CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
733-0 |
717-0 |
-16-0 |
-2.2% |
656-4 |
| High |
733-0 |
725-4 |
-7-4 |
-1.0% |
712-4 |
| Low |
724-2 |
715-4 |
-8-6 |
-1.2% |
650-6 |
| Close |
730-0 |
717-4 |
-12-4 |
-1.7% |
693-0 |
| Range |
8-6 |
10-0 |
1-2 |
14.3% |
61-6 |
| ATR |
21-5 |
21-1 |
-0-4 |
-2.3% |
0-0 |
| Volume |
140,139 |
185,241 |
45,102 |
32.2% |
779,889 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749-4 |
743-4 |
723-0 |
|
| R3 |
739-4 |
733-4 |
720-2 |
|
| R2 |
729-4 |
729-4 |
719-3 |
|
| R1 |
723-4 |
723-4 |
718-3 |
726-4 |
| PP |
719-4 |
719-4 |
719-4 |
721-0 |
| S1 |
713-4 |
713-4 |
716-5 |
716-4 |
| S2 |
709-4 |
709-4 |
715-5 |
|
| S3 |
699-4 |
703-4 |
714-6 |
|
| S4 |
689-4 |
693-4 |
712-0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870-5 |
843-5 |
727-0 |
|
| R3 |
808-7 |
781-7 |
710-0 |
|
| R2 |
747-1 |
747-1 |
704-3 |
|
| R1 |
720-1 |
720-1 |
698-5 |
733-5 |
| PP |
685-3 |
685-3 |
685-3 |
692-2 |
| S1 |
658-3 |
658-3 |
687-3 |
671-7 |
| S2 |
623-5 |
623-5 |
681-5 |
|
| S3 |
561-7 |
596-5 |
676-0 |
|
| S4 |
500-1 |
534-7 |
659-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733-0 |
668-0 |
65-0 |
9.1% |
12-0 |
1.7% |
76% |
False |
False |
177,074 |
| 10 |
733-0 |
606-0 |
127-0 |
17.7% |
14-5 |
2.0% |
88% |
False |
False |
197,854 |
| 20 |
733-0 |
506-0 |
227-0 |
31.6% |
13-1 |
1.8% |
93% |
False |
False |
160,163 |
| 40 |
733-0 |
503-2 |
229-6 |
32.0% |
11-0 |
1.5% |
93% |
False |
False |
119,378 |
| 60 |
733-0 |
502-0 |
231-0 |
32.2% |
9-6 |
1.4% |
93% |
False |
False |
99,941 |
| 80 |
733-0 |
502-0 |
231-0 |
32.2% |
9-1 |
1.3% |
93% |
False |
False |
86,058 |
| 100 |
733-0 |
502-0 |
231-0 |
32.2% |
8-4 |
1.2% |
93% |
False |
False |
75,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
768-0 |
|
2.618 |
751-5 |
|
1.618 |
741-5 |
|
1.000 |
735-4 |
|
0.618 |
731-5 |
|
HIGH |
725-4 |
|
0.618 |
721-5 |
|
0.500 |
720-4 |
|
0.382 |
719-3 |
|
LOW |
715-4 |
|
0.618 |
709-3 |
|
1.000 |
705-4 |
|
1.618 |
699-3 |
|
2.618 |
689-3 |
|
4.250 |
673-0 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
720-4 |
715-5 |
| PP |
719-4 |
713-6 |
| S1 |
718-4 |
711-7 |
|