CME Pit-Traded Corn Future July 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 |
706-2 |
739-0 |
32-6 |
4.6% |
621-4 |
| High |
720-0 |
770-0 |
50-0 |
6.9% |
676-0 |
| Low |
706-2 |
739-0 |
32-6 |
4.6% |
618-0 |
| Close |
718-6 |
768-0 |
49-2 |
6.9% |
672-4 |
| Range |
13-6 |
31-0 |
17-2 |
125.5% |
58-0 |
| ATR |
19-6 |
22-0 |
2-2 |
11.4% |
0-0 |
| Volume |
2,434 |
10,697 |
8,263 |
339.5% |
409,359 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852-0 |
841-0 |
785-0 |
|
| R3 |
821-0 |
810-0 |
776-4 |
|
| R2 |
790-0 |
790-0 |
773-5 |
|
| R1 |
779-0 |
779-0 |
770-7 |
784-4 |
| PP |
759-0 |
759-0 |
759-0 |
761-6 |
| S1 |
748-0 |
748-0 |
765-1 |
753-4 |
| S2 |
728-0 |
728-0 |
762-3 |
|
| S3 |
697-0 |
717-0 |
759-4 |
|
| S4 |
666-0 |
686-0 |
751-0 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829-4 |
809-0 |
704-3 |
|
| R3 |
771-4 |
751-0 |
688-4 |
|
| R2 |
713-4 |
713-4 |
683-1 |
|
| R1 |
693-0 |
693-0 |
677-7 |
703-2 |
| PP |
655-4 |
655-4 |
655-4 |
660-5 |
| S1 |
635-0 |
635-0 |
667-1 |
645-2 |
| S2 |
597-4 |
597-4 |
661-7 |
|
| S3 |
539-4 |
577-0 |
656-4 |
|
| S4 |
481-4 |
519-0 |
640-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
646-4 |
123-4 |
16.1% |
17-3 |
2.3% |
98% |
True |
False |
26,201 |
| 10 |
770-0 |
586-4 |
183-4 |
23.9% |
16-6 |
2.2% |
99% |
True |
False |
65,534 |
| 20 |
770-0 |
577-0 |
193-0 |
25.1% |
15-4 |
2.0% |
99% |
True |
False |
104,475 |
| 40 |
770-0 |
551-0 |
219-0 |
28.5% |
15-5 |
2.0% |
99% |
True |
False |
127,494 |
| 60 |
770-0 |
551-0 |
219-0 |
28.5% |
14-3 |
1.9% |
99% |
True |
False |
135,749 |
| 80 |
770-0 |
551-0 |
219-0 |
28.5% |
13-3 |
1.7% |
99% |
True |
False |
120,200 |
| 100 |
770-0 |
551-0 |
219-0 |
28.5% |
12-3 |
1.6% |
99% |
True |
False |
107,815 |
| 120 |
770-0 |
551-0 |
219-0 |
28.5% |
11-5 |
1.5% |
99% |
True |
False |
98,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901-6 |
|
2.618 |
851-1 |
|
1.618 |
820-1 |
|
1.000 |
801-0 |
|
0.618 |
789-1 |
|
HIGH |
770-0 |
|
0.618 |
758-1 |
|
0.500 |
754-4 |
|
0.382 |
750-7 |
|
LOW |
739-0 |
|
0.618 |
719-7 |
|
1.000 |
708-0 |
|
1.618 |
688-7 |
|
2.618 |
657-7 |
|
4.250 |
607-2 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763-4 |
754-5 |
| PP |
759-0 |
741-3 |
| S1 |
754-4 |
728-0 |
|