CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
565-4 |
568-6 |
3-2 |
0.6% |
581-2 |
| High |
569-4 |
574-4 |
5-0 |
0.9% |
582-0 |
| Low |
561-0 |
560-6 |
-0-2 |
0.0% |
551-0 |
| Close |
568-0 |
567-4 |
-0-4 |
-0.1% |
551-4 |
| Range |
8-4 |
13-6 |
5-2 |
61.8% |
31-0 |
| ATR |
17-0 |
16-6 |
-0-2 |
-1.4% |
0-0 |
| Volume |
88,947 |
151,742 |
62,795 |
70.6% |
641,234 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-7 |
601-7 |
575-0 |
|
| R3 |
595-1 |
588-1 |
571-2 |
|
| R2 |
581-3 |
581-3 |
570-0 |
|
| R1 |
574-3 |
574-3 |
568-6 |
571-0 |
| PP |
567-5 |
567-5 |
567-5 |
565-7 |
| S1 |
560-5 |
560-5 |
566-2 |
557-2 |
| S2 |
553-7 |
553-7 |
565-0 |
|
| S3 |
540-1 |
546-7 |
563-6 |
|
| S4 |
526-3 |
533-1 |
560-0 |
|
|
| 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 |
579-4 |
551-0 |
28-4 |
5.0% |
13-5 |
2.4% |
58% |
False |
False |
141,458 |
| 10 |
629-0 |
551-0 |
78-0 |
13.7% |
18-6 |
3.3% |
21% |
False |
False |
155,925 |
| 20 |
639-2 |
551-0 |
88-2 |
15.6% |
16-0 |
2.8% |
19% |
False |
False |
152,494 |
| 40 |
640-4 |
551-0 |
89-4 |
15.8% |
14-0 |
2.5% |
18% |
False |
False |
152,120 |
| 60 |
671-0 |
551-0 |
120-0 |
21.1% |
12-6 |
2.2% |
14% |
False |
False |
124,490 |
| 80 |
671-0 |
551-0 |
120-0 |
21.1% |
11-5 |
2.0% |
14% |
False |
False |
107,962 |
| 100 |
671-0 |
551-0 |
120-0 |
21.1% |
10-6 |
1.9% |
14% |
False |
False |
97,005 |
| 120 |
677-0 |
551-0 |
126-0 |
22.2% |
10-1 |
1.8% |
13% |
False |
False |
85,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633-0 |
|
2.618 |
610-4 |
|
1.618 |
596-6 |
|
1.000 |
588-2 |
|
0.618 |
583-0 |
|
HIGH |
574-4 |
|
0.618 |
569-2 |
|
0.500 |
567-5 |
|
0.382 |
566-0 |
|
LOW |
560-6 |
|
0.618 |
552-2 |
|
1.000 |
547-0 |
|
1.618 |
538-4 |
|
2.618 |
524-6 |
|
4.250 |
502-2 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
567-5 |
566-6 |
| PP |
567-5 |
566-0 |
| S1 |
567-4 |
565-2 |
|