CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
689-0 |
692-6 |
3-6 |
0.5% |
656-4 |
High |
712-4 |
700-4 |
-12-0 |
-1.7% |
712-4 |
Low |
689-0 |
690-6 |
1-6 |
0.3% |
650-6 |
Close |
708-4 |
693-0 |
-15-4 |
-2.2% |
693-0 |
Range |
23-4 |
9-6 |
-13-6 |
-58.5% |
61-6 |
ATR |
20-3 |
20-1 |
-0-1 |
-0.9% |
0-0 |
Volume |
155,036 |
230,341 |
75,305 |
48.6% |
779,889 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724-0 |
718-2 |
698-3 |
|
R3 |
714-2 |
708-4 |
695-5 |
|
R2 |
704-4 |
704-4 |
694-6 |
|
R1 |
698-6 |
698-6 |
693-7 |
701-5 |
PP |
694-6 |
694-6 |
694-6 |
696-2 |
S1 |
689-0 |
689-0 |
692-1 |
691-7 |
S2 |
685-0 |
685-0 |
691-2 |
|
S3 |
675-2 |
679-2 |
690-3 |
|
S4 |
665-4 |
669-4 |
687-5 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
870-5 |
843-5 |
727-0 |
|
R3 |
808-7 |
781-7 |
710-0 |
|
R2 |
747-1 |
747-1 |
704-3 |
|
R1 |
720-1 |
720-1 |
698-5 |
733-5 |
PP |
685-3 |
685-3 |
685-3 |
692-2 |
S1 |
658-3 |
658-3 |
687-3 |
671-7 |
S2 |
623-5 |
623-5 |
681-5 |
|
S3 |
561-7 |
596-5 |
676-0 |
|
S4 |
500-1 |
534-7 |
659-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
712-4 |
631-4 |
81-0 |
11.7% |
14-2 |
2.1% |
76% |
False |
False |
195,796 |
10 |
712-4 |
554-0 |
158-4 |
22.9% |
14-5 |
2.1% |
88% |
False |
False |
192,793 |
20 |
712-4 |
506-0 |
206-4 |
29.8% |
12-6 |
1.8% |
91% |
False |
False |
154,285 |
40 |
712-4 |
502-0 |
210-4 |
30.4% |
10-7 |
1.6% |
91% |
False |
False |
115,423 |
60 |
712-4 |
502-0 |
210-4 |
30.4% |
9-5 |
1.4% |
91% |
False |
False |
95,976 |
80 |
712-4 |
502-0 |
210-4 |
30.4% |
9-0 |
1.3% |
91% |
False |
False |
82,999 |
100 |
712-4 |
502-0 |
210-4 |
30.4% |
8-4 |
1.2% |
91% |
False |
False |
73,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-0 |
2.618 |
726-0 |
1.618 |
716-2 |
1.000 |
710-2 |
0.618 |
706-4 |
HIGH |
700-4 |
0.618 |
696-6 |
0.500 |
695-5 |
0.382 |
694-4 |
LOW |
690-6 |
0.618 |
684-6 |
1.000 |
681-0 |
1.618 |
675-0 |
2.618 |
665-2 |
4.250 |
649-2 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
695-5 |
692-1 |
PP |
694-6 |
691-1 |
S1 |
693-7 |
690-2 |
|