CME Pit-Traded Corn Future July 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 |
739-0 |
752-0 |
13-0 |
1.8% |
692-4 |
| High |
770-0 |
755-0 |
-15-0 |
-1.9% |
770-0 |
| Low |
739-0 |
741-0 |
2-0 |
0.3% |
686-0 |
| Close |
768-0 |
743-2 |
-24-6 |
-3.2% |
743-2 |
| Range |
31-0 |
14-0 |
-17-0 |
-54.8% |
84-0 |
| ATR |
22-0 |
22-3 |
0-3 |
1.6% |
0-0 |
| Volume |
10,697 |
5,511 |
-5,186 |
-48.5% |
27,143 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788-3 |
779-7 |
751-0 |
|
| R3 |
774-3 |
765-7 |
747-1 |
|
| R2 |
760-3 |
760-3 |
745-7 |
|
| R1 |
751-7 |
751-7 |
744-4 |
749-1 |
| PP |
746-3 |
746-3 |
746-3 |
745-0 |
| S1 |
737-7 |
737-7 |
742-0 |
735-1 |
| S2 |
732-3 |
732-3 |
740-5 |
|
| S3 |
718-3 |
723-7 |
739-3 |
|
| S4 |
704-3 |
709-7 |
735-4 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985-1 |
948-1 |
789-4 |
|
| R3 |
901-1 |
864-1 |
766-3 |
|
| R2 |
817-1 |
817-1 |
758-5 |
|
| R1 |
780-1 |
780-1 |
751-0 |
798-5 |
| PP |
733-1 |
733-1 |
733-1 |
742-2 |
| S1 |
696-1 |
696-1 |
735-4 |
714-5 |
| S2 |
649-1 |
649-1 |
727-7 |
|
| S3 |
565-1 |
612-1 |
720-1 |
|
| S4 |
481-1 |
528-1 |
697-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
657-0 |
113-0 |
15.2% |
17-0 |
2.3% |
76% |
False |
False |
11,550 |
| 10 |
770-0 |
590-4 |
179-4 |
24.2% |
15-7 |
2.1% |
85% |
False |
False |
52,105 |
| 20 |
770-0 |
577-0 |
193-0 |
26.0% |
15-3 |
2.1% |
86% |
False |
False |
96,701 |
| 40 |
770-0 |
551-0 |
219-0 |
29.5% |
15-6 |
2.1% |
88% |
False |
False |
124,027 |
| 60 |
770-0 |
551-0 |
219-0 |
29.5% |
14-4 |
2.0% |
88% |
False |
False |
133,520 |
| 80 |
770-0 |
551-0 |
219-0 |
29.5% |
13-4 |
1.8% |
88% |
False |
False |
119,412 |
| 100 |
770-0 |
551-0 |
219-0 |
29.5% |
12-3 |
1.7% |
88% |
False |
False |
107,441 |
| 120 |
770-0 |
551-0 |
219-0 |
29.5% |
11-5 |
1.6% |
88% |
False |
False |
98,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814-4 |
|
2.618 |
791-5 |
|
1.618 |
777-5 |
|
1.000 |
769-0 |
|
0.618 |
763-5 |
|
HIGH |
755-0 |
|
0.618 |
749-5 |
|
0.500 |
748-0 |
|
0.382 |
746-3 |
|
LOW |
741-0 |
|
0.618 |
732-3 |
|
1.000 |
727-0 |
|
1.618 |
718-3 |
|
2.618 |
704-3 |
|
4.250 |
681-4 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
748-0 |
741-4 |
| PP |
746-3 |
739-7 |
| S1 |
744-7 |
738-1 |
|