CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
621-4 |
652-4 |
31-0 |
5.0% |
588-4 |
| High |
631-0 |
652-4 |
21-4 |
3.4% |
616-0 |
| Low |
618-0 |
636-4 |
18-4 |
3.0% |
586-4 |
| Close |
631-0 |
646-0 |
15-0 |
2.4% |
591-0 |
| Range |
13-0 |
16-0 |
3-0 |
23.1% |
29-4 |
| ATR |
18-5 |
18-7 |
0-2 |
1.1% |
0-0 |
| Volume |
108,549 |
108,623 |
74 |
0.1% |
577,144 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693-0 |
685-4 |
654-6 |
|
| R3 |
677-0 |
669-4 |
650-3 |
|
| R2 |
661-0 |
661-0 |
648-7 |
|
| R1 |
653-4 |
653-4 |
647-4 |
649-2 |
| PP |
645-0 |
645-0 |
645-0 |
642-7 |
| S1 |
637-4 |
637-4 |
644-4 |
633-2 |
| S2 |
629-0 |
629-0 |
643-1 |
|
| S3 |
613-0 |
621-4 |
641-5 |
|
| S4 |
597-0 |
605-4 |
637-2 |
|
|
| 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 |
652-4 |
586-4 |
66-0 |
10.2% |
13-1 |
2.0% |
90% |
True |
False |
106,982 |
| 10 |
652-4 |
579-4 |
73-0 |
11.3% |
14-7 |
2.3% |
91% |
True |
False |
127,658 |
| 20 |
652-4 |
551-0 |
101-4 |
15.7% |
14-0 |
2.2% |
94% |
True |
False |
135,459 |
| 40 |
652-4 |
551-0 |
101-4 |
15.7% |
14-7 |
2.3% |
94% |
True |
False |
142,955 |
| 60 |
658-4 |
551-0 |
107-4 |
16.6% |
13-5 |
2.1% |
88% |
False |
False |
141,049 |
| 80 |
671-0 |
551-0 |
120-0 |
18.6% |
12-7 |
2.0% |
79% |
False |
False |
122,481 |
| 100 |
671-0 |
551-0 |
120-0 |
18.6% |
11-6 |
1.8% |
79% |
False |
False |
109,254 |
| 120 |
672-0 |
551-0 |
121-0 |
18.7% |
11-0 |
1.7% |
79% |
False |
False |
99,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720-4 |
|
2.618 |
694-3 |
|
1.618 |
678-3 |
|
1.000 |
668-4 |
|
0.618 |
662-3 |
|
HIGH |
652-4 |
|
0.618 |
646-3 |
|
0.500 |
644-4 |
|
0.382 |
642-5 |
|
LOW |
636-4 |
|
0.618 |
626-5 |
|
1.000 |
620-4 |
|
1.618 |
610-5 |
|
2.618 |
594-5 |
|
4.250 |
568-4 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
645-4 |
637-7 |
| PP |
645-0 |
629-5 |
| S1 |
644-4 |
621-4 |
|