CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
580-6 |
591-0 |
10-2 |
1.8% |
581-2 |
| High |
586-4 |
601-0 |
14-4 |
2.5% |
582-0 |
| Low |
577-4 |
586-2 |
8-6 |
1.5% |
551-0 |
| Close |
586-2 |
594-0 |
7-6 |
1.3% |
551-4 |
| Range |
9-0 |
14-6 |
5-6 |
63.9% |
31-0 |
| ATR |
16-7 |
16-6 |
-0-1 |
-0.9% |
0-0 |
| Volume |
126,220 |
160,981 |
34,761 |
27.5% |
641,234 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-0 |
630-6 |
602-1 |
|
| R3 |
623-2 |
616-0 |
598-0 |
|
| R2 |
608-4 |
608-4 |
596-6 |
|
| R1 |
601-2 |
601-2 |
595-3 |
604-7 |
| PP |
593-6 |
593-6 |
593-6 |
595-4 |
| S1 |
586-4 |
586-4 |
592-5 |
590-1 |
| S2 |
579-0 |
579-0 |
591-2 |
|
| S3 |
564-2 |
571-6 |
590-0 |
|
| S4 |
549-4 |
557-0 |
585-7 |
|
|
| 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 |
601-0 |
551-0 |
50-0 |
8.4% |
14-7 |
2.5% |
86% |
True |
False |
140,467 |
| 10 |
608-2 |
551-0 |
57-2 |
9.6% |
16-1 |
2.7% |
75% |
False |
False |
149,387 |
| 20 |
639-2 |
551-0 |
88-2 |
14.9% |
16-0 |
2.7% |
49% |
False |
False |
151,352 |
| 40 |
639-2 |
551-0 |
88-2 |
14.9% |
14-0 |
2.4% |
49% |
False |
False |
151,929 |
| 60 |
671-0 |
551-0 |
120-0 |
20.2% |
12-7 |
2.2% |
36% |
False |
False |
126,982 |
| 80 |
671-0 |
551-0 |
120-0 |
20.2% |
11-5 |
2.0% |
36% |
False |
False |
110,126 |
| 100 |
671-0 |
551-0 |
120-0 |
20.2% |
10-7 |
1.8% |
36% |
False |
False |
98,672 |
| 120 |
677-0 |
551-0 |
126-0 |
21.2% |
10-2 |
1.7% |
34% |
False |
False |
87,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663-6 |
|
2.618 |
639-5 |
|
1.618 |
624-7 |
|
1.000 |
615-6 |
|
0.618 |
610-1 |
|
HIGH |
601-0 |
|
0.618 |
595-3 |
|
0.500 |
593-5 |
|
0.382 |
591-7 |
|
LOW |
586-2 |
|
0.618 |
577-1 |
|
1.000 |
571-4 |
|
1.618 |
562-3 |
|
2.618 |
547-5 |
|
4.250 |
523-4 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
593-7 |
589-5 |
| PP |
593-6 |
585-2 |
| S1 |
593-5 |
580-7 |
|