CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
607-4 |
603-4 |
-4-0 |
-0.7% |
601-0 |
High |
608-4 |
603-4 |
-5-0 |
-0.8% |
608-4 |
Low |
598-4 |
579-4 |
-19-0 |
-3.2% |
577-0 |
Close |
601-4 |
579-4 |
-22-0 |
-3.7% |
579-4 |
Range |
10-0 |
24-0 |
14-0 |
140.0% |
31-4 |
ATR |
16-3 |
17-0 |
0-4 |
3.3% |
0-0 |
Volume |
126,940 |
146,352 |
19,412 |
15.3% |
764,463 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-4 |
643-4 |
592-6 |
|
R3 |
635-4 |
619-4 |
586-1 |
|
R2 |
611-4 |
611-4 |
583-7 |
|
R1 |
595-4 |
595-4 |
581-6 |
591-4 |
PP |
587-4 |
587-4 |
587-4 |
585-4 |
S1 |
571-4 |
571-4 |
577-2 |
567-4 |
S2 |
563-4 |
563-4 |
575-1 |
|
S3 |
539-4 |
547-4 |
572-7 |
|
S4 |
515-4 |
523-4 |
566-2 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-7 |
662-5 |
596-7 |
|
R3 |
651-3 |
631-1 |
588-1 |
|
R2 |
619-7 |
619-7 |
585-2 |
|
R1 |
599-5 |
599-5 |
582-3 |
594-0 |
PP |
588-3 |
588-3 |
588-3 |
585-4 |
S1 |
568-1 |
568-1 |
576-5 |
562-4 |
S2 |
556-7 |
556-7 |
573-6 |
|
S3 |
525-3 |
536-5 |
570-7 |
|
S4 |
493-7 |
505-1 |
562-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
608-4 |
577-0 |
31-4 |
5.4% |
16-2 |
2.8% |
8% |
False |
False |
152,892 |
10 |
608-4 |
560-6 |
47-6 |
8.2% |
14-0 |
2.4% |
39% |
False |
False |
144,828 |
20 |
639-2 |
551-0 |
88-2 |
15.2% |
16-2 |
2.8% |
32% |
False |
False |
152,937 |
40 |
639-2 |
551-0 |
88-2 |
15.2% |
15-0 |
2.6% |
32% |
False |
False |
153,454 |
60 |
658-4 |
551-0 |
107-4 |
18.6% |
13-5 |
2.3% |
27% |
False |
False |
136,597 |
80 |
671-0 |
551-0 |
120-0 |
20.7% |
12-2 |
2.1% |
24% |
False |
False |
117,594 |
100 |
671-0 |
551-0 |
120-0 |
20.7% |
11-3 |
2.0% |
24% |
False |
False |
104,865 |
120 |
677-0 |
551-0 |
126-0 |
21.7% |
10-5 |
1.8% |
23% |
False |
False |
94,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-4 |
2.618 |
666-3 |
1.618 |
642-3 |
1.000 |
627-4 |
0.618 |
618-3 |
HIGH |
603-4 |
0.618 |
594-3 |
0.500 |
591-4 |
0.382 |
588-5 |
LOW |
579-4 |
0.618 |
564-5 |
1.000 |
555-4 |
1.618 |
540-5 |
2.618 |
516-5 |
4.250 |
477-4 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
591-4 |
594-0 |
PP |
587-4 |
589-1 |
S1 |
583-4 |
584-3 |
|