CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
592-4 |
601-0 |
8-4 |
1.4% |
565-4 |
High |
605-0 |
601-6 |
-3-2 |
-0.5% |
605-0 |
Low |
592-0 |
590-0 |
-2-0 |
-0.3% |
560-6 |
Close |
598-0 |
592-0 |
-6-0 |
-1.0% |
598-0 |
Range |
13-0 |
11-6 |
-1-2 |
-9.6% |
44-2 |
ATR |
16-4 |
16-1 |
-0-3 |
-2.1% |
0-0 |
Volume |
155,927 |
133,937 |
-21,990 |
-14.1% |
683,817 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-7 |
622-5 |
598-4 |
|
R3 |
618-1 |
610-7 |
595-2 |
|
R2 |
606-3 |
606-3 |
594-1 |
|
R1 |
599-1 |
599-1 |
593-1 |
596-7 |
PP |
594-5 |
594-5 |
594-5 |
593-4 |
S1 |
587-3 |
587-3 |
590-7 |
585-1 |
S2 |
582-7 |
582-7 |
589-7 |
|
S3 |
571-1 |
575-5 |
588-6 |
|
S4 |
559-3 |
563-7 |
585-4 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-5 |
703-5 |
622-3 |
|
R3 |
676-3 |
659-3 |
610-1 |
|
R2 |
632-1 |
632-1 |
606-1 |
|
R1 |
615-1 |
615-1 |
602-0 |
623-5 |
PP |
587-7 |
587-7 |
587-7 |
592-2 |
S1 |
570-7 |
570-7 |
594-0 |
579-3 |
S2 |
543-5 |
543-5 |
589-7 |
|
S3 |
499-3 |
526-5 |
585-7 |
|
S4 |
455-1 |
482-3 |
573-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
605-0 |
560-6 |
44-2 |
7.5% |
12-4 |
2.1% |
71% |
False |
False |
145,761 |
10 |
605-0 |
551-0 |
54-0 |
9.1% |
14-1 |
2.4% |
76% |
False |
False |
145,898 |
20 |
639-2 |
551-0 |
88-2 |
14.9% |
15-3 |
2.6% |
46% |
False |
False |
146,510 |
40 |
639-2 |
551-0 |
88-2 |
14.9% |
14-2 |
2.4% |
46% |
False |
False |
152,713 |
60 |
671-0 |
551-0 |
120-0 |
20.3% |
13-0 |
2.2% |
34% |
False |
False |
129,595 |
80 |
671-0 |
551-0 |
120-0 |
20.3% |
11-6 |
2.0% |
34% |
False |
False |
112,188 |
100 |
671-0 |
551-0 |
120-0 |
20.3% |
11-0 |
1.9% |
34% |
False |
False |
100,667 |
120 |
677-0 |
551-0 |
126-0 |
21.3% |
10-3 |
1.8% |
33% |
False |
False |
89,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-6 |
2.618 |
632-4 |
1.618 |
620-6 |
1.000 |
613-4 |
0.618 |
609-0 |
HIGH |
601-6 |
0.618 |
597-2 |
0.500 |
595-7 |
0.382 |
594-4 |
LOW |
590-0 |
0.618 |
582-6 |
1.000 |
578-2 |
1.618 |
571-0 |
2.618 |
559-2 |
4.250 |
540-0 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
595-7 |
595-5 |
PP |
594-5 |
594-3 |
S1 |
593-2 |
593-2 |
|