CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
565-6 |
592-4 |
26-6 |
4.7% |
520-2 |
| High |
567-4 |
594-0 |
26-4 |
4.7% |
568-0 |
| Low |
554-0 |
589-0 |
35-0 |
6.3% |
520-2 |
| Close |
554-0 |
594-0 |
40-0 |
7.2% |
554-0 |
| Range |
13-4 |
5-0 |
-8-4 |
-63.0% |
47-6 |
| ATR |
14-7 |
16-5 |
1-6 |
12.1% |
0-0 |
| Volume |
150,408 |
124,359 |
-26,049 |
-17.3% |
701,431 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-3 |
605-5 |
596-6 |
|
| R3 |
602-3 |
600-5 |
595-3 |
|
| R2 |
597-3 |
597-3 |
594-7 |
|
| R1 |
595-5 |
595-5 |
594-4 |
596-4 |
| PP |
592-3 |
592-3 |
592-3 |
592-6 |
| S1 |
590-5 |
590-5 |
593-4 |
591-4 |
| S2 |
587-3 |
587-3 |
593-1 |
|
| S3 |
582-3 |
585-5 |
592-5 |
|
| S4 |
577-3 |
580-5 |
591-2 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-5 |
670-1 |
580-2 |
|
| R3 |
642-7 |
622-3 |
567-1 |
|
| R2 |
595-1 |
595-1 |
562-6 |
|
| R1 |
574-5 |
574-5 |
558-3 |
584-7 |
| PP |
547-3 |
547-3 |
547-3 |
552-4 |
| S1 |
526-7 |
526-7 |
549-5 |
537-1 |
| S2 |
499-5 |
499-5 |
545-2 |
|
| S3 |
451-7 |
479-1 |
540-7 |
|
| S4 |
404-1 |
431-3 |
527-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
594-0 |
548-2 |
45-6 |
7.7% |
12-7 |
2.2% |
100% |
True |
False |
147,371 |
| 10 |
594-0 |
506-0 |
88-0 |
14.8% |
11-4 |
1.9% |
100% |
True |
False |
122,473 |
| 20 |
594-0 |
506-0 |
88-0 |
14.8% |
9-6 |
1.6% |
100% |
True |
False |
102,512 |
| 40 |
594-0 |
502-0 |
92-0 |
15.5% |
9-2 |
1.5% |
100% |
True |
False |
86,372 |
| 60 |
594-0 |
502-0 |
92-0 |
15.5% |
8-3 |
1.4% |
100% |
True |
False |
75,455 |
| 80 |
594-0 |
502-0 |
92-0 |
15.5% |
8-1 |
1.4% |
100% |
True |
False |
66,037 |
| 100 |
594-0 |
502-0 |
92-0 |
15.5% |
7-6 |
1.3% |
100% |
True |
False |
58,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
615-2 |
|
2.618 |
607-1 |
|
1.618 |
602-1 |
|
1.000 |
599-0 |
|
0.618 |
597-1 |
|
HIGH |
594-0 |
|
0.618 |
592-1 |
|
0.500 |
591-4 |
|
0.382 |
590-7 |
|
LOW |
589-0 |
|
0.618 |
585-7 |
|
1.000 |
584-0 |
|
1.618 |
580-7 |
|
2.618 |
575-7 |
|
4.250 |
567-6 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
593-1 |
586-3 |
| PP |
592-3 |
578-6 |
| S1 |
591-4 |
571-1 |
|