CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
717-0 |
736-6 |
19-6 |
2.8% |
656-4 |
High |
725-4 |
746-0 |
20-4 |
2.8% |
712-4 |
Low |
715-4 |
685-4 |
-30-0 |
-4.2% |
650-6 |
Close |
717-4 |
704-0 |
-13-4 |
-1.9% |
693-0 |
Range |
10-0 |
60-4 |
50-4 |
505.0% |
61-6 |
ATR |
21-1 |
23-7 |
2-7 |
13.4% |
0-0 |
Volume |
185,241 |
172,221 |
-13,020 |
-7.0% |
779,889 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
893-3 |
859-1 |
737-2 |
|
R3 |
832-7 |
798-5 |
720-5 |
|
R2 |
772-3 |
772-3 |
715-1 |
|
R1 |
738-1 |
738-1 |
709-4 |
725-0 |
PP |
711-7 |
711-7 |
711-7 |
705-2 |
S1 |
677-5 |
677-5 |
698-4 |
664-4 |
S2 |
651-3 |
651-3 |
692-7 |
|
S3 |
590-7 |
617-1 |
687-3 |
|
S4 |
530-3 |
556-5 |
670-6 |
|
|
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 |
746-0 |
685-4 |
60-4 |
8.6% |
22-4 |
3.2% |
31% |
True |
True |
176,595 |
10 |
746-0 |
630-0 |
116-0 |
16.5% |
18-7 |
2.7% |
64% |
True |
False |
200,480 |
20 |
746-0 |
506-0 |
240-0 |
34.1% |
15-5 |
2.2% |
83% |
True |
False |
164,625 |
40 |
746-0 |
506-0 |
240-0 |
34.1% |
12-2 |
1.7% |
83% |
True |
False |
121,703 |
60 |
746-0 |
502-0 |
244-0 |
34.7% |
10-5 |
1.5% |
83% |
True |
False |
102,242 |
80 |
746-0 |
502-0 |
244-0 |
34.7% |
9-6 |
1.4% |
83% |
True |
False |
87,691 |
100 |
746-0 |
502-0 |
244-0 |
34.7% |
9-1 |
1.3% |
83% |
True |
False |
77,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1003-1 |
2.618 |
904-3 |
1.618 |
843-7 |
1.000 |
806-4 |
0.618 |
783-3 |
HIGH |
746-0 |
0.618 |
722-7 |
0.500 |
715-6 |
0.382 |
708-5 |
LOW |
685-4 |
0.618 |
648-1 |
1.000 |
625-0 |
1.618 |
587-5 |
2.618 |
527-1 |
4.250 |
428-3 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
715-6 |
715-6 |
PP |
711-7 |
711-7 |
S1 |
707-7 |
707-7 |
|