CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
758-0 |
767-0 |
9-0 |
1.2% |
692-4 |
| High |
758-0 |
781-0 |
23-0 |
3.0% |
770-0 |
| Low |
736-0 |
767-0 |
31-0 |
4.2% |
686-0 |
| Close |
750-6 |
771-2 |
20-4 |
2.7% |
743-2 |
| Range |
22-0 |
14-0 |
-8-0 |
-36.4% |
84-0 |
| ATR |
22-6 |
23-2 |
0-4 |
2.4% |
0-0 |
| Volume |
4,596 |
3,173 |
-1,423 |
-31.0% |
27,143 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-1 |
807-1 |
779-0 |
|
| R3 |
801-1 |
793-1 |
775-1 |
|
| R2 |
787-1 |
787-1 |
773-7 |
|
| R1 |
779-1 |
779-1 |
772-4 |
783-1 |
| PP |
773-1 |
773-1 |
773-1 |
775-0 |
| S1 |
765-1 |
765-1 |
770-0 |
769-1 |
| S2 |
759-1 |
759-1 |
768-5 |
|
| S3 |
745-1 |
751-1 |
767-3 |
|
| S4 |
731-1 |
737-1 |
763-4 |
|
|
| 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 |
781-0 |
736-0 |
45-0 |
5.8% |
11-1 |
1.4% |
78% |
True |
False |
4,305 |
| 10 |
781-0 |
646-4 |
134-4 |
17.4% |
14-2 |
1.8% |
93% |
True |
False |
15,253 |
| 20 |
781-0 |
579-4 |
201-4 |
26.1% |
14-4 |
1.9% |
95% |
True |
False |
65,147 |
| 40 |
781-0 |
551-0 |
230-0 |
29.8% |
15-2 |
2.0% |
96% |
True |
False |
109,343 |
| 60 |
781-0 |
551-0 |
230-0 |
29.8% |
14-5 |
1.9% |
96% |
True |
False |
126,042 |
| 80 |
781-0 |
551-0 |
230-0 |
29.8% |
13-5 |
1.8% |
96% |
True |
False |
116,755 |
| 100 |
781-0 |
551-0 |
230-0 |
29.8% |
12-4 |
1.6% |
96% |
True |
False |
105,423 |
| 120 |
781-0 |
551-0 |
230-0 |
29.8% |
11-6 |
1.5% |
96% |
True |
False |
96,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
840-4 |
|
2.618 |
817-5 |
|
1.618 |
803-5 |
|
1.000 |
795-0 |
|
0.618 |
789-5 |
|
HIGH |
781-0 |
|
0.618 |
775-5 |
|
0.500 |
774-0 |
|
0.382 |
772-3 |
|
LOW |
767-0 |
|
0.618 |
758-3 |
|
1.000 |
753-0 |
|
1.618 |
744-3 |
|
2.618 |
730-3 |
|
4.250 |
707-4 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
774-0 |
767-0 |
| PP |
773-1 |
762-6 |
| S1 |
772-1 |
758-4 |
|