CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
591-0 |
581-0 |
-10-0 |
-1.7% |
565-4 |
| High |
591-4 |
602-0 |
10-4 |
1.8% |
605-0 |
| Low |
577-0 |
581-0 |
4-0 |
0.7% |
560-6 |
| Close |
584-0 |
592-4 |
8-4 |
1.5% |
598-0 |
| Range |
14-4 |
21-0 |
6-4 |
44.8% |
44-2 |
| ATR |
16-1 |
16-4 |
0-3 |
2.2% |
0-0 |
| Volume |
148,260 |
208,974 |
60,714 |
41.0% |
683,817 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654-7 |
644-5 |
604-0 |
|
| R3 |
633-7 |
623-5 |
598-2 |
|
| R2 |
612-7 |
612-7 |
596-3 |
|
| R1 |
602-5 |
602-5 |
594-3 |
607-6 |
| PP |
591-7 |
591-7 |
591-7 |
594-3 |
| S1 |
581-5 |
581-5 |
590-5 |
586-6 |
| S2 |
570-7 |
570-7 |
588-5 |
|
| S3 |
549-7 |
560-5 |
586-6 |
|
| S4 |
528-7 |
539-5 |
581-0 |
|
|
| 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 |
4.7% |
15-0 |
2.5% |
55% |
False |
False |
161,615 |
| 10 |
605-0 |
551-0 |
54-0 |
9.1% |
14-2 |
2.4% |
77% |
False |
False |
149,593 |
| 20 |
639-2 |
551-0 |
88-2 |
14.9% |
16-1 |
2.7% |
47% |
False |
False |
153,538 |
| 40 |
639-2 |
551-0 |
88-2 |
14.9% |
14-6 |
2.5% |
47% |
False |
False |
156,490 |
| 60 |
658-4 |
551-0 |
107-4 |
18.1% |
13-2 |
2.2% |
39% |
False |
False |
133,958 |
| 80 |
671-0 |
551-0 |
120-0 |
20.3% |
12-1 |
2.0% |
35% |
False |
False |
115,492 |
| 100 |
671-0 |
551-0 |
120-0 |
20.3% |
11-2 |
1.9% |
35% |
False |
False |
103,113 |
| 120 |
677-0 |
551-0 |
126-0 |
21.3% |
10-5 |
1.8% |
33% |
False |
False |
92,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
691-2 |
|
2.618 |
657-0 |
|
1.618 |
636-0 |
|
1.000 |
623-0 |
|
0.618 |
615-0 |
|
HIGH |
602-0 |
|
0.618 |
594-0 |
|
0.500 |
591-4 |
|
0.382 |
589-0 |
|
LOW |
581-0 |
|
0.618 |
568-0 |
|
1.000 |
560-0 |
|
1.618 |
547-0 |
|
2.618 |
526-0 |
|
4.250 |
491-6 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
592-1 |
591-4 |
| PP |
591-7 |
590-4 |
| S1 |
591-4 |
589-4 |
|