CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
592-4 |
623-2 |
30-6 |
5.2% |
520-2 |
| High |
594-0 |
624-0 |
30-0 |
5.1% |
568-0 |
| Low |
589-0 |
606-0 |
17-0 |
2.9% |
520-2 |
| Close |
594-0 |
624-0 |
30-0 |
5.1% |
554-0 |
| Range |
5-0 |
18-0 |
13-0 |
260.0% |
47-6 |
| ATR |
16-5 |
17-5 |
1-0 |
5.7% |
0-0 |
| Volume |
124,359 |
145,963 |
21,604 |
17.4% |
701,431 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672-0 |
666-0 |
633-7 |
|
| R3 |
654-0 |
648-0 |
629-0 |
|
| R2 |
636-0 |
636-0 |
627-2 |
|
| R1 |
630-0 |
630-0 |
625-5 |
633-0 |
| PP |
618-0 |
618-0 |
618-0 |
619-4 |
| S1 |
612-0 |
612-0 |
622-3 |
615-0 |
| S2 |
600-0 |
600-0 |
620-6 |
|
| S3 |
582-0 |
594-0 |
619-0 |
|
| S4 |
564-0 |
576-0 |
614-1 |
|
|
| 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 |
624-0 |
548-2 |
75-6 |
12.1% |
14-2 |
2.3% |
100% |
True |
False |
147,195 |
| 10 |
624-0 |
506-0 |
118-0 |
18.9% |
12-4 |
2.0% |
100% |
True |
False |
128,770 |
| 20 |
624-0 |
506-0 |
118-0 |
18.9% |
10-3 |
1.7% |
100% |
True |
False |
106,586 |
| 40 |
624-0 |
502-0 |
122-0 |
19.6% |
9-3 |
1.5% |
100% |
True |
False |
88,258 |
| 60 |
624-0 |
502-0 |
122-0 |
19.6% |
8-4 |
1.4% |
100% |
True |
False |
76,890 |
| 80 |
624-0 |
502-0 |
122-0 |
19.6% |
8-2 |
1.3% |
100% |
True |
False |
67,508 |
| 100 |
624-0 |
502-0 |
122-0 |
19.6% |
7-7 |
1.3% |
100% |
True |
False |
59,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700-4 |
|
2.618 |
671-1 |
|
1.618 |
653-1 |
|
1.000 |
642-0 |
|
0.618 |
635-1 |
|
HIGH |
624-0 |
|
0.618 |
617-1 |
|
0.500 |
615-0 |
|
0.382 |
612-7 |
|
LOW |
606-0 |
|
0.618 |
594-7 |
|
1.000 |
588-0 |
|
1.618 |
576-7 |
|
2.618 |
558-7 |
|
4.250 |
529-4 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
621-0 |
612-3 |
| PP |
618-0 |
600-5 |
| S1 |
615-0 |
589-0 |
|