CME Pit-Traded Corn Future July 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 |
752-0 |
777-0 |
25-0 |
3.3% |
692-4 |
High |
755-0 |
777-0 |
22-0 |
2.9% |
770-0 |
Low |
741-0 |
775-2 |
34-2 |
4.6% |
686-0 |
Close |
743-2 |
775-2 |
32-0 |
4.3% |
743-2 |
Range |
14-0 |
1-6 |
-12-2 |
-87.5% |
84-0 |
ATR |
22-3 |
23-2 |
0-6 |
3.6% |
0-0 |
Volume |
5,511 |
4,351 |
-1,160 |
-21.0% |
27,143 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-1 |
779-7 |
776-2 |
|
R3 |
779-3 |
778-1 |
775-6 |
|
R2 |
777-5 |
777-5 |
775-5 |
|
R1 |
776-3 |
776-3 |
775-3 |
776-1 |
PP |
775-7 |
775-7 |
775-7 |
775-6 |
S1 |
774-5 |
774-5 |
775-1 |
774-3 |
S2 |
774-1 |
774-1 |
774-7 |
|
S3 |
772-3 |
772-7 |
774-6 |
|
S4 |
770-5 |
771-1 |
774-2 |
|
|
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 |
777-0 |
686-0 |
91-0 |
11.7% |
13-4 |
1.7% |
98% |
True |
False |
6,298 |
10 |
777-0 |
618-0 |
159-0 |
20.5% |
15-1 |
1.9% |
99% |
True |
False |
44,085 |
20 |
777-0 |
577-0 |
200-0 |
25.8% |
14-7 |
1.9% |
99% |
True |
False |
89,123 |
40 |
777-0 |
551-0 |
226-0 |
29.2% |
15-2 |
2.0% |
99% |
True |
False |
119,022 |
60 |
777-0 |
551-0 |
226-0 |
29.2% |
14-3 |
1.9% |
99% |
True |
False |
131,269 |
80 |
777-0 |
551-0 |
226-0 |
29.2% |
13-3 |
1.7% |
99% |
True |
False |
118,616 |
100 |
777-0 |
551-0 |
226-0 |
29.2% |
12-3 |
1.6% |
99% |
True |
False |
106,809 |
120 |
777-0 |
551-0 |
226-0 |
29.2% |
11-5 |
1.5% |
99% |
True |
False |
97,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-4 |
2.618 |
781-5 |
1.618 |
779-7 |
1.000 |
778-6 |
0.618 |
778-1 |
HIGH |
777-0 |
0.618 |
776-3 |
0.500 |
776-1 |
0.382 |
775-7 |
LOW |
775-2 |
0.618 |
774-1 |
1.000 |
773-4 |
1.618 |
772-3 |
2.618 |
770-5 |
4.250 |
767-6 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
776-1 |
769-4 |
PP |
775-7 |
763-6 |
S1 |
775-4 |
758-0 |
|