CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
559-6 |
559-4 |
-0-2 |
0.0% |
581-2 |
High |
562-6 |
579-4 |
16-6 |
3.0% |
582-0 |
Low |
555-0 |
551-0 |
-4-0 |
-0.7% |
551-0 |
Close |
555-2 |
551-4 |
-3-6 |
-0.7% |
551-4 |
Range |
7-6 |
28-4 |
20-6 |
267.7% |
31-0 |
ATR |
16-0 |
16-7 |
0-7 |
5.5% |
0-0 |
Volume |
146,500 |
174,449 |
27,949 |
19.1% |
641,234 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-1 |
627-3 |
567-1 |
|
R3 |
617-5 |
598-7 |
559-3 |
|
R2 |
589-1 |
589-1 |
556-6 |
|
R1 |
570-3 |
570-3 |
554-1 |
565-4 |
PP |
560-5 |
560-5 |
560-5 |
558-2 |
S1 |
541-7 |
541-7 |
548-7 |
537-0 |
S2 |
532-1 |
532-1 |
546-2 |
|
S3 |
503-5 |
513-3 |
543-5 |
|
S4 |
475-1 |
484-7 |
535-7 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-4 |
634-0 |
568-4 |
|
R3 |
623-4 |
603-0 |
560-0 |
|
R2 |
592-4 |
592-4 |
557-1 |
|
R1 |
572-0 |
572-0 |
554-3 |
566-6 |
PP |
561-4 |
561-4 |
561-4 |
558-7 |
S1 |
541-0 |
541-0 |
548-5 |
535-6 |
S2 |
530-4 |
530-4 |
545-7 |
|
S3 |
499-4 |
510-0 |
543-0 |
|
S4 |
468-4 |
479-0 |
534-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
588-0 |
551-0 |
37-0 |
6.7% |
17-0 |
3.1% |
1% |
False |
True |
156,841 |
10 |
639-2 |
551-0 |
88-2 |
16.0% |
18-3 |
3.3% |
1% |
False |
True |
161,047 |
20 |
639-2 |
551-0 |
88-2 |
16.0% |
16-3 |
3.0% |
1% |
False |
True |
154,265 |
40 |
657-0 |
551-0 |
106-0 |
19.2% |
13-7 |
2.5% |
0% |
False |
True |
150,500 |
60 |
671-0 |
551-0 |
120-0 |
21.8% |
12-7 |
2.3% |
0% |
False |
True |
122,857 |
80 |
671-0 |
551-0 |
120-0 |
21.8% |
11-5 |
2.1% |
0% |
False |
True |
106,788 |
100 |
671-0 |
551-0 |
120-0 |
21.8% |
10-5 |
1.9% |
0% |
False |
True |
95,396 |
120 |
677-0 |
551-0 |
126-0 |
22.8% |
10-1 |
1.8% |
0% |
False |
True |
83,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
700-5 |
2.618 |
654-1 |
1.618 |
625-5 |
1.000 |
608-0 |
0.618 |
597-1 |
HIGH |
579-4 |
0.618 |
568-5 |
0.500 |
565-2 |
0.382 |
561-7 |
LOW |
551-0 |
0.618 |
533-3 |
1.000 |
522-4 |
1.618 |
504-7 |
2.618 |
476-3 |
4.250 |
429-7 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
565-2 |
565-2 |
PP |
560-5 |
560-5 |
S1 |
556-1 |
556-1 |
|