CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
559-4 |
565-4 |
6-0 |
1.1% |
581-2 |
| High |
579-4 |
569-4 |
-10-0 |
-1.7% |
582-0 |
| Low |
551-0 |
561-0 |
10-0 |
1.8% |
551-0 |
| Close |
551-4 |
568-0 |
16-4 |
3.0% |
551-4 |
| Range |
28-4 |
8-4 |
-20-0 |
-70.2% |
31-0 |
| ATR |
16-7 |
17-0 |
0-1 |
0.4% |
0-0 |
| Volume |
174,449 |
88,947 |
-85,502 |
-49.0% |
641,234 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591-5 |
588-3 |
572-5 |
|
| R3 |
583-1 |
579-7 |
570-3 |
|
| R2 |
574-5 |
574-5 |
569-4 |
|
| R1 |
571-3 |
571-3 |
568-6 |
573-0 |
| PP |
566-1 |
566-1 |
566-1 |
567-0 |
| S1 |
562-7 |
562-7 |
567-2 |
564-4 |
| S2 |
557-5 |
557-5 |
566-4 |
|
| S3 |
549-1 |
554-3 |
565-5 |
|
| S4 |
540-5 |
545-7 |
563-3 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654-4 |
634-0 |
568-4 |
|
| R3 |
623-4 |
603-0 |
560-0 |
|
| R2 |
592-4 |
592-4 |
557-1 |
|
| R1 |
572-0 |
572-0 |
554-3 |
566-6 |
| PP |
561-4 |
561-4 |
561-4 |
558-7 |
| S1 |
541-0 |
541-0 |
548-5 |
535-6 |
| S2 |
530-4 |
530-4 |
545-7 |
|
| S3 |
499-4 |
510-0 |
543-0 |
|
| S4 |
468-4 |
479-0 |
534-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
582-0 |
551-0 |
31-0 |
5.5% |
15-6 |
2.8% |
55% |
False |
False |
146,036 |
| 10 |
639-2 |
551-0 |
88-2 |
15.5% |
18-4 |
3.2% |
19% |
False |
False |
153,245 |
| 20 |
639-2 |
551-0 |
88-2 |
15.5% |
15-6 |
2.8% |
19% |
False |
False |
150,087 |
| 40 |
652-0 |
551-0 |
101-0 |
17.8% |
13-7 |
2.4% |
17% |
False |
False |
150,850 |
| 60 |
671-0 |
551-0 |
120-0 |
21.1% |
12-6 |
2.3% |
14% |
False |
False |
123,297 |
| 80 |
671-0 |
551-0 |
120-0 |
21.1% |
11-5 |
2.0% |
14% |
False |
False |
107,184 |
| 100 |
671-0 |
551-0 |
120-0 |
21.1% |
10-6 |
1.9% |
14% |
False |
False |
95,899 |
| 120 |
677-0 |
551-0 |
126-0 |
22.2% |
10-1 |
1.8% |
13% |
False |
False |
84,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
605-5 |
|
2.618 |
591-6 |
|
1.618 |
583-2 |
|
1.000 |
578-0 |
|
0.618 |
574-6 |
|
HIGH |
569-4 |
|
0.618 |
566-2 |
|
0.500 |
565-2 |
|
0.382 |
564-2 |
|
LOW |
561-0 |
|
0.618 |
555-6 |
|
1.000 |
552-4 |
|
1.618 |
547-2 |
|
2.618 |
538-6 |
|
4.250 |
524-7 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
567-1 |
567-1 |
| PP |
566-1 |
566-1 |
| S1 |
565-2 |
565-2 |
|