CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jul-2012 | 
                    05-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        706-2 | 
                        739-0 | 
                        32-6 | 
                        4.6% | 
                        621-4 | 
                     
                    
                        | High | 
                        720-0 | 
                        770-0 | 
                        50-0 | 
                        6.9% | 
                        676-0 | 
                     
                    
                        | Low | 
                        706-2 | 
                        739-0 | 
                        32-6 | 
                        4.6% | 
                        618-0 | 
                     
                    
                        | Close | 
                        718-6 | 
                        768-0 | 
                        49-2 | 
                        6.9% | 
                        672-4 | 
                     
                    
                        | Range | 
                        13-6 | 
                        31-0 | 
                        17-2 | 
                        125.5% | 
                        58-0 | 
                     
                    
                        | ATR | 
                        19-6 | 
                        22-0 | 
                        2-2 | 
                        11.4% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        2,434 | 
                        10,697 | 
                        8,263 | 
                        339.5% | 
                        409,359 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                852-0 | 
                841-0 | 
                785-0 | 
                 | 
             
            
                | R3 | 
                821-0 | 
                810-0 | 
                776-4 | 
                 | 
             
            
                | R2 | 
                790-0 | 
                790-0 | 
                773-5 | 
                 | 
             
            
                | R1 | 
                779-0 | 
                779-0 | 
                770-7 | 
                784-4 | 
             
            
                | PP | 
                759-0 | 
                759-0 | 
                759-0 | 
                761-6 | 
             
            
                | S1 | 
                748-0 | 
                748-0 | 
                765-1 | 
                753-4 | 
             
            
                | S2 | 
                728-0 | 
                728-0 | 
                762-3 | 
                 | 
             
            
                | S3 | 
                697-0 | 
                717-0 | 
                759-4 | 
                 | 
             
            
                | S4 | 
                666-0 | 
                686-0 | 
                751-0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                770-0 | 
                646-4 | 
                123-4 | 
                16.1% | 
                17-3 | 
                2.3% | 
                98% | 
                True | 
                False | 
                26,201 | 
                 
                
                | 10 | 
                770-0 | 
                586-4 | 
                183-4 | 
                23.9% | 
                16-6 | 
                2.2% | 
                99% | 
                True | 
                False | 
                65,534 | 
                 
                
                | 20 | 
                770-0 | 
                577-0 | 
                193-0 | 
                25.1% | 
                15-4 | 
                2.0% | 
                99% | 
                True | 
                False | 
                104,475 | 
                 
                
                | 40 | 
                770-0 | 
                551-0 | 
                219-0 | 
                28.5% | 
                15-5 | 
                2.0% | 
                99% | 
                True | 
                False | 
                127,494 | 
                 
                
                | 60 | 
                770-0 | 
                551-0 | 
                219-0 | 
                28.5% | 
                14-3 | 
                1.9% | 
                99% | 
                True | 
                False | 
                135,749 | 
                 
                
                | 80 | 
                770-0 | 
                551-0 | 
                219-0 | 
                28.5% | 
                13-3 | 
                1.7% | 
                99% | 
                True | 
                False | 
                120,200 | 
                 
                
                | 100 | 
                770-0 | 
                551-0 | 
                219-0 | 
                28.5% | 
                12-3 | 
                1.6% | 
                99% | 
                True | 
                False | 
                107,815 | 
                 
                
                | 120 | 
                770-0 | 
                551-0 | 
                219-0 | 
                28.5% | 
                11-5 | 
                1.5% | 
                99% | 
                True | 
                False | 
                98,858 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            901-6 | 
         
        
            | 
2.618             | 
            851-1 | 
         
        
            | 
1.618             | 
            820-1 | 
         
        
            | 
1.000             | 
            801-0 | 
         
        
            | 
0.618             | 
            789-1 | 
         
        
            | 
HIGH             | 
            770-0 | 
         
        
            | 
0.618             | 
            758-1 | 
         
        
            | 
0.500             | 
            754-4 | 
         
        
            | 
0.382             | 
            750-7 | 
         
        
            | 
LOW             | 
            739-0 | 
         
        
            | 
0.618             | 
            719-7 | 
         
        
            | 
1.000             | 
            708-0 | 
         
        
            | 
1.618             | 
            688-7 | 
         
        
            | 
2.618             | 
            657-7 | 
         
        
            | 
4.250             | 
            607-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                763-4 | 
                                754-5 | 
                             
                            
                                | PP | 
                                759-0 | 
                                741-3 | 
                             
                            
                                | S1 | 
                                754-4 | 
                                728-0 | 
                             
             
         |