CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
665-0 |
655-4 |
-9-4 |
-1.4% |
588-4 |
High |
665-4 |
662-4 |
-3-0 |
-0.5% |
616-0 |
Low |
646-0 |
646-4 |
0-4 |
0.1% |
586-4 |
Close |
649-4 |
652-0 |
2-4 |
0.4% |
591-0 |
Range |
19-4 |
16-0 |
-3-4 |
-17.9% |
29-4 |
ATR |
18-7 |
18-6 |
-0-2 |
-1.1% |
0-0 |
Volume |
82,812 |
78,768 |
-4,044 |
-4.9% |
577,144 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-5 |
692-7 |
660-6 |
|
R3 |
685-5 |
676-7 |
656-3 |
|
R2 |
669-5 |
669-5 |
654-7 |
|
R1 |
660-7 |
660-7 |
653-4 |
657-2 |
PP |
653-5 |
653-5 |
653-5 |
651-7 |
S1 |
644-7 |
644-7 |
650-4 |
641-2 |
S2 |
637-5 |
637-5 |
649-1 |
|
S3 |
621-5 |
628-7 |
647-5 |
|
S4 |
605-5 |
612-7 |
643-2 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-3 |
668-1 |
607-2 |
|
R3 |
656-7 |
638-5 |
599-1 |
|
R2 |
627-3 |
627-3 |
596-3 |
|
R1 |
609-1 |
609-1 |
593-6 |
618-2 |
PP |
597-7 |
597-7 |
597-7 |
602-3 |
S1 |
579-5 |
579-5 |
588-2 |
588-6 |
S2 |
568-3 |
568-3 |
585-5 |
|
S3 |
538-7 |
550-1 |
582-7 |
|
S4 |
509-3 |
520-5 |
574-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665-4 |
590-4 |
75-0 |
11.5% |
14-7 |
2.3% |
82% |
False |
False |
92,661 |
10 |
665-4 |
579-4 |
86-0 |
13.2% |
15-2 |
2.3% |
84% |
False |
False |
110,224 |
20 |
665-4 |
551-0 |
114-4 |
17.6% |
14-7 |
2.3% |
88% |
False |
False |
128,931 |
40 |
665-4 |
551-0 |
114-4 |
17.6% |
15-1 |
2.3% |
88% |
False |
False |
139,934 |
60 |
665-4 |
551-0 |
114-4 |
17.6% |
13-7 |
2.1% |
88% |
False |
False |
141,973 |
80 |
671-0 |
551-0 |
120-0 |
18.4% |
13-1 |
2.0% |
84% |
False |
False |
123,005 |
100 |
671-0 |
551-0 |
120-0 |
18.4% |
12-0 |
1.8% |
84% |
False |
False |
109,917 |
120 |
672-0 |
551-0 |
121-0 |
18.6% |
11-2 |
1.7% |
83% |
False |
False |
99,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-4 |
2.618 |
704-3 |
1.618 |
688-3 |
1.000 |
678-4 |
0.618 |
672-3 |
HIGH |
662-4 |
0.618 |
656-3 |
0.500 |
654-4 |
0.382 |
652-5 |
LOW |
646-4 |
0.618 |
636-5 |
1.000 |
630-4 |
1.618 |
620-5 |
2.618 |
604-5 |
4.250 |
578-4 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
654-4 |
651-5 |
PP |
653-5 |
651-3 |
S1 |
652-7 |
651-0 |
|