CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
545-0 |
549-4 |
4-4 |
0.8% |
525-4 |
High |
551-4 |
549-4 |
-2-0 |
-0.4% |
551-4 |
Low |
545-0 |
539-0 |
-6-0 |
-1.1% |
516-0 |
Close |
551-0 |
540-4 |
-10-4 |
-1.9% |
551-0 |
Range |
6-4 |
10-4 |
4-0 |
61.5% |
35-4 |
ATR |
11-3 |
11-3 |
0-0 |
0.4% |
0-0 |
Volume |
77,233 |
65,155 |
-12,078 |
-15.6% |
290,332 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574-4 |
568-0 |
546-2 |
|
R3 |
564-0 |
557-4 |
543-3 |
|
R2 |
553-4 |
553-4 |
542-3 |
|
R1 |
547-0 |
547-0 |
541-4 |
545-0 |
PP |
543-0 |
543-0 |
543-0 |
542-0 |
S1 |
536-4 |
536-4 |
539-4 |
534-4 |
S2 |
532-4 |
532-4 |
538-5 |
|
S3 |
522-0 |
526-0 |
537-5 |
|
S4 |
511-4 |
515-4 |
534-6 |
|
|
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 |
6.6% |
8-5 |
1.6% |
69% |
False |
False |
64,682 |
10 |
551-4 |
514-6 |
36-6 |
6.8% |
8-7 |
1.6% |
70% |
False |
False |
56,899 |
20 |
555-0 |
512-4 |
42-4 |
7.9% |
9-3 |
1.7% |
66% |
False |
False |
44,503 |
40 |
560-6 |
507-0 |
53-6 |
9.9% |
8-3 |
1.5% |
62% |
False |
False |
38,840 |
60 |
607-0 |
507-0 |
100-0 |
18.5% |
8-1 |
1.5% |
34% |
False |
False |
33,863 |
80 |
609-0 |
507-0 |
102-0 |
18.9% |
7-5 |
1.4% |
33% |
False |
False |
29,349 |
100 |
609-0 |
507-0 |
102-0 |
18.9% |
7-1 |
1.3% |
33% |
False |
False |
25,320 |
120 |
618-0 |
507-0 |
111-0 |
20.5% |
6-4 |
1.2% |
30% |
False |
False |
21,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
594-1 |
2.618 |
577-0 |
1.618 |
566-4 |
1.000 |
560-0 |
0.618 |
556-0 |
HIGH |
549-4 |
0.618 |
545-4 |
0.500 |
544-2 |
0.382 |
543-0 |
LOW |
539-0 |
0.618 |
532-4 |
1.000 |
528-4 |
1.618 |
522-0 |
2.618 |
511-4 |
4.250 |
494-3 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
544-2 |
542-6 |
PP |
543-0 |
542-0 |
S1 |
541-6 |
541-2 |
|