CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
718-6 |
747-4 |
28-6 |
4.0% |
733-0 |
High |
739-2 |
747-4 |
8-2 |
1.1% |
747-4 |
Low |
718-6 |
729-0 |
10-2 |
1.4% |
685-4 |
Close |
732-2 |
740-2 |
8-0 |
1.1% |
740-2 |
Range |
20-4 |
18-4 |
-2-0 |
-9.8% |
62-0 |
ATR |
24-6 |
24-2 |
-0-4 |
-1.8% |
0-0 |
Volume |
331,339 |
189,854 |
-141,485 |
-42.7% |
1,018,794 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
794-3 |
785-7 |
750-3 |
|
R3 |
775-7 |
767-3 |
745-3 |
|
R2 |
757-3 |
757-3 |
743-5 |
|
R1 |
748-7 |
748-7 |
742-0 |
743-7 |
PP |
738-7 |
738-7 |
738-7 |
736-4 |
S1 |
730-3 |
730-3 |
738-4 |
725-3 |
S2 |
720-3 |
720-3 |
736-7 |
|
S3 |
701-7 |
711-7 |
735-1 |
|
S4 |
683-3 |
693-3 |
730-1 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
910-3 |
887-3 |
774-3 |
|
R3 |
848-3 |
825-3 |
757-2 |
|
R2 |
786-3 |
786-3 |
751-5 |
|
R1 |
763-3 |
763-3 |
745-7 |
774-7 |
PP |
724-3 |
724-3 |
724-3 |
730-2 |
S1 |
701-3 |
701-3 |
734-5 |
712-7 |
S2 |
662-3 |
662-3 |
728-7 |
|
S3 |
600-3 |
639-3 |
723-2 |
|
S4 |
538-3 |
577-3 |
706-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
747-4 |
685-4 |
62-0 |
8.4% |
23-5 |
3.2% |
88% |
True |
False |
203,758 |
10 |
747-4 |
631-4 |
116-0 |
15.7% |
19-0 |
2.6% |
94% |
True |
False |
199,777 |
20 |
747-4 |
506-0 |
241-4 |
32.6% |
17-1 |
2.3% |
97% |
True |
False |
179,504 |
40 |
747-4 |
506-0 |
241-4 |
32.6% |
12-6 |
1.7% |
97% |
True |
False |
131,835 |
60 |
747-4 |
502-0 |
245-4 |
33.2% |
11-1 |
1.5% |
97% |
True |
False |
109,420 |
80 |
747-4 |
502-0 |
245-4 |
33.2% |
10-1 |
1.4% |
97% |
True |
False |
93,443 |
100 |
747-4 |
502-0 |
245-4 |
33.2% |
9-3 |
1.3% |
97% |
True |
False |
82,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
826-1 |
2.618 |
795-7 |
1.618 |
777-3 |
1.000 |
766-0 |
0.618 |
758-7 |
HIGH |
747-4 |
0.618 |
740-3 |
0.500 |
738-2 |
0.382 |
736-1 |
LOW |
729-0 |
0.618 |
717-5 |
1.000 |
710-4 |
1.618 |
699-1 |
2.618 |
680-5 |
4.250 |
650-3 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
739-5 |
732-3 |
PP |
738-7 |
724-3 |
S1 |
738-2 |
716-4 |
|