CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
642-4 |
656-4 |
14-0 |
2.2% |
592-4 |
| High |
654-4 |
658-0 |
3-4 |
0.5% |
654-4 |
| Low |
631-4 |
650-6 |
19-2 |
3.0% |
589-0 |
| Close |
634-6 |
655-6 |
21-0 |
3.3% |
634-6 |
| Range |
23-0 |
7-2 |
-15-6 |
-68.5% |
65-4 |
| ATR |
18-4 |
18-7 |
0-3 |
1.8% |
0-0 |
| Volume |
199,093 |
219,896 |
20,803 |
10.4% |
997,636 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-5 |
673-3 |
659-6 |
|
| R3 |
669-3 |
666-1 |
657-6 |
|
| R2 |
662-1 |
662-1 |
657-1 |
|
| R1 |
658-7 |
658-7 |
656-3 |
656-7 |
| PP |
654-7 |
654-7 |
654-7 |
653-6 |
| S1 |
651-5 |
651-5 |
655-1 |
649-5 |
| S2 |
647-5 |
647-5 |
654-3 |
|
| S3 |
640-3 |
644-3 |
653-6 |
|
| S4 |
633-1 |
637-1 |
651-6 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822-5 |
794-1 |
670-6 |
|
| R3 |
757-1 |
728-5 |
652-6 |
|
| R2 |
691-5 |
691-5 |
646-6 |
|
| R1 |
663-1 |
663-1 |
640-6 |
677-3 |
| PP |
626-1 |
626-1 |
626-1 |
633-2 |
| S1 |
597-5 |
597-5 |
628-6 |
611-7 |
| S2 |
560-5 |
560-5 |
622-6 |
|
| S3 |
495-1 |
532-1 |
616-6 |
|
| S4 |
429-5 |
466-5 |
598-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
658-0 |
606-0 |
52-0 |
7.9% |
17-2 |
2.6% |
96% |
True |
False |
218,634 |
| 10 |
658-0 |
548-2 |
109-6 |
16.7% |
15-0 |
2.3% |
98% |
True |
False |
183,003 |
| 20 |
658-0 |
506-0 |
152-0 |
23.2% |
12-2 |
1.9% |
99% |
True |
False |
137,786 |
| 40 |
658-0 |
502-0 |
156-0 |
23.8% |
10-4 |
1.6% |
99% |
True |
False |
106,491 |
| 60 |
658-0 |
502-0 |
156-0 |
23.8% |
9-2 |
1.4% |
99% |
True |
False |
88,407 |
| 80 |
658-0 |
502-0 |
156-0 |
23.8% |
8-6 |
1.3% |
99% |
True |
False |
77,518 |
| 100 |
658-0 |
502-0 |
156-0 |
23.8% |
8-3 |
1.3% |
99% |
True |
False |
68,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-6 |
|
2.618 |
677-0 |
|
1.618 |
669-6 |
|
1.000 |
665-2 |
|
0.618 |
662-4 |
|
HIGH |
658-0 |
|
0.618 |
655-2 |
|
0.500 |
654-3 |
|
0.382 |
653-4 |
|
LOW |
650-6 |
|
0.618 |
646-2 |
|
1.000 |
643-4 |
|
1.618 |
639-0 |
|
2.618 |
631-6 |
|
4.250 |
620-0 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
655-2 |
651-7 |
| PP |
654-7 |
647-7 |
| S1 |
654-3 |
644-0 |
|