CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
525-4 |
526-6 |
1-2 |
0.2% |
525-4 |
| High |
529-4 |
526-6 |
-2-6 |
-0.5% |
532-0 |
| Low |
523-0 |
516-0 |
-7-0 |
-1.3% |
514-6 |
| Close |
527-4 |
516-0 |
-11-4 |
-2.2% |
514-6 |
| Range |
6-4 |
10-6 |
4-2 |
65.4% |
17-2 |
| ATR |
11-1 |
11-1 |
0-0 |
0.3% |
0-0 |
| Volume |
32,075 |
56,074 |
23,999 |
74.8% |
213,511 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
551-7 |
544-5 |
521-7 |
|
| R3 |
541-1 |
533-7 |
519-0 |
|
| R2 |
530-3 |
530-3 |
518-0 |
|
| R1 |
523-1 |
523-1 |
517-0 |
521-3 |
| PP |
519-5 |
519-5 |
519-5 |
518-6 |
| S1 |
512-3 |
512-3 |
515-0 |
510-5 |
| S2 |
508-7 |
508-7 |
514-0 |
|
| S3 |
498-1 |
501-5 |
513-0 |
|
| S4 |
487-3 |
490-7 |
510-1 |
|
|
| 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% |
9-2 |
1.8% |
7% |
False |
False |
51,804 |
| 10 |
543-6 |
514-6 |
29-0 |
5.6% |
10-5 |
2.1% |
4% |
False |
False |
44,011 |
| 20 |
555-0 |
507-0 |
48-0 |
9.3% |
9-1 |
1.8% |
19% |
False |
False |
39,463 |
| 40 |
568-0 |
507-0 |
61-0 |
11.8% |
8-2 |
1.6% |
15% |
False |
False |
35,008 |
| 60 |
607-0 |
507-0 |
100-0 |
19.4% |
8-1 |
1.6% |
9% |
False |
False |
31,102 |
| 80 |
609-0 |
507-0 |
102-0 |
19.8% |
7-5 |
1.5% |
9% |
False |
False |
26,703 |
| 100 |
611-4 |
507-0 |
104-4 |
20.3% |
7-0 |
1.4% |
9% |
False |
False |
23,041 |
| 120 |
618-0 |
507-0 |
111-0 |
21.5% |
6-2 |
1.2% |
8% |
False |
False |
19,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
572-4 |
|
2.618 |
554-7 |
|
1.618 |
544-1 |
|
1.000 |
537-4 |
|
0.618 |
533-3 |
|
HIGH |
526-6 |
|
0.618 |
522-5 |
|
0.500 |
521-3 |
|
0.382 |
520-1 |
|
LOW |
516-0 |
|
0.618 |
509-3 |
|
1.000 |
505-2 |
|
1.618 |
498-5 |
|
2.618 |
487-7 |
|
4.250 |
470-2 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
521-3 |
523-3 |
| PP |
519-5 |
520-7 |
| S1 |
517-6 |
518-4 |
|