CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
525-6 |
538-0 |
12-2 |
2.3% |
525-4 |
| High |
529-0 |
544-0 |
15-0 |
2.8% |
532-0 |
| Low |
523-4 |
534-0 |
10-4 |
2.0% |
514-6 |
| Close |
527-4 |
543-0 |
15-4 |
2.9% |
514-6 |
| Range |
5-4 |
10-0 |
4-4 |
81.8% |
17-2 |
| ATR |
11-2 |
11-5 |
0-3 |
3.3% |
0-0 |
| Volume |
53,556 |
71,394 |
17,838 |
33.3% |
213,511 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-3 |
566-5 |
548-4 |
|
| R3 |
560-3 |
556-5 |
545-6 |
|
| R2 |
550-3 |
550-3 |
544-7 |
|
| R1 |
546-5 |
546-5 |
543-7 |
548-4 |
| PP |
540-3 |
540-3 |
540-3 |
541-2 |
| S1 |
536-5 |
536-5 |
542-1 |
538-4 |
| S2 |
530-3 |
530-3 |
541-1 |
|
| S3 |
520-3 |
526-5 |
540-2 |
|
| S4 |
510-3 |
516-5 |
537-4 |
|
|
| 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 |
544-0 |
514-6 |
29-2 |
5.4% |
10-0 |
1.8% |
97% |
True |
False |
56,345 |
| 10 |
544-0 |
514-6 |
29-2 |
5.4% |
9-3 |
1.7% |
97% |
True |
False |
49,660 |
| 20 |
555-0 |
507-0 |
48-0 |
8.8% |
9-1 |
1.7% |
75% |
False |
False |
42,031 |
| 40 |
568-0 |
507-0 |
61-0 |
11.2% |
8-2 |
1.5% |
59% |
False |
False |
36,548 |
| 60 |
607-0 |
507-0 |
100-0 |
18.4% |
8-0 |
1.5% |
36% |
False |
False |
32,275 |
| 80 |
609-0 |
507-0 |
102-0 |
18.8% |
7-5 |
1.4% |
35% |
False |
False |
27,832 |
| 100 |
609-0 |
507-0 |
102-0 |
18.8% |
7-1 |
1.3% |
35% |
False |
False |
24,139 |
| 120 |
618-0 |
507-0 |
111-0 |
20.4% |
6-3 |
1.2% |
32% |
False |
False |
20,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
586-4 |
|
2.618 |
570-1 |
|
1.618 |
560-1 |
|
1.000 |
554-0 |
|
0.618 |
550-1 |
|
HIGH |
544-0 |
|
0.618 |
540-1 |
|
0.500 |
539-0 |
|
0.382 |
537-7 |
|
LOW |
534-0 |
|
0.618 |
527-7 |
|
1.000 |
524-0 |
|
1.618 |
517-7 |
|
2.618 |
507-7 |
|
4.250 |
491-4 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
541-5 |
538-5 |
| PP |
540-3 |
534-3 |
| S1 |
539-0 |
530-0 |
|