CME Pit-Traded Corn Future September 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 |
693-6 |
735-2 |
41-4 |
6.0% |
653-2 |
| High |
699-0 |
735-2 |
36-2 |
5.2% |
713-6 |
| Low |
693-0 |
732-0 |
39-0 |
5.6% |
648-2 |
| Close |
695-2 |
732-0 |
36-6 |
5.3% |
695-2 |
| Range |
6-0 |
3-2 |
-2-6 |
-45.8% |
65-4 |
| ATR |
19-6 |
21-2 |
1-4 |
7.3% |
0-0 |
| Volume |
69,450 |
82,949 |
13,499 |
19.4% |
306,160 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
742-7 |
740-5 |
733-6 |
|
| R3 |
739-5 |
737-3 |
732-7 |
|
| R2 |
736-3 |
736-3 |
732-5 |
|
| R1 |
734-1 |
734-1 |
732-2 |
733-5 |
| PP |
733-1 |
733-1 |
733-1 |
732-6 |
| S1 |
730-7 |
730-7 |
731-6 |
730-3 |
| S2 |
729-7 |
729-7 |
731-3 |
|
| S3 |
726-5 |
727-5 |
731-1 |
|
| S4 |
723-3 |
724-3 |
730-2 |
|
|
| 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 |
735-2 |
648-2 |
87-0 |
11.9% |
11-6 |
1.6% |
96% |
True |
False |
77,821 |
| 10 |
735-2 |
588-4 |
146-6 |
20.0% |
13-1 |
1.8% |
98% |
True |
False |
98,654 |
| 20 |
735-2 |
509-4 |
225-6 |
30.8% |
13-0 |
1.8% |
99% |
True |
False |
87,258 |
| 40 |
735-2 |
507-0 |
228-2 |
31.2% |
11-1 |
1.5% |
99% |
True |
False |
65,646 |
| 60 |
735-2 |
507-0 |
228-2 |
31.2% |
9-7 |
1.3% |
99% |
True |
False |
54,307 |
| 80 |
735-2 |
507-0 |
228-2 |
31.2% |
9-2 |
1.3% |
99% |
True |
False |
46,727 |
| 100 |
735-2 |
507-0 |
228-2 |
31.2% |
8-5 |
1.2% |
99% |
True |
False |
40,384 |
| 120 |
735-2 |
507-0 |
228-2 |
31.2% |
8-1 |
1.1% |
99% |
True |
False |
35,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-0 |
|
2.618 |
743-6 |
|
1.618 |
740-4 |
|
1.000 |
738-4 |
|
0.618 |
737-2 |
|
HIGH |
735-2 |
|
0.618 |
734-0 |
|
0.500 |
733-5 |
|
0.382 |
733-2 |
|
LOW |
732-0 |
|
0.618 |
730-0 |
|
1.000 |
728-6 |
|
1.618 |
726-6 |
|
2.618 |
723-4 |
|
4.250 |
718-2 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
733-5 |
725-3 |
| PP |
733-1 |
718-6 |
| S1 |
732-4 |
712-1 |
|