CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
601-0 |
591-0 |
-10-0 |
-1.7% |
565-4 |
| High |
601-6 |
591-4 |
-10-2 |
-1.7% |
605-0 |
| Low |
590-0 |
577-0 |
-13-0 |
-2.2% |
560-6 |
| Close |
592-0 |
584-0 |
-8-0 |
-1.4% |
598-0 |
| Range |
11-6 |
14-4 |
2-6 |
23.4% |
44-2 |
| ATR |
16-1 |
16-1 |
-0-1 |
-0.5% |
0-0 |
| Volume |
133,937 |
148,260 |
14,323 |
10.7% |
683,817 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
627-5 |
620-3 |
592-0 |
|
| R3 |
613-1 |
605-7 |
588-0 |
|
| R2 |
598-5 |
598-5 |
586-5 |
|
| R1 |
591-3 |
591-3 |
585-3 |
587-6 |
| PP |
584-1 |
584-1 |
584-1 |
582-3 |
| S1 |
576-7 |
576-7 |
582-5 |
573-2 |
| S2 |
569-5 |
569-5 |
581-3 |
|
| S3 |
555-1 |
562-3 |
580-0 |
|
| S4 |
540-5 |
547-7 |
576-0 |
|
|
| 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 |
577-0 |
28-0 |
4.8% |
12-5 |
2.2% |
25% |
False |
True |
145,065 |
| 10 |
605-0 |
551-0 |
54-0 |
9.2% |
13-1 |
2.2% |
61% |
False |
False |
143,261 |
| 20 |
639-2 |
551-0 |
88-2 |
15.1% |
15-6 |
2.7% |
37% |
False |
False |
148,566 |
| 40 |
639-2 |
551-0 |
88-2 |
15.1% |
14-4 |
2.5% |
37% |
False |
False |
154,101 |
| 60 |
667-4 |
551-0 |
116-4 |
19.9% |
13-1 |
2.2% |
28% |
False |
False |
131,267 |
| 80 |
671-0 |
551-0 |
120-0 |
20.5% |
11-7 |
2.0% |
28% |
False |
False |
113,533 |
| 100 |
671-0 |
551-0 |
120-0 |
20.5% |
11-1 |
1.9% |
28% |
False |
False |
101,662 |
| 120 |
677-0 |
551-0 |
126-0 |
21.6% |
10-3 |
1.8% |
26% |
False |
False |
90,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653-1 |
|
2.618 |
629-4 |
|
1.618 |
615-0 |
|
1.000 |
606-0 |
|
0.618 |
600-4 |
|
HIGH |
591-4 |
|
0.618 |
586-0 |
|
0.500 |
584-2 |
|
0.382 |
582-4 |
|
LOW |
577-0 |
|
0.618 |
568-0 |
|
1.000 |
562-4 |
|
1.618 |
553-4 |
|
2.618 |
539-0 |
|
4.250 |
515-3 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
584-2 |
591-0 |
| PP |
584-1 |
588-5 |
| S1 |
584-1 |
586-3 |
|