CME Pit-Traded Corn Future September 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 |
690-0 |
693-6 |
3-6 |
0.5% |
653-2 |
| High |
713-6 |
699-0 |
-14-6 |
-2.1% |
713-6 |
| Low |
689-0 |
693-0 |
4-0 |
0.6% |
648-2 |
| Close |
708-6 |
695-2 |
-13-4 |
-1.9% |
695-2 |
| Range |
24-6 |
6-0 |
-18-6 |
-75.8% |
65-4 |
| ATR |
20-1 |
19-6 |
-0-2 |
-1.5% |
0-0 |
| Volume |
126,820 |
69,450 |
-57,370 |
-45.2% |
306,160 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713-6 |
710-4 |
698-4 |
|
| R3 |
707-6 |
704-4 |
696-7 |
|
| R2 |
701-6 |
701-6 |
696-3 |
|
| R1 |
698-4 |
698-4 |
695-6 |
700-1 |
| PP |
695-6 |
695-6 |
695-6 |
696-4 |
| S1 |
692-4 |
692-4 |
694-6 |
694-1 |
| S2 |
689-6 |
689-6 |
694-1 |
|
| S3 |
683-6 |
686-4 |
693-5 |
|
| S4 |
677-6 |
680-4 |
692-0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882-2 |
854-2 |
731-2 |
|
| R3 |
816-6 |
788-6 |
713-2 |
|
| R2 |
751-2 |
751-2 |
707-2 |
|
| R1 |
723-2 |
723-2 |
701-2 |
737-2 |
| PP |
685-6 |
685-6 |
685-6 |
692-6 |
| S1 |
657-6 |
657-6 |
689-2 |
671-6 |
| S2 |
620-2 |
620-2 |
683-2 |
|
| S3 |
554-6 |
592-2 |
677-2 |
|
| S4 |
489-2 |
526-6 |
659-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
713-6 |
626-0 |
87-6 |
12.6% |
15-2 |
2.2% |
79% |
False |
False |
85,982 |
| 10 |
713-6 |
551-2 |
162-4 |
23.4% |
14-0 |
2.0% |
89% |
False |
False |
97,156 |
| 20 |
713-6 |
509-4 |
204-2 |
29.4% |
13-1 |
1.9% |
91% |
False |
False |
86,972 |
| 40 |
713-6 |
507-0 |
206-6 |
29.7% |
11-1 |
1.6% |
91% |
False |
False |
64,501 |
| 60 |
713-6 |
507-0 |
206-6 |
29.7% |
9-7 |
1.4% |
91% |
False |
False |
53,356 |
| 80 |
713-6 |
507-0 |
206-6 |
29.7% |
9-2 |
1.3% |
91% |
False |
False |
45,949 |
| 100 |
713-6 |
507-0 |
206-6 |
29.7% |
8-5 |
1.2% |
91% |
False |
False |
39,660 |
| 120 |
713-6 |
507-0 |
206-6 |
29.7% |
8-1 |
1.2% |
91% |
False |
False |
34,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
724-4 |
|
2.618 |
714-6 |
|
1.618 |
708-6 |
|
1.000 |
705-0 |
|
0.618 |
702-6 |
|
HIGH |
699-0 |
|
0.618 |
696-6 |
|
0.500 |
696-0 |
|
0.382 |
695-2 |
|
LOW |
693-0 |
|
0.618 |
689-2 |
|
1.000 |
687-0 |
|
1.618 |
683-2 |
|
2.618 |
677-2 |
|
4.250 |
667-4 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
696-0 |
691-6 |
| PP |
695-6 |
688-1 |
| S1 |
695-4 |
684-5 |
|