CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
692-6 |
733-0 |
40-2 |
5.8% |
656-4 |
High |
700-4 |
733-0 |
32-4 |
4.6% |
712-4 |
Low |
690-6 |
724-2 |
33-4 |
4.8% |
650-6 |
Close |
693-0 |
730-0 |
37-0 |
5.3% |
693-0 |
Range |
9-6 |
8-6 |
-1-0 |
-10.3% |
61-6 |
ATR |
20-1 |
21-5 |
1-3 |
7.0% |
0-0 |
Volume |
230,341 |
140,139 |
-90,202 |
-39.2% |
779,889 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-3 |
751-3 |
734-6 |
|
R3 |
746-5 |
742-5 |
732-3 |
|
R2 |
737-7 |
737-7 |
731-5 |
|
R1 |
733-7 |
733-7 |
730-6 |
731-4 |
PP |
729-1 |
729-1 |
729-1 |
727-7 |
S1 |
725-1 |
725-1 |
729-2 |
722-6 |
S2 |
720-3 |
720-3 |
728-3 |
|
S3 |
711-5 |
716-3 |
727-5 |
|
S4 |
702-7 |
707-5 |
725-2 |
|
|
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 |
733-0 |
650-6 |
82-2 |
11.3% |
11-4 |
1.6% |
96% |
True |
False |
184,005 |
10 |
733-0 |
589-0 |
144-0 |
19.7% |
14-1 |
1.9% |
98% |
True |
False |
191,766 |
20 |
733-0 |
506-0 |
227-0 |
31.1% |
12-7 |
1.8% |
99% |
True |
False |
155,704 |
40 |
733-0 |
502-0 |
231-0 |
31.6% |
11-0 |
1.5% |
99% |
True |
False |
117,299 |
60 |
733-0 |
502-0 |
231-0 |
31.6% |
9-6 |
1.3% |
99% |
True |
False |
97,530 |
80 |
733-0 |
502-0 |
231-0 |
31.6% |
9-0 |
1.2% |
99% |
True |
False |
84,225 |
100 |
733-0 |
502-0 |
231-0 |
31.6% |
8-4 |
1.2% |
99% |
True |
False |
74,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-2 |
2.618 |
755-7 |
1.618 |
747-1 |
1.000 |
741-6 |
0.618 |
738-3 |
HIGH |
733-0 |
0.618 |
729-5 |
0.500 |
728-5 |
0.382 |
727-5 |
LOW |
724-2 |
0.618 |
718-7 |
1.000 |
715-4 |
1.618 |
710-1 |
2.618 |
701-3 |
4.250 |
687-0 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
729-4 |
723-5 |
PP |
729-1 |
717-3 |
S1 |
728-5 |
711-0 |
|