93,168 |
80 |
712-4 |
502-0 |
210-4 |
29.7% |
8-7 |
1.3% |
98% |
True |
False |
80,529 |
100 |
712-4 |
502-0 |
210-4 |
29.7% |
8-3 |
1.2% |
98% |
True |
False |
71,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
812-3 |
2.618 |
774-0 |
1.618 |
750-4 |
1.000 |
736-0 |
0.618 |
727-0 |
HIGH |
712-4 |
0.618 |
703-4 |
0.500 |
700-6 |
0.382 |
698-0 |
LOW |
689-0 |
0.618 |
674-4 |
1.000 |
665-4 |
1.618 |
651-0 |
2.618 |
627-4 |
4.250 |
589-1 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
705-7 |
699-4 |
PP |
703-3 |
690-5 |
S1 |
700-6 |
681-5 |
|