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 |
|