CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
538-0 |
545-0 |
7-0 |
1.3% |
525-4 |
High |
544-0 |
551-4 |
7-4 |
1.4% |
551-4 |
Low |
534-0 |
545-0 |
11-0 |
2.1% |
516-0 |
Close |
543-0 |
551-0 |
8-0 |
1.5% |
551-0 |
Range |
10-0 |
6-4 |
-3-4 |
-35.0% |
35-4 |
ATR |
11-5 |
11-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
71,394 |
77,233 |
5,839 |
8.2% |
290,332 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
568-5 |
566-3 |
554-5 |
|
R3 |
562-1 |
559-7 |
552-6 |
|
R2 |
555-5 |
555-5 |
552-2 |
|
R1 |
553-3 |
553-3 |
551-5 |
554-4 |
PP |
549-1 |
549-1 |
549-1 |
549-6 |
S1 |
546-7 |
546-7 |
550-3 |
548-0 |
S2 |
542-5 |
542-5 |
549-6 |
|
S3 |
536-1 |
540-3 |
549-2 |
|
S4 |
529-5 |
533-7 |
547-3 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-0 |
634-0 |
570-4 |
|
R3 |
610-4 |
598-4 |
560-6 |
|
R2 |
575-0 |
575-0 |
557-4 |
|
R1 |
563-0 |
563-0 |
554-2 |
569-0 |
PP |
539-4 |
539-4 |
539-4 |
542-4 |
S1 |
527-4 |
527-4 |
547-6 |
533-4 |
S2 |
504-0 |
504-0 |
544-4 |
|
S3 |
468-4 |
492-0 |
541-2 |
|
S4 |
433-0 |
456-4 |
531-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
551-4 |
516-0 |
35-4 |
6.4% |
7-7 |
1.4% |
99% |
True |
False |
58,066 |
10 |
551-4 |
514-6 |
36-6 |
6.7% |
8-4 |
1.5% |
99% |
True |
False |
54,519 |
20 |
555-0 |
507-0 |
48-0 |
8.7% |
9-2 |
1.7% |
92% |
False |
False |
44,034 |
40 |
560-6 |
507-0 |
53-6 |
9.8% |
8-2 |
1.5% |
82% |
False |
False |
37,832 |
60 |
607-0 |
507-0 |
100-0 |
18.1% |
8-0 |
1.4% |
44% |
False |
False |
33,217 |
80 |
609-0 |
507-0 |
102-0 |
18.5% |
7-5 |
1.4% |
43% |
False |
False |
28,665 |
100 |
609-0 |
507-0 |
102-0 |
18.5% |
7-1 |
1.3% |
43% |
False |
False |
24,775 |
120 |
618-0 |
507-0 |
111-0 |
20.1% |
6-3 |
1.2% |
40% |
False |
False |
21,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
579-1 |
2.618 |
568-4 |
1.618 |
562-0 |
1.000 |
558-0 |
0.618 |
555-4 |
HIGH |
551-4 |
0.618 |
549-0 |
0.500 |
548-2 |
0.382 |
547-4 |
LOW |
545-0 |
0.618 |
541-0 |
1.000 |
538-4 |
1.618 |
534-4 |
2.618 |
528-0 |
4.250 |
517-3 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
550-1 |
546-4 |
PP |
549-1 |
542-0 |
S1 |
548-2 |
537-4 |
|