CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
523-4 |
525-4 |
2-0 |
0.4% |
525-4 |
| High |
532-0 |
529-4 |
-2-4 |
-0.5% |
532-0 |
| Low |
514-6 |
523-0 |
8-2 |
1.6% |
514-6 |
| Close |
514-6 |
527-4 |
12-6 |
2.5% |
514-6 |
| Range |
17-2 |
6-4 |
-10-6 |
-62.3% |
17-2 |
| ATR |
10-6 |
11-1 |
0-2 |
2.6% |
0-0 |
| Volume |
68,628 |
32,075 |
-36,553 |
-53.3% |
213,511 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546-1 |
543-3 |
531-1 |
|
| R3 |
539-5 |
536-7 |
529-2 |
|
| R2 |
533-1 |
533-1 |
528-6 |
|
| R1 |
530-3 |
530-3 |
528-1 |
531-6 |
| PP |
526-5 |
526-5 |
526-5 |
527-3 |
| S1 |
523-7 |
523-7 |
526-7 |
525-2 |
| S2 |
520-1 |
520-1 |
526-2 |
|
| S3 |
513-5 |
517-3 |
525-6 |
|
| S4 |
507-1 |
510-7 |
523-7 |
|
|
| 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 |
3.3% |
9-1 |
1.7% |
74% |
False |
False |
49,117 |
| 10 |
555-0 |
514-6 |
40-2 |
7.6% |
10-2 |
1.9% |
32% |
False |
False |
41,455 |
| 20 |
555-0 |
507-0 |
48-0 |
9.1% |
8-6 |
1.7% |
43% |
False |
False |
38,498 |
| 40 |
570-2 |
507-0 |
63-2 |
12.0% |
8-1 |
1.5% |
32% |
False |
False |
34,225 |
| 60 |
607-0 |
507-0 |
100-0 |
19.0% |
8-1 |
1.5% |
21% |
False |
False |
30,581 |
| 80 |
609-0 |
507-0 |
102-0 |
19.3% |
7-5 |
1.4% |
20% |
False |
False |
26,122 |
| 100 |
613-0 |
507-0 |
106-0 |
20.1% |
6-7 |
1.3% |
19% |
False |
False |
22,540 |
| 120 |
618-0 |
507-0 |
111-0 |
21.0% |
6-2 |
1.2% |
18% |
False |
False |
19,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
557-1 |
|
2.618 |
546-4 |
|
1.618 |
540-0 |
|
1.000 |
536-0 |
|
0.618 |
533-4 |
|
HIGH |
529-4 |
|
0.618 |
527-0 |
|
0.500 |
526-2 |
|
0.382 |
525-4 |
|
LOW |
523-0 |
|
0.618 |
519-0 |
|
1.000 |
516-4 |
|
1.618 |
512-4 |
|
2.618 |
506-0 |
|
4.250 |
495-3 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
527-1 |
526-1 |
| PP |
526-5 |
524-6 |
| S1 |
526-2 |
523-3 |
|