CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2012 | 
                    27-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        652-4 | 
                        665-0 | 
                        12-4 | 
                        1.9% | 
                        588-4 | 
                     
                    
                        | High | 
                        652-4 | 
                        665-4 | 
                        13-0 | 
                        2.0% | 
                        616-0 | 
                     
                    
                        | Low | 
                        636-4 | 
                        646-0 | 
                        9-4 | 
                        1.5% | 
                        586-4 | 
                     
                    
                        | Close | 
                        646-0 | 
                        649-4 | 
                        3-4 | 
                        0.5% | 
                        591-0 | 
                     
                    
                        | Range | 
                        16-0 | 
                        19-4 | 
                        3-4 | 
                        21.9% | 
                        29-4 | 
                     
                    
                        | ATR | 
                        18-7 | 
                        18-7 | 
                        0-0 | 
                        0.2% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        108,623 | 
                        82,812 | 
                        -25,811 | 
                        -23.8% | 
                        577,144 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                712-1 | 
                700-3 | 
                660-2 | 
                 | 
             
            
                | R3 | 
                692-5 | 
                680-7 | 
                654-7 | 
                 | 
             
            
                | R2 | 
                673-1 | 
                673-1 | 
                653-1 | 
                 | 
             
            
                | R1 | 
                661-3 | 
                661-3 | 
                651-2 | 
                657-4 | 
             
            
                | PP | 
                653-5 | 
                653-5 | 
                653-5 | 
                651-6 | 
             
            
                | S1 | 
                641-7 | 
                641-7 | 
                647-6 | 
                638-0 | 
             
            
                | S2 | 
                634-1 | 
                634-1 | 
                645-7 | 
                 | 
             
            
                | S3 | 
                614-5 | 
                622-3 | 
                644-1 | 
                 | 
             
            
                | S4 | 
                595-1 | 
                602-7 | 
                638-6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                665-4 | 
                586-4 | 
                79-0 | 
                12.2% | 
                16-1 | 
                2.5% | 
                80% | 
                True | 
                False | 
                104,867 | 
                 
                
                | 10 | 
                665-4 | 
                579-4 | 
                86-0 | 
                13.2% | 
                14-6 | 
                2.3% | 
                81% | 
                True | 
                False | 
                115,042 | 
                 
                
                | 20 | 
                665-4 | 
                551-0 | 
                114-4 | 
                17.6% | 
                14-4 | 
                2.2% | 
                86% | 
                True | 
                False | 
                132,317 | 
                 
                
                | 40 | 
                665-4 | 
                551-0 | 
                114-4 | 
                17.6% | 
                15-1 | 
                2.3% | 
                86% | 
                True | 
                False | 
                141,994 | 
                 
                
                | 60 | 
                665-4 | 
                551-0 | 
                114-4 | 
                17.6% | 
                13-6 | 
                2.1% | 
                86% | 
                True | 
                False | 
                142,429 | 
                 
                
                | 80 | 
                671-0 | 
                551-0 | 
                120-0 | 
                18.5% | 
                13-0 | 
                2.0% | 
                82% | 
                False | 
                False | 
                122,753 | 
                 
                
                | 100 | 
                671-0 | 
                551-0 | 
                120-0 | 
                18.5% | 
                11-7 | 
                1.8% | 
                82% | 
                False | 
                False | 
                109,533 | 
                 
                
                | 120 | 
                672-0 | 
                551-0 | 
                121-0 | 
                18.6% | 
                11-1 | 
                1.7% | 
                81% | 
                False | 
                False | 
                99,543 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            748-3 | 
         
        
            | 
2.618             | 
            716-4 | 
         
        
            | 
1.618             | 
            697-0 | 
         
        
            | 
1.000             | 
            685-0 | 
         
        
            | 
0.618             | 
            677-4 | 
         
        
            | 
HIGH             | 
            665-4 | 
         
        
            | 
0.618             | 
            658-0 | 
         
        
            | 
0.500             | 
            655-6 | 
         
        
            | 
0.382             | 
            653-4 | 
         
        
            | 
LOW             | 
            646-0 | 
         
        
            | 
0.618             | 
            634-0 | 
         
        
            | 
1.000             | 
            626-4 | 
         
        
            | 
1.618             | 
            614-4 | 
         
        
            | 
2.618             | 
            595-0 | 
         
        
            | 
4.250             | 
            563-1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                655-6 | 
                                646-7 | 
                             
                            
                                | PP | 
                                653-5 | 
                                644-3 | 
                             
                            
                                | S1 | 
                                651-5 | 
                                641-6 | 
                             
             
         |