CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
588-4 |
611-4 |
23-0 |
3.9% |
601-0 |
| High |
607-0 |
616-0 |
9-0 |
1.5% |
608-4 |
| Low |
587-4 |
607-6 |
20-2 |
3.4% |
577-0 |
| Close |
599-4 |
612-4 |
13-0 |
2.2% |
579-4 |
| Range |
19-4 |
8-2 |
-11-2 |
-57.7% |
31-4 |
| ATR |
17-6 |
17-5 |
-0-1 |
-0.5% |
0-0 |
| Volume |
133,294 |
126,112 |
-7,182 |
-5.4% |
764,463 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-7 |
632-7 |
617-0 |
|
| R3 |
628-5 |
624-5 |
614-6 |
|
| R2 |
620-3 |
620-3 |
614-0 |
|
| R1 |
616-3 |
616-3 |
613-2 |
618-3 |
| PP |
612-1 |
612-1 |
612-1 |
613-0 |
| S1 |
608-1 |
608-1 |
611-6 |
610-1 |
| S2 |
603-7 |
603-7 |
611-0 |
|
| S3 |
595-5 |
599-7 |
610-2 |
|
| S4 |
587-3 |
591-5 |
608-0 |
|
|
| 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 |
616-0 |
579-4 |
36-4 |
6.0% |
16-4 |
2.7% |
90% |
True |
False |
148,334 |
| 10 |
616-0 |
577-0 |
39-0 |
6.4% |
14-5 |
2.4% |
91% |
True |
False |
146,699 |
| 20 |
629-0 |
551-0 |
78-0 |
12.7% |
16-6 |
2.7% |
79% |
False |
False |
151,312 |
| 40 |
639-2 |
551-0 |
88-2 |
14.4% |
15-0 |
2.5% |
70% |
False |
False |
152,462 |
| 60 |
658-4 |
551-0 |
107-4 |
17.6% |
13-6 |
2.3% |
57% |
False |
False |
139,565 |
| 80 |
671-0 |
551-0 |
120-0 |
19.6% |
12-4 |
2.0% |
51% |
False |
False |
119,376 |
| 100 |
671-0 |
551-0 |
120-0 |
19.6% |
11-4 |
1.9% |
51% |
False |
False |
106,268 |
| 120 |
677-0 |
551-0 |
126-0 |
20.6% |
10-6 |
1.8% |
49% |
False |
False |
95,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-0 |
|
2.618 |
637-5 |
|
1.618 |
629-3 |
|
1.000 |
624-2 |
|
0.618 |
621-1 |
|
HIGH |
616-0 |
|
0.618 |
612-7 |
|
0.500 |
611-7 |
|
0.382 |
610-7 |
|
LOW |
607-6 |
|
0.618 |
602-5 |
|
1.000 |
599-4 |
|
1.618 |
594-3 |
|
2.618 |
586-1 |
|
4.250 |
572-6 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
612-2 |
607-5 |
| PP |
612-1 |
602-5 |
| S1 |
611-7 |
597-6 |
|