CME Pit-Traded Corn Future September 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 |
718-2 |
726-6 |
8-4 |
1.2% |
653-2 |
| High |
725-4 |
740-4 |
15-0 |
2.1% |
713-6 |
| Low |
718-0 |
686-6 |
-31-2 |
-4.4% |
648-2 |
| Close |
718-4 |
704-0 |
-14-4 |
-2.0% |
695-2 |
| Range |
7-4 |
53-6 |
46-2 |
616.7% |
65-4 |
| ATR |
20-6 |
23-0 |
2-3 |
11.4% |
0-0 |
| Volume |
87,245 |
143,367 |
56,122 |
64.3% |
306,160 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871-5 |
841-5 |
733-4 |
|
| R3 |
817-7 |
787-7 |
718-6 |
|
| R2 |
764-1 |
764-1 |
713-7 |
|
| R1 |
734-1 |
734-1 |
708-7 |
722-2 |
| PP |
710-3 |
710-3 |
710-3 |
704-4 |
| S1 |
680-3 |
680-3 |
699-1 |
668-4 |
| S2 |
656-5 |
656-5 |
694-1 |
|
| S3 |
602-7 |
626-5 |
689-2 |
|
| S4 |
549-1 |
572-7 |
674-4 |
|
|
| 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 |
740-4 |
686-6 |
53-6 |
7.6% |
19-0 |
2.7% |
32% |
True |
True |
101,966 |
| 10 |
740-4 |
623-0 |
117-4 |
16.7% |
17-3 |
2.5% |
69% |
True |
False |
100,373 |
| 20 |
740-4 |
509-4 |
231-0 |
32.8% |
14-6 |
2.1% |
84% |
True |
False |
91,865 |
| 40 |
740-4 |
509-4 |
231-0 |
32.8% |
12-2 |
1.7% |
84% |
True |
False |
69,032 |
| 60 |
740-4 |
507-0 |
233-4 |
33.2% |
10-5 |
1.5% |
84% |
True |
False |
57,409 |
| 80 |
740-4 |
507-0 |
233-4 |
33.2% |
9-7 |
1.4% |
84% |
True |
False |
49,052 |
| 100 |
740-4 |
507-0 |
233-4 |
33.2% |
9-1 |
1.3% |
84% |
True |
False |
42,498 |
| 120 |
740-4 |
507-0 |
233-4 |
33.2% |
8-4 |
1.2% |
84% |
True |
False |
36,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
969-0 |
|
2.618 |
881-2 |
|
1.618 |
827-4 |
|
1.000 |
794-2 |
|
0.618 |
773-6 |
|
HIGH |
740-4 |
|
0.618 |
720-0 |
|
0.500 |
713-5 |
|
0.382 |
707-2 |
|
LOW |
686-6 |
|
0.618 |
653-4 |
|
1.000 |
633-0 |
|
1.618 |
599-6 |
|
2.618 |
546-0 |
|
4.250 |
458-2 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
713-5 |
713-5 |
| PP |
710-3 |
710-3 |
| S1 |
707-2 |
707-2 |
|