CME Pit-Traded Corn Future December 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 |
736-6 |
718-6 |
-18-0 |
-2.4% |
656-4 |
| High |
746-0 |
739-2 |
-6-6 |
-0.9% |
712-4 |
| Low |
685-4 |
718-6 |
33-2 |
4.9% |
650-6 |
| Close |
704-0 |
732-2 |
28-2 |
4.0% |
693-0 |
| Range |
60-4 |
20-4 |
-40-0 |
-66.1% |
61-6 |
| ATR |
23-7 |
24-6 |
0-6 |
3.4% |
0-0 |
| Volume |
172,221 |
331,339 |
159,118 |
92.4% |
779,889 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791-5 |
782-3 |
743-4 |
|
| R3 |
771-1 |
761-7 |
737-7 |
|
| R2 |
750-5 |
750-5 |
736-0 |
|
| R1 |
741-3 |
741-3 |
734-1 |
746-0 |
| PP |
730-1 |
730-1 |
730-1 |
732-3 |
| S1 |
720-7 |
720-7 |
730-3 |
725-4 |
| S2 |
709-5 |
709-5 |
728-4 |
|
| S3 |
689-1 |
700-3 |
726-5 |
|
| S4 |
668-5 |
679-7 |
721-0 |
|
|
| 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 |
746-0 |
685-4 |
60-4 |
8.3% |
21-7 |
3.0% |
77% |
False |
False |
211,856 |
| 10 |
746-0 |
630-0 |
116-0 |
15.8% |
19-0 |
2.6% |
88% |
False |
False |
207,827 |
| 20 |
746-0 |
506-0 |
240-0 |
32.8% |
16-3 |
2.2% |
94% |
False |
False |
175,464 |
| 40 |
746-0 |
506-0 |
240-0 |
32.8% |
12-5 |
1.7% |
94% |
False |
False |
128,551 |
| 60 |
746-0 |
502-0 |
244-0 |
33.3% |
11-0 |
1.5% |
94% |
False |
False |
107,045 |
| 80 |
746-0 |
502-0 |
244-0 |
33.3% |
10-0 |
1.4% |
94% |
False |
False |
91,425 |
| 100 |
746-0 |
502-0 |
244-0 |
33.3% |
9-2 |
1.3% |
94% |
False |
False |
80,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
826-3 |
|
2.618 |
792-7 |
|
1.618 |
772-3 |
|
1.000 |
759-6 |
|
0.618 |
751-7 |
|
HIGH |
739-2 |
|
0.618 |
731-3 |
|
0.500 |
729-0 |
|
0.382 |
726-5 |
|
LOW |
718-6 |
|
0.618 |
706-1 |
|
1.000 |
698-2 |
|
1.618 |
685-5 |
|
2.618 |
665-1 |
|
4.250 |
631-5 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
731-1 |
726-6 |
| PP |
730-1 |
721-2 |
| S1 |
729-0 |
715-6 |
|