CME Pit-Traded Corn Future September 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 |
526-4 |
523-4 |
-3-0 |
-0.6% |
525-4 |
High |
529-2 |
532-0 |
2-6 |
0.5% |
532-0 |
Low |
525-0 |
514-6 |
-10-2 |
-2.0% |
514-6 |
Close |
525-4 |
514-6 |
-10-6 |
-2.0% |
514-6 |
Range |
4-2 |
17-2 |
13-0 |
305.9% |
17-2 |
ATR |
10-2 |
10-6 |
0-4 |
4.8% |
0-0 |
Volume |
56,203 |
68,628 |
12,425 |
22.1% |
213,511 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
572-2 |
560-6 |
524-2 |
|
R3 |
555-0 |
543-4 |
519-4 |
|
R2 |
537-6 |
537-6 |
517-7 |
|
R1 |
526-2 |
526-2 |
516-3 |
523-3 |
PP |
520-4 |
520-4 |
520-4 |
519-0 |
S1 |
509-0 |
509-0 |
513-1 |
506-1 |
S2 |
503-2 |
503-2 |
511-5 |
|
S3 |
486-0 |
491-6 |
510-0 |
|
S4 |
468-6 |
474-4 |
505-2 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
572-2 |
560-6 |
524-2 |
|
R3 |
555-0 |
543-4 |
519-4 |
|
R2 |
537-6 |
537-6 |
517-7 |
|
R1 |
526-2 |
526-2 |
516-3 |
523-3 |
PP |
520-4 |
520-4 |
520-4 |
519-0 |
S1 |
509-0 |
509-0 |
513-1 |
506-1 |
S2 |
503-2 |
503-2 |
511-5 |
|
S3 |
486-0 |
491-6 |
510-0 |
|
S4 |
468-6 |
474-4 |
505-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
532-0 |
514-6 |
17-2 |
3.4% |
9-0 |
1.8% |
0% |
True |
True |
50,972 |
10 |
555-0 |
514-6 |
40-2 |
7.8% |
10-2 |
2.0% |
0% |
False |
True |
40,822 |
20 |
555-0 |
507-0 |
48-0 |
9.3% |
9-2 |
1.8% |
16% |
False |
False |
38,246 |
40 |
570-2 |
507-0 |
63-2 |
12.3% |
8-0 |
1.6% |
12% |
False |
False |
33,988 |
60 |
607-0 |
507-0 |
100-0 |
19.4% |
8-1 |
1.6% |
8% |
False |
False |
30,274 |
80 |
609-0 |
507-0 |
102-0 |
19.8% |
7-5 |
1.5% |
8% |
False |
False |
25,827 |
100 |
615-4 |
507-0 |
108-4 |
21.1% |
6-7 |
1.3% |
7% |
False |
False |
22,256 |
120 |
618-0 |
507-0 |
111-0 |
21.6% |
6-2 |
1.2% |
7% |
False |
False |
19,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
605-2 |
2.618 |
577-1 |
1.618 |
559-7 |
1.000 |
549-2 |
0.618 |
542-5 |
HIGH |
532-0 |
0.618 |
525-3 |
0.500 |
523-3 |
0.382 |
521-3 |
LOW |
514-6 |
0.618 |
504-1 |
1.000 |
497-4 |
1.618 |
486-7 |
2.618 |
469-5 |
4.250 |
441-4 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
523-3 |
523-3 |
PP |
520-4 |
520-4 |
S1 |
517-5 |
517-5 |
|