CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
603-4 |
588-4 |
-15-0 |
-2.5% |
601-0 |
| High |
603-4 |
607-0 |
3-4 |
0.6% |
608-4 |
| Low |
579-4 |
587-4 |
8-0 |
1.4% |
577-0 |
| Close |
579-4 |
599-4 |
20-0 |
3.5% |
579-4 |
| Range |
24-0 |
19-4 |
-4-4 |
-18.8% |
31-4 |
| ATR |
17-0 |
17-6 |
0-6 |
4.4% |
0-0 |
| Volume |
146,352 |
133,294 |
-13,058 |
-8.9% |
764,463 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
656-4 |
647-4 |
610-2 |
|
| R3 |
637-0 |
628-0 |
604-7 |
|
| R2 |
617-4 |
617-4 |
603-1 |
|
| R1 |
608-4 |
608-4 |
601-2 |
613-0 |
| PP |
598-0 |
598-0 |
598-0 |
600-2 |
| S1 |
589-0 |
589-0 |
597-6 |
593-4 |
| S2 |
578-4 |
578-4 |
595-7 |
|
| S3 |
559-0 |
569-4 |
594-1 |
|
| S4 |
539-4 |
550-0 |
588-6 |
|
|
| 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 |
5.3% |
17-6 |
3.0% |
71% |
False |
False |
152,764 |
| 10 |
608-4 |
560-6 |
47-6 |
8.0% |
15-1 |
2.5% |
81% |
False |
False |
149,262 |
| 20 |
639-2 |
551-0 |
88-2 |
14.7% |
16-6 |
2.8% |
55% |
False |
False |
151,253 |
| 40 |
639-2 |
551-0 |
88-2 |
14.7% |
15-0 |
2.5% |
55% |
False |
False |
152,514 |
| 60 |
658-4 |
551-0 |
107-4 |
17.9% |
13-6 |
2.3% |
45% |
False |
False |
138,048 |
| 80 |
671-0 |
551-0 |
120-0 |
20.0% |
12-4 |
2.1% |
40% |
False |
False |
118,639 |
| 100 |
671-0 |
551-0 |
120-0 |
20.0% |
11-4 |
1.9% |
40% |
False |
False |
105,571 |
| 120 |
677-0 |
551-0 |
126-0 |
21.0% |
10-6 |
1.8% |
38% |
False |
False |
94,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-7 |
|
2.618 |
658-0 |
|
1.618 |
638-4 |
|
1.000 |
626-4 |
|
0.618 |
619-0 |
|
HIGH |
607-0 |
|
0.618 |
599-4 |
|
0.500 |
597-2 |
|
0.382 |
595-0 |
|
LOW |
587-4 |
|
0.618 |
575-4 |
|
1.000 |
568-0 |
|
1.618 |
556-0 |
|
2.618 |
536-4 |
|
4.250 |
504-5 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
598-6 |
597-5 |
| PP |
598-0 |
595-7 |
| S1 |
597-2 |
594-0 |
|