CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
597-4 |
621-4 |
24-0 |
4.0% |
588-4 |
| High |
600-2 |
631-0 |
30-6 |
5.1% |
616-0 |
| Low |
590-4 |
618-0 |
27-4 |
4.7% |
586-4 |
| Close |
591-0 |
631-0 |
40-0 |
6.8% |
591-0 |
| Range |
9-6 |
13-0 |
3-2 |
33.3% |
29-4 |
| ATR |
17-0 |
18-5 |
1-5 |
9.6% |
0-0 |
| Volume |
84,556 |
108,549 |
23,993 |
28.4% |
577,144 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-5 |
661-3 |
638-1 |
|
| R3 |
652-5 |
648-3 |
634-5 |
|
| R2 |
639-5 |
639-5 |
633-3 |
|
| R1 |
635-3 |
635-3 |
632-2 |
637-4 |
| PP |
626-5 |
626-5 |
626-5 |
627-6 |
| S1 |
622-3 |
622-3 |
629-6 |
624-4 |
| S2 |
613-5 |
613-5 |
628-5 |
|
| S3 |
600-5 |
609-3 |
627-3 |
|
| S4 |
587-5 |
596-3 |
623-7 |
|
|
| 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 |
631-0 |
586-4 |
44-4 |
7.1% |
11-5 |
1.8% |
100% |
True |
False |
110,479 |
| 10 |
631-0 |
577-0 |
54-0 |
8.6% |
14-6 |
2.3% |
100% |
True |
False |
131,621 |
| 20 |
631-0 |
551-0 |
80-0 |
12.7% |
14-3 |
2.3% |
100% |
True |
False |
138,760 |
| 40 |
639-2 |
551-0 |
88-2 |
14.0% |
14-7 |
2.4% |
91% |
False |
False |
143,542 |
| 60 |
658-4 |
551-0 |
107-4 |
17.0% |
13-5 |
2.2% |
74% |
False |
False |
141,514 |
| 80 |
671-0 |
551-0 |
120-0 |
19.0% |
12-6 |
2.0% |
67% |
False |
False |
121,860 |
| 100 |
671-0 |
551-0 |
120-0 |
19.0% |
11-6 |
1.9% |
67% |
False |
False |
108,655 |
| 120 |
674-0 |
551-0 |
123-0 |
19.5% |
10-7 |
1.7% |
65% |
False |
False |
98,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-2 |
|
2.618 |
665-0 |
|
1.618 |
652-0 |
|
1.000 |
644-0 |
|
0.618 |
639-0 |
|
HIGH |
631-0 |
|
0.618 |
626-0 |
|
0.500 |
624-4 |
|
0.382 |
623-0 |
|
LOW |
618-0 |
|
0.618 |
610-0 |
|
1.000 |
605-0 |
|
1.618 |
597-0 |
|
2.618 |
584-0 |
|
4.250 |
562-6 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
628-7 |
623-5 |
| PP |
626-5 |
616-1 |
| S1 |
624-4 |
608-6 |
|