CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jul-2012 | 
                    03-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        692-4 | 
                        706-2 | 
                        13-6 | 
                        2.0% | 
                        621-4 | 
                     
                    
                        | High | 
                        693-0 | 
                        720-0 | 
                        27-0 | 
                        3.9% | 
                        676-0 | 
                     
                    
                        | Low | 
                        686-0 | 
                        706-2 | 
                        20-2 | 
                        3.0% | 
                        618-0 | 
                     
                    
                        | Close | 
                        692-4 | 
                        718-6 | 
                        26-2 | 
                        3.8% | 
                        672-4 | 
                     
                    
                        | Range | 
                        7-0 | 
                        13-6 | 
                        6-6 | 
                        96.4% | 
                        58-0 | 
                     
                    
                        | ATR | 
                        19-2 | 
                        19-6 | 
                        0-5 | 
                        3.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        8,501 | 
                        2,434 | 
                        -6,067 | 
                        -71.4% | 
                        409,359 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                756-2 | 
                751-2 | 
                726-2 | 
                 | 
             
            
                | R3 | 
                742-4 | 
                737-4 | 
                722-4 | 
                 | 
             
            
                | R2 | 
                728-6 | 
                728-6 | 
                721-2 | 
                 | 
             
            
                | R1 | 
                723-6 | 
                723-6 | 
                720-0 | 
                726-2 | 
             
            
                | PP | 
                715-0 | 
                715-0 | 
                715-0 | 
                716-2 | 
             
            
                | S1 | 
                710-0 | 
                710-0 | 
                717-4 | 
                712-4 | 
             
            
                | S2 | 
                701-2 | 
                701-2 | 
                716-2 | 
                 | 
             
            
                | S3 | 
                687-4 | 
                696-2 | 
                715-0 | 
                 | 
             
            
                | S4 | 
                673-6 | 
                682-4 | 
                711-2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                720-0 | 
                646-0 | 
                74-0 | 
                10.3% | 
                15-0 | 
                2.1% | 
                98% | 
                True | 
                False | 
                40,624 | 
                 
                
                | 10 | 
                720-0 | 
                586-4 | 
                133-4 | 
                18.6% | 
                14-1 | 
                2.0% | 
                99% | 
                True | 
                False | 
                73,803 | 
                 
                
                | 20 | 
                720-0 | 
                577-0 | 
                143-0 | 
                19.9% | 
                14-3 | 
                2.0% | 
                99% | 
                True | 
                False | 
                110,251 | 
                 
                
                | 40 | 
                720-0 | 
                551-0 | 
                169-0 | 
                23.5% | 
                15-1 | 
                2.1% | 
                99% | 
                True | 
                False | 
                131,372 | 
                 
                
                | 60 | 
                720-0 | 
                551-0 | 
                169-0 | 
                23.5% | 
                14-1 | 
                2.0% | 
                99% | 
                True | 
                False | 
                138,164 | 
                 
                
                | 80 | 
                720-0 | 
                551-0 | 
                169-0 | 
                23.5% | 
                13-1 | 
                1.8% | 
                99% | 
                True | 
                False | 
                120,930 | 
                 
                
                | 100 | 
                720-0 | 
                551-0 | 
                169-0 | 
                23.5% | 
                12-1 | 
                1.7% | 
                99% | 
                True | 
                False | 
                108,419 | 
                 
                
                | 120 | 
                720-0 | 
                551-0 | 
                169-0 | 
                23.5% | 
                11-3 | 
                1.6% | 
                99% | 
                True | 
                False | 
                99,212 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            778-4 | 
         
        
            | 
2.618             | 
            756-0 | 
         
        
            | 
1.618             | 
            742-2 | 
         
        
            | 
1.000             | 
            733-6 | 
         
        
            | 
0.618             | 
            728-4 | 
         
        
            | 
HIGH             | 
            720-0 | 
         
        
            | 
0.618             | 
            714-6 | 
         
        
            | 
0.500             | 
            713-1 | 
         
        
            | 
0.382             | 
            711-4 | 
         
        
            | 
LOW             | 
            706-2 | 
         
        
            | 
0.618             | 
            697-6 | 
         
        
            | 
1.000             | 
            692-4 | 
         
        
            | 
1.618             | 
            684-0 | 
         
        
            | 
2.618             | 
            670-2 | 
         
        
            | 
4.250             | 
            647-6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                716-7 | 
                                708-5 | 
                             
                            
                                | PP | 
                                715-0 | 
                                698-5 | 
                             
                            
                                | S1 | 
                                713-1 | 
                                688-4 | 
                             
             
         |