CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
568-6 |
580-6 |
12-0 |
2.1% |
581-2 |
| High |
574-4 |
586-4 |
12-0 |
2.1% |
582-0 |
| Low |
560-6 |
577-4 |
16-6 |
3.0% |
551-0 |
| Close |
567-4 |
586-2 |
18-6 |
3.3% |
551-4 |
| Range |
13-6 |
9-0 |
-4-6 |
-34.5% |
31-0 |
| ATR |
16-6 |
16-7 |
0-1 |
0.9% |
0-0 |
| Volume |
151,742 |
126,220 |
-25,522 |
-16.8% |
641,234 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-3 |
607-3 |
591-2 |
|
| R3 |
601-3 |
598-3 |
588-6 |
|
| R2 |
592-3 |
592-3 |
587-7 |
|
| R1 |
589-3 |
589-3 |
587-1 |
590-7 |
| PP |
583-3 |
583-3 |
583-3 |
584-2 |
| S1 |
580-3 |
580-3 |
585-3 |
581-7 |
| S2 |
574-3 |
574-3 |
584-5 |
|
| S3 |
565-3 |
571-3 |
583-6 |
|
| S4 |
556-3 |
562-3 |
581-2 |
|
|
| 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 |
586-4 |
551-0 |
35-4 |
6.1% |
13-4 |
2.3% |
99% |
True |
False |
137,571 |
| 10 |
610-0 |
551-0 |
59-0 |
10.1% |
16-3 |
2.8% |
60% |
False |
False |
149,630 |
| 20 |
639-2 |
551-0 |
88-2 |
15.1% |
15-7 |
2.7% |
40% |
False |
False |
150,513 |
| 40 |
639-2 |
551-0 |
88-2 |
15.1% |
13-6 |
2.4% |
40% |
False |
False |
151,386 |
| 60 |
671-0 |
551-0 |
120-0 |
20.5% |
12-5 |
2.2% |
29% |
False |
False |
125,442 |
| 80 |
671-0 |
551-0 |
120-0 |
20.5% |
11-5 |
2.0% |
29% |
False |
False |
108,650 |
| 100 |
671-0 |
551-0 |
120-0 |
20.5% |
10-7 |
1.9% |
29% |
False |
False |
97,734 |
| 120 |
677-0 |
551-0 |
126-0 |
21.5% |
10-2 |
1.7% |
28% |
False |
False |
86,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624-6 |
|
2.618 |
610-0 |
|
1.618 |
601-0 |
|
1.000 |
595-4 |
|
0.618 |
592-0 |
|
HIGH |
586-4 |
|
0.618 |
583-0 |
|
0.500 |
582-0 |
|
0.382 |
581-0 |
|
LOW |
577-4 |
|
0.618 |
572-0 |
|
1.000 |
568-4 |
|
1.618 |
563-0 |
|
2.618 |
554-0 |
|
4.250 |
539-2 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
584-7 |
582-0 |
| PP |
583-3 |
577-7 |
| S1 |
582-0 |
573-5 |
|