CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
623-2 |
649-0 |
25-6 |
4.1% |
520-2 |
| High |
624-0 |
649-4 |
25-4 |
4.1% |
568-0 |
| Low |
606-0 |
630-2 |
24-2 |
4.0% |
520-2 |
| Close |
624-0 |
633-0 |
9-0 |
1.4% |
554-0 |
| Range |
18-0 |
19-2 |
1-2 |
6.9% |
47-6 |
| ATR |
17-5 |
18-1 |
0-5 |
3.2% |
0-0 |
| Volume |
145,963 |
257,873 |
111,910 |
76.7% |
701,431 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-3 |
683-3 |
643-5 |
|
| R3 |
676-1 |
664-1 |
638-2 |
|
| R2 |
656-7 |
656-7 |
636-4 |
|
| R1 |
644-7 |
644-7 |
634-6 |
641-2 |
| PP |
637-5 |
637-5 |
637-5 |
635-6 |
| S1 |
625-5 |
625-5 |
631-2 |
622-0 |
| S2 |
618-3 |
618-3 |
629-4 |
|
| S3 |
599-1 |
606-3 |
627-6 |
|
| S4 |
579-7 |
587-1 |
622-3 |
|
|
| 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 |
649-4 |
548-2 |
101-2 |
16.0% |
15-1 |
2.4% |
84% |
True |
False |
161,440 |
| 10 |
649-4 |
506-0 |
143-4 |
22.7% |
13-7 |
2.2% |
89% |
True |
False |
143,102 |
| 20 |
649-4 |
506-0 |
143-4 |
22.7% |
11-0 |
1.7% |
89% |
True |
False |
115,692 |
| 40 |
649-4 |
502-0 |
147-4 |
23.3% |
9-6 |
1.5% |
89% |
True |
False |
93,460 |
| 60 |
649-4 |
502-0 |
147-4 |
23.3% |
8-5 |
1.4% |
89% |
True |
False |
79,399 |
| 80 |
649-4 |
502-0 |
147-4 |
23.3% |
8-4 |
1.3% |
89% |
True |
False |
70,295 |
| 100 |
649-4 |
502-0 |
147-4 |
23.3% |
8-0 |
1.3% |
89% |
True |
False |
62,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731-2 |
|
2.618 |
699-7 |
|
1.618 |
680-5 |
|
1.000 |
668-6 |
|
0.618 |
661-3 |
|
HIGH |
649-4 |
|
0.618 |
642-1 |
|
0.500 |
639-7 |
|
0.382 |
637-5 |
|
LOW |
630-2 |
|
0.618 |
618-3 |
|
1.000 |
611-0 |
|
1.618 |
599-1 |
|
2.618 |
579-7 |
|
4.250 |
548-4 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
639-7 |
628-3 |
| PP |
637-5 |
623-7 |
| S1 |
635-2 |
619-2 |
|