CME Pit-Traded Corn Future July 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 |
763-4 |
758-0 |
-5-4 |
-0.7% |
692-4 |
| High |
765-0 |
758-0 |
-7-0 |
-0.9% |
770-0 |
| Low |
761-0 |
736-0 |
-25-0 |
-3.3% |
686-0 |
| Close |
761-0 |
750-6 |
-10-2 |
-1.3% |
743-2 |
| Range |
4-0 |
22-0 |
18-0 |
450.0% |
84-0 |
| ATR |
22-4 |
22-6 |
0-1 |
0.8% |
0-0 |
| Volume |
3,895 |
4,596 |
701 |
18.0% |
27,143 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-2 |
804-4 |
762-7 |
|
| R3 |
792-2 |
782-4 |
756-6 |
|
| R2 |
770-2 |
770-2 |
754-6 |
|
| R1 |
760-4 |
760-4 |
752-6 |
754-3 |
| PP |
748-2 |
748-2 |
748-2 |
745-2 |
| S1 |
738-4 |
738-4 |
748-6 |
732-3 |
| S2 |
726-2 |
726-2 |
746-6 |
|
| S3 |
704-2 |
716-4 |
744-6 |
|
| S4 |
682-2 |
694-4 |
738-5 |
|
|
| 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 |
736-0 |
41-0 |
5.5% |
14-4 |
1.9% |
36% |
False |
True |
5,810 |
| 10 |
777-0 |
646-0 |
131-0 |
17.4% |
14-6 |
2.0% |
80% |
False |
False |
23,217 |
| 20 |
777-0 |
579-4 |
197-4 |
26.3% |
14-7 |
2.0% |
87% |
False |
False |
75,437 |
| 40 |
777-0 |
551-0 |
226-0 |
30.1% |
15-2 |
2.0% |
88% |
False |
False |
112,001 |
| 60 |
777-0 |
551-0 |
226-0 |
30.1% |
14-5 |
1.9% |
88% |
False |
False |
127,880 |
| 80 |
777-0 |
551-0 |
226-0 |
30.1% |
13-4 |
1.8% |
88% |
False |
False |
117,310 |
| 100 |
777-0 |
551-0 |
226-0 |
30.1% |
12-4 |
1.7% |
88% |
False |
False |
105,914 |
| 120 |
777-0 |
551-0 |
226-0 |
30.1% |
11-6 |
1.6% |
88% |
False |
False |
97,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851-4 |
|
2.618 |
815-5 |
|
1.618 |
793-5 |
|
1.000 |
780-0 |
|
0.618 |
771-5 |
|
HIGH |
758-0 |
|
0.618 |
749-5 |
|
0.500 |
747-0 |
|
0.382 |
744-3 |
|
LOW |
736-0 |
|
0.618 |
722-3 |
|
1.000 |
714-0 |
|
1.618 |
700-3 |
|
2.618 |
678-3 |
|
4.250 |
642-4 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
749-4 |
756-4 |
| PP |
748-2 |
754-5 |
| S1 |
747-0 |
752-5 |
|