CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
611-4 |
608-0 |
-3-4 |
-0.6% |
601-0 |
| High |
615-4 |
609-0 |
-6-4 |
-1.1% |
608-4 |
| Low |
611-0 |
586-4 |
-24-4 |
-4.0% |
577-0 |
| Close |
611-6 |
586-4 |
-25-2 |
-4.1% |
579-4 |
| Range |
4-4 |
22-4 |
18-0 |
400.0% |
31-4 |
| ATR |
16-5 |
17-2 |
0-5 |
3.7% |
0-0 |
| Volume |
93,385 |
139,797 |
46,412 |
49.7% |
764,463 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
661-4 |
646-4 |
598-7 |
|
| R3 |
639-0 |
624-0 |
592-6 |
|
| R2 |
616-4 |
616-4 |
590-5 |
|
| R1 |
601-4 |
601-4 |
588-4 |
597-6 |
| PP |
594-0 |
594-0 |
594-0 |
592-1 |
| S1 |
579-0 |
579-0 |
584-4 |
575-2 |
| S2 |
571-4 |
571-4 |
582-3 |
|
| S3 |
549-0 |
556-4 |
580-2 |
|
| S4 |
526-4 |
534-0 |
574-1 |
|
|
| 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 |
6.2% |
15-6 |
2.7% |
19% |
False |
False |
127,788 |
| 10 |
616-0 |
577-0 |
39-0 |
6.6% |
14-7 |
2.5% |
24% |
False |
False |
141,297 |
| 20 |
616-0 |
551-0 |
65-0 |
11.1% |
15-4 |
2.6% |
55% |
False |
False |
145,342 |
| 40 |
639-2 |
551-0 |
88-2 |
15.0% |
14-7 |
2.5% |
40% |
False |
False |
149,206 |
| 60 |
658-4 |
551-0 |
107-4 |
18.3% |
13-7 |
2.4% |
33% |
False |
False |
141,263 |
| 80 |
671-0 |
551-0 |
120-0 |
20.5% |
12-5 |
2.2% |
30% |
False |
False |
120,895 |
| 100 |
671-0 |
551-0 |
120-0 |
20.5% |
11-5 |
2.0% |
30% |
False |
False |
107,716 |
| 120 |
677-0 |
551-0 |
126-0 |
21.5% |
10-7 |
1.9% |
28% |
False |
False |
97,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704-5 |
|
2.618 |
667-7 |
|
1.618 |
645-3 |
|
1.000 |
631-4 |
|
0.618 |
622-7 |
|
HIGH |
609-0 |
|
0.618 |
600-3 |
|
0.500 |
597-6 |
|
0.382 |
595-1 |
|
LOW |
586-4 |
|
0.618 |
572-5 |
|
1.000 |
564-0 |
|
1.618 |
550-1 |
|
2.618 |
527-5 |
|
4.250 |
490-7 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
597-6 |
601-2 |
| PP |
594-0 |
596-3 |
| S1 |
590-2 |
591-3 |
|