CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
581-0 |
607-4 |
26-4 |
4.6% |
565-4 |
| High |
602-0 |
608-4 |
6-4 |
1.1% |
605-0 |
| Low |
581-0 |
598-4 |
17-4 |
3.0% |
560-6 |
| Close |
592-4 |
601-4 |
9-0 |
1.5% |
598-0 |
| Range |
21-0 |
10-0 |
-11-0 |
-52.4% |
44-2 |
| ATR |
16-4 |
16-3 |
0-0 |
-0.2% |
0-0 |
| Volume |
208,974 |
126,940 |
-82,034 |
-39.3% |
683,817 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-7 |
627-1 |
607-0 |
|
| R3 |
622-7 |
617-1 |
604-2 |
|
| R2 |
612-7 |
612-7 |
603-3 |
|
| R1 |
607-1 |
607-1 |
602-3 |
605-0 |
| PP |
602-7 |
602-7 |
602-7 |
601-6 |
| S1 |
597-1 |
597-1 |
600-5 |
595-0 |
| S2 |
592-7 |
592-7 |
599-5 |
|
| S3 |
582-7 |
587-1 |
598-6 |
|
| S4 |
572-7 |
577-1 |
596-0 |
|
|
| 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 |
608-4 |
577-0 |
31-4 |
5.2% |
14-0 |
2.3% |
78% |
True |
False |
154,807 |
| 10 |
608-4 |
551-0 |
57-4 |
9.6% |
14-4 |
2.4% |
88% |
True |
False |
147,637 |
| 20 |
639-2 |
551-0 |
88-2 |
14.7% |
15-4 |
2.6% |
57% |
False |
False |
152,194 |
| 40 |
639-2 |
551-0 |
88-2 |
14.7% |
14-5 |
2.4% |
57% |
False |
False |
154,061 |
| 60 |
658-4 |
551-0 |
107-4 |
17.9% |
13-2 |
2.2% |
47% |
False |
False |
135,025 |
| 80 |
671-0 |
551-0 |
120-0 |
20.0% |
12-1 |
2.0% |
42% |
False |
False |
116,466 |
| 100 |
671-0 |
551-0 |
120-0 |
20.0% |
11-2 |
1.9% |
42% |
False |
False |
103,896 |
| 120 |
677-0 |
551-0 |
126-0 |
20.9% |
10-4 |
1.7% |
40% |
False |
False |
93,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-0 |
|
2.618 |
634-5 |
|
1.618 |
624-5 |
|
1.000 |
618-4 |
|
0.618 |
614-5 |
|
HIGH |
608-4 |
|
0.618 |
604-5 |
|
0.500 |
603-4 |
|
0.382 |
602-3 |
|
LOW |
598-4 |
|
0.618 |
592-3 |
|
1.000 |
588-4 |
|
1.618 |
582-3 |
|
2.618 |
572-3 |
|
4.250 |
556-0 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
603-4 |
598-5 |
| PP |
602-7 |
595-5 |
| S1 |
602-1 |
592-6 |
|