CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
611-4 |
611-4 |
0-0 |
0.0% |
601-0 |
High |
616-0 |
615-4 |
-0-4 |
-0.1% |
608-4 |
Low |
607-6 |
611-0 |
3-2 |
0.5% |
577-0 |
Close |
612-4 |
611-6 |
-0-6 |
-0.1% |
579-4 |
Range |
8-2 |
4-4 |
-3-6 |
-45.5% |
31-4 |
ATR |
17-5 |
16-5 |
-0-7 |
-5.3% |
0-0 |
Volume |
126,112 |
93,385 |
-32,727 |
-26.0% |
764,463 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
626-2 |
623-4 |
614-2 |
|
R3 |
621-6 |
619-0 |
613-0 |
|
R2 |
617-2 |
617-2 |
612-5 |
|
R1 |
614-4 |
614-4 |
612-1 |
615-7 |
PP |
612-6 |
612-6 |
612-6 |
613-4 |
S1 |
610-0 |
610-0 |
611-3 |
611-3 |
S2 |
608-2 |
608-2 |
610-7 |
|
S3 |
603-6 |
605-4 |
610-4 |
|
S4 |
599-2 |
601-0 |
609-2 |
|
|
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 |
616-0 |
579-4 |
36-4 |
6.0% |
13-2 |
2.2% |
88% |
False |
False |
125,216 |
10 |
616-0 |
577-0 |
39-0 |
6.4% |
14-1 |
2.3% |
89% |
False |
False |
143,416 |
20 |
616-0 |
551-0 |
65-0 |
10.6% |
15-2 |
2.5% |
93% |
False |
False |
146,523 |
40 |
639-2 |
551-0 |
88-2 |
14.4% |
14-6 |
2.4% |
69% |
False |
False |
150,337 |
60 |
658-4 |
551-0 |
107-4 |
17.6% |
13-5 |
2.2% |
57% |
False |
False |
139,867 |
80 |
671-0 |
551-0 |
120-0 |
19.6% |
12-4 |
2.0% |
51% |
False |
False |
119,885 |
100 |
671-0 |
551-0 |
120-0 |
19.6% |
11-3 |
1.9% |
51% |
False |
False |
106,638 |
120 |
677-0 |
551-0 |
126-0 |
20.6% |
10-6 |
1.8% |
48% |
False |
False |
96,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
634-5 |
2.618 |
627-2 |
1.618 |
622-6 |
1.000 |
620-0 |
0.618 |
618-2 |
HIGH |
615-4 |
0.618 |
613-6 |
0.500 |
613-2 |
0.382 |
612-6 |
LOW |
611-0 |
0.618 |
608-2 |
1.000 |
606-4 |
1.618 |
603-6 |
2.618 |
599-2 |
4.250 |
591-7 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
613-2 |
608-3 |
PP |
612-6 |
605-1 |
S1 |
612-2 |
601-6 |
|