CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        607-4 | 
                        603-4 | 
                        -4-0 | 
                        -0.7% | 
                        601-0 | 
                     
                    
                        | High | 
                        608-4 | 
                        603-4 | 
                        -5-0 | 
                        -0.8% | 
                        608-4 | 
                     
                    
                        | Low | 
                        598-4 | 
                        579-4 | 
                        -19-0 | 
                        -3.2% | 
                        577-0 | 
                     
                    
                        | Close | 
                        601-4 | 
                        579-4 | 
                        -22-0 | 
                        -3.7% | 
                        579-4 | 
                     
                    
                        | Range | 
                        10-0 | 
                        24-0 | 
                        14-0 | 
                        140.0% | 
                        31-4 | 
                     
                    
                        | ATR | 
                        16-3 | 
                        17-0 | 
                        0-4 | 
                        3.3% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        126,940 | 
                        146,352 | 
                        19,412 | 
                        15.3% | 
                        764,463 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                659-4 | 
                643-4 | 
                592-6 | 
                 | 
             
            
                | R3 | 
                635-4 | 
                619-4 | 
                586-1 | 
                 | 
             
            
                | R2 | 
                611-4 | 
                611-4 | 
                583-7 | 
                 | 
             
            
                | R1 | 
                595-4 | 
                595-4 | 
                581-6 | 
                591-4 | 
             
            
                | PP | 
                587-4 | 
                587-4 | 
                587-4 | 
                585-4 | 
             
            
                | S1 | 
                571-4 | 
                571-4 | 
                577-2 | 
                567-4 | 
             
            
                | S2 | 
                563-4 | 
                563-4 | 
                575-1 | 
                 | 
             
            
                | S3 | 
                539-4 | 
                547-4 | 
                572-7 | 
                 | 
             
            
                | S4 | 
                515-4 | 
                523-4 | 
                566-2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                682-7 | 
                662-5 | 
                596-7 | 
                 | 
             
            
                | R3 | 
                651-3 | 
                631-1 | 
                588-1 | 
                 | 
             
            
                | R2 | 
                619-7 | 
                619-7 | 
                585-2 | 
                 | 
             
            
                | R1 | 
                599-5 | 
                599-5 | 
                582-3 | 
                594-0 | 
             
            
                | PP | 
                588-3 | 
                588-3 | 
                588-3 | 
                585-4 | 
             
            
                | S1 | 
                568-1 | 
                568-1 | 
                576-5 | 
                562-4 | 
             
            
                | S2 | 
                556-7 | 
                556-7 | 
                573-6 | 
                 | 
             
            
                | S3 | 
                525-3 | 
                536-5 | 
                570-7 | 
                 | 
             
            
                | S4 | 
                493-7 | 
                505-1 | 
                562-1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                5.4% | 
                16-2 | 
                2.8% | 
                8% | 
                False | 
                False | 
                152,892 | 
                 
                
                | 10 | 
                608-4 | 
                560-6 | 
                47-6 | 
                8.2% | 
                14-0 | 
                2.4% | 
                39% | 
                False | 
                False | 
                144,828 | 
                 
                
                | 20 | 
                639-2 | 
                551-0 | 
                88-2 | 
                15.2% | 
                16-2 | 
                2.8% | 
                32% | 
                False | 
                False | 
                152,937 | 
                 
                
                | 40 | 
                639-2 | 
                551-0 | 
                88-2 | 
                15.2% | 
                15-0 | 
                2.6% | 
                32% | 
                False | 
                False | 
                153,454 | 
                 
                
                | 60 | 
                658-4 | 
                551-0 | 
                107-4 | 
                18.6% | 
                13-5 | 
                2.3% | 
                27% | 
                False | 
                False | 
                136,597 | 
                 
                
                | 80 | 
                671-0 | 
                551-0 | 
                120-0 | 
                20.7% | 
                12-2 | 
                2.1% | 
                24% | 
                False | 
                False | 
                117,594 | 
                 
                
                | 100 | 
                671-0 | 
                551-0 | 
                120-0 | 
                20.7% | 
                11-3 | 
                2.0% | 
                24% | 
                False | 
                False | 
                104,865 | 
                 
                
                | 120 | 
                677-0 | 
                551-0 | 
                126-0 | 
                21.7% | 
                10-5 | 
                1.8% | 
                23% | 
                False | 
                False | 
                94,052 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            705-4 | 
         
        
            | 
2.618             | 
            666-3 | 
         
        
            | 
1.618             | 
            642-3 | 
         
        
            | 
1.000             | 
            627-4 | 
         
        
            | 
0.618             | 
            618-3 | 
         
        
            | 
HIGH             | 
            603-4 | 
         
        
            | 
0.618             | 
            594-3 | 
         
        
            | 
0.500             | 
            591-4 | 
         
        
            | 
0.382             | 
            588-5 | 
         
        
            | 
LOW             | 
            579-4 | 
         
        
            | 
0.618             | 
            564-5 | 
         
        
            | 
1.000             | 
            555-4 | 
         
        
            | 
1.618             | 
            540-5 | 
         
        
            | 
2.618             | 
            516-5 | 
         
        
            | 
4.250             | 
            477-4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                591-4 | 
                                594-0 | 
                             
                            
                                | PP | 
                                587-4 | 
                                589-1 | 
                             
                            
                                | S1 | 
                                583-4 | 
                                584-3 | 
                             
             
         |