CME Pit-Traded Corn Future July 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
665-0 |
692-4 |
27-4 |
4.1% |
621-4 |
| High |
676-0 |
693-0 |
17-0 |
2.5% |
676-0 |
| Low |
657-0 |
686-0 |
29-0 |
4.4% |
618-0 |
| Close |
672-4 |
692-4 |
20-0 |
3.0% |
672-4 |
| Range |
19-0 |
7-0 |
-12-0 |
-63.2% |
58-0 |
| ATR |
19-1 |
19-2 |
0-1 |
0.5% |
0-0 |
| Volume |
30,607 |
8,501 |
-22,106 |
-72.2% |
409,359 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-4 |
709-0 |
696-3 |
|
| R3 |
704-4 |
702-0 |
694-3 |
|
| R2 |
697-4 |
697-4 |
693-6 |
|
| R1 |
695-0 |
695-0 |
693-1 |
696-0 |
| PP |
690-4 |
690-4 |
690-4 |
691-0 |
| S1 |
688-0 |
688-0 |
691-7 |
689-0 |
| S2 |
683-4 |
683-4 |
691-2 |
|
| S3 |
676-4 |
681-0 |
690-5 |
|
| S4 |
669-4 |
674-0 |
688-5 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829-4 |
809-0 |
704-3 |
|
| R3 |
771-4 |
751-0 |
688-4 |
|
| R2 |
713-4 |
713-4 |
683-1 |
|
| R1 |
693-0 |
693-0 |
677-7 |
703-2 |
| PP |
655-4 |
655-4 |
655-4 |
660-5 |
| S1 |
635-0 |
635-0 |
667-1 |
645-2 |
| S2 |
597-4 |
597-4 |
661-7 |
|
| S3 |
539-4 |
577-0 |
656-4 |
|
| S4 |
481-4 |
519-0 |
640-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
693-0 |
636-4 |
56-4 |
8.2% |
15-4 |
2.2% |
99% |
True |
False |
61,862 |
| 10 |
693-0 |
586-4 |
106-4 |
15.4% |
13-4 |
2.0% |
100% |
True |
False |
86,171 |
| 20 |
693-0 |
560-6 |
132-2 |
19.1% |
14-3 |
2.1% |
100% |
True |
False |
117,716 |
| 40 |
693-0 |
551-0 |
142-0 |
20.5% |
15-0 |
2.2% |
100% |
True |
False |
133,902 |
| 60 |
693-0 |
551-0 |
142-0 |
20.5% |
14-0 |
2.0% |
100% |
True |
False |
139,806 |
| 80 |
693-0 |
551-0 |
142-0 |
20.5% |
13-2 |
1.9% |
100% |
True |
False |
121,902 |
| 100 |
693-0 |
551-0 |
142-0 |
20.5% |
12-1 |
1.8% |
100% |
True |
False |
109,290 |
| 120 |
693-0 |
551-0 |
142-0 |
20.5% |
11-2 |
1.6% |
100% |
True |
False |
99,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
722-6 |
|
2.618 |
711-3 |
|
1.618 |
704-3 |
|
1.000 |
700-0 |
|
0.618 |
697-3 |
|
HIGH |
693-0 |
|
0.618 |
690-3 |
|
0.500 |
689-4 |
|
0.382 |
688-5 |
|
LOW |
686-0 |
|
0.618 |
681-5 |
|
1.000 |
679-0 |
|
1.618 |
674-5 |
|
2.618 |
667-5 |
|
4.250 |
656-2 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
691-4 |
684-7 |
| PP |
690-4 |
677-3 |
| S1 |
689-4 |
669-6 |
|