CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
591-0 |
592-4 |
1-4 |
0.3% |
565-4 |
| High |
601-0 |
605-0 |
4-0 |
0.7% |
605-0 |
| Low |
586-2 |
592-0 |
5-6 |
1.0% |
560-6 |
| Close |
594-0 |
598-0 |
4-0 |
0.7% |
598-0 |
| Range |
14-6 |
13-0 |
-1-6 |
-11.9% |
44-2 |
| ATR |
16-6 |
16-4 |
-0-2 |
-1.6% |
0-0 |
| Volume |
160,981 |
155,927 |
-5,054 |
-3.1% |
683,817 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-3 |
630-5 |
605-1 |
|
| R3 |
624-3 |
617-5 |
601-5 |
|
| R2 |
611-3 |
611-3 |
600-3 |
|
| R1 |
604-5 |
604-5 |
599-2 |
608-0 |
| PP |
598-3 |
598-3 |
598-3 |
600-0 |
| S1 |
591-5 |
591-5 |
596-6 |
595-0 |
| S2 |
585-3 |
585-3 |
595-5 |
|
| S3 |
572-3 |
578-5 |
594-3 |
|
| S4 |
559-3 |
565-5 |
590-7 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-5 |
703-5 |
622-3 |
|
| R3 |
676-3 |
659-3 |
610-1 |
|
| R2 |
632-1 |
632-1 |
606-1 |
|
| R1 |
615-1 |
615-1 |
602-0 |
623-5 |
| PP |
587-7 |
587-7 |
587-7 |
592-2 |
| S1 |
570-7 |
570-7 |
594-0 |
579-3 |
| S2 |
543-5 |
543-5 |
589-7 |
|
| S3 |
499-3 |
526-5 |
585-7 |
|
| S4 |
455-1 |
482-3 |
573-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
605-0 |
560-6 |
44-2 |
7.4% |
11-6 |
2.0% |
84% |
True |
False |
136,763 |
| 10 |
605-0 |
551-0 |
54-0 |
9.0% |
14-3 |
2.4% |
87% |
True |
False |
146,802 |
| 20 |
639-2 |
551-0 |
88-2 |
14.8% |
15-6 |
2.6% |
53% |
False |
False |
148,921 |
| 40 |
639-2 |
551-0 |
88-2 |
14.8% |
14-2 |
2.4% |
53% |
False |
False |
152,343 |
| 60 |
671-0 |
551-0 |
120-0 |
20.1% |
12-7 |
2.2% |
39% |
False |
False |
128,447 |
| 80 |
671-0 |
551-0 |
120-0 |
20.1% |
11-6 |
2.0% |
39% |
False |
False |
111,230 |
| 100 |
671-0 |
551-0 |
120-0 |
20.1% |
11-0 |
1.8% |
39% |
False |
False |
99,768 |
| 120 |
677-0 |
551-0 |
126-0 |
21.1% |
10-2 |
1.7% |
37% |
False |
False |
88,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-2 |
|
2.618 |
639-0 |
|
1.618 |
626-0 |
|
1.000 |
618-0 |
|
0.618 |
613-0 |
|
HIGH |
605-0 |
|
0.618 |
600-0 |
|
0.500 |
598-4 |
|
0.382 |
597-0 |
|
LOW |
592-0 |
|
0.618 |
584-0 |
|
1.000 |
579-0 |
|
1.618 |
571-0 |
|
2.618 |
558-0 |
|
4.250 |
536-6 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
598-4 |
595-6 |
| PP |
598-3 |
593-4 |
| S1 |
598-1 |
591-2 |
|