CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
608-0 |
597-4 |
-10-4 |
-1.7% |
588-4 |
| High |
609-0 |
600-2 |
-8-6 |
-1.4% |
616-0 |
| Low |
586-4 |
590-4 |
4-0 |
0.7% |
586-4 |
| Close |
586-4 |
591-0 |
4-4 |
0.8% |
591-0 |
| Range |
22-4 |
9-6 |
-12-6 |
-56.7% |
29-4 |
| ATR |
17-2 |
17-0 |
-0-2 |
-1.5% |
0-0 |
| Volume |
139,797 |
84,556 |
-55,241 |
-39.5% |
577,144 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623-1 |
616-7 |
596-3 |
|
| R3 |
613-3 |
607-1 |
593-5 |
|
| R2 |
603-5 |
603-5 |
592-6 |
|
| R1 |
597-3 |
597-3 |
591-7 |
595-5 |
| PP |
593-7 |
593-7 |
593-7 |
593-0 |
| S1 |
587-5 |
587-5 |
590-1 |
585-7 |
| S2 |
584-1 |
584-1 |
589-2 |
|
| S3 |
574-3 |
577-7 |
588-3 |
|
| S4 |
564-5 |
568-1 |
585-5 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-3 |
668-1 |
607-2 |
|
| R3 |
656-7 |
638-5 |
599-1 |
|
| R2 |
627-3 |
627-3 |
596-3 |
|
| R1 |
609-1 |
609-1 |
593-6 |
618-2 |
| PP |
597-7 |
597-7 |
597-7 |
602-3 |
| S1 |
579-5 |
579-5 |
588-2 |
588-6 |
| S2 |
568-3 |
568-3 |
585-5 |
|
| S3 |
538-7 |
550-1 |
582-7 |
|
| S4 |
509-3 |
520-5 |
574-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
616-0 |
586-4 |
29-4 |
5.0% |
12-7 |
2.2% |
15% |
False |
False |
115,428 |
| 10 |
616-0 |
577-0 |
39-0 |
6.6% |
14-5 |
2.5% |
36% |
False |
False |
134,160 |
| 20 |
616-0 |
551-0 |
65-0 |
11.0% |
14-4 |
2.5% |
62% |
False |
False |
140,481 |
| 40 |
639-2 |
551-0 |
88-2 |
14.9% |
14-7 |
2.5% |
45% |
False |
False |
146,732 |
| 60 |
658-4 |
551-0 |
107-4 |
18.2% |
13-6 |
2.3% |
37% |
False |
False |
141,260 |
| 80 |
671-0 |
551-0 |
120-0 |
20.3% |
12-6 |
2.1% |
33% |
False |
False |
121,263 |
| 100 |
671-0 |
551-0 |
120-0 |
20.3% |
11-5 |
2.0% |
33% |
False |
False |
108,186 |
| 120 |
677-0 |
551-0 |
126-0 |
21.3% |
10-7 |
1.8% |
32% |
False |
False |
97,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-6 |
|
2.618 |
625-6 |
|
1.618 |
616-0 |
|
1.000 |
610-0 |
|
0.618 |
606-2 |
|
HIGH |
600-2 |
|
0.618 |
596-4 |
|
0.500 |
595-3 |
|
0.382 |
594-2 |
|
LOW |
590-4 |
|
0.618 |
584-4 |
|
1.000 |
580-6 |
|
1.618 |
574-6 |
|
2.618 |
565-0 |
|
4.250 |
549-0 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
595-3 |
601-0 |
| PP |
593-7 |
597-5 |
| S1 |
592-4 |
594-3 |
|