CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jun-2012 | 
                    20-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        611-4 | 
                        611-4 | 
                        0-0 | 
                        0.0% | 
                        601-0 | 
                     
                    
                        | High | 
                        616-0 | 
                        615-4 | 
                        -0-4 | 
                        -0.1% | 
                        608-4 | 
                     
                    
                        | Low | 
                        607-6 | 
                        611-0 | 
                        3-2 | 
                        0.5% | 
                        577-0 | 
                     
                    
                        | Close | 
                        612-4 | 
                        611-6 | 
                        -0-6 | 
                        -0.1% | 
                        579-4 | 
                     
                    
                        | Range | 
                        8-2 | 
                        4-4 | 
                        -3-6 | 
                        -45.5% | 
                        31-4 | 
                     
                    
                        | ATR | 
                        17-5 | 
                        16-5 | 
                        -0-7 | 
                        -5.3% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        126,112 | 
                        93,385 | 
                        -32,727 | 
                        -26.0% | 
                        764,463 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                626-2 | 
                623-4 | 
                614-2 | 
                 | 
             
            
                | R3 | 
                621-6 | 
                619-0 | 
                613-0 | 
                 | 
             
            
                | R2 | 
                617-2 | 
                617-2 | 
                612-5 | 
                 | 
             
            
                | R1 | 
                614-4 | 
                614-4 | 
                612-1 | 
                615-7 | 
             
            
                | PP | 
                612-6 | 
                612-6 | 
                612-6 | 
                613-4 | 
             
            
                | S1 | 
                610-0 | 
                610-0 | 
                611-3 | 
                611-3 | 
             
            
                | S2 | 
                608-2 | 
                608-2 | 
                610-7 | 
                 | 
             
            
                | S3 | 
                603-6 | 
                605-4 | 
                610-4 | 
                 | 
             
            
                | S4 | 
                599-2 | 
                601-0 | 
                609-2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                616-0 | 
                579-4 | 
                36-4 | 
                6.0% | 
                13-2 | 
                2.2% | 
                88% | 
                False | 
                False | 
                125,216 | 
                 
                
                | 10 | 
                616-0 | 
                577-0 | 
                39-0 | 
                6.4% | 
                14-1 | 
                2.3% | 
                89% | 
                False | 
                False | 
                143,416 | 
                 
                
                | 20 | 
                616-0 | 
                551-0 | 
                65-0 | 
                10.6% | 
                15-2 | 
                2.5% | 
                93% | 
                False | 
                False | 
                146,523 | 
                 
                
                | 40 | 
                639-2 | 
                551-0 | 
                88-2 | 
                14.4% | 
                14-6 | 
                2.4% | 
                69% | 
                False | 
                False | 
                150,337 | 
                 
                
                | 60 | 
                658-4 | 
                551-0 | 
                107-4 | 
                17.6% | 
                13-5 | 
                2.2% | 
                57% | 
                False | 
                False | 
                139,867 | 
                 
                
                | 80 | 
                671-0 | 
                551-0 | 
                120-0 | 
                19.6% | 
                12-4 | 
                2.0% | 
                51% | 
                False | 
                False | 
                119,885 | 
                 
                
                | 100 | 
                671-0 | 
                551-0 | 
                120-0 | 
                19.6% | 
                11-3 | 
                1.9% | 
                51% | 
                False | 
                False | 
                106,638 | 
                 
                
                | 120 | 
                677-0 | 
                551-0 | 
                126-0 | 
                20.6% | 
                10-6 | 
                1.8% | 
                48% | 
                False | 
                False | 
                96,497 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            634-5 | 
         
        
            | 
2.618             | 
            627-2 | 
         
        
            | 
1.618             | 
            622-6 | 
         
        
            | 
1.000             | 
            620-0 | 
         
        
            | 
0.618             | 
            618-2 | 
         
        
            | 
HIGH             | 
            615-4 | 
         
        
            | 
0.618             | 
            613-6 | 
         
        
            | 
0.500             | 
            613-2 | 
         
        
            | 
0.382             | 
            612-6 | 
         
        
            | 
LOW             | 
            611-0 | 
         
        
            | 
0.618             | 
            608-2 | 
         
        
            | 
1.000             | 
            606-4 | 
         
        
            | 
1.618             | 
            603-6 | 
         
        
            | 
2.618             | 
            599-2 | 
         
        
            | 
4.250             | 
            591-7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                613-2 | 
                                608-3 | 
                             
                            
                                | PP | 
                                612-6 | 
                                605-1 | 
                             
                            
                                | S1 | 
                                612-2 | 
                                601-6 | 
                             
             
         |