CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
535-0 |
520-4 |
-14-4 |
-2.7% |
525-4 |
High |
535-0 |
524-0 |
-11-0 |
-2.1% |
551-4 |
Low |
521-0 |
514-4 |
-6-4 |
-1.2% |
516-0 |
Close |
526-4 |
515-0 |
-11-4 |
-2.2% |
551-0 |
Range |
14-0 |
9-4 |
-4-4 |
-32.1% |
35-4 |
ATR |
12-0 |
12-0 |
0-0 |
0.0% |
0-0 |
Volume |
73,317 |
117,796 |
44,479 |
60.7% |
290,332 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
546-3 |
540-1 |
520-2 |
|
R3 |
536-7 |
530-5 |
517-5 |
|
R2 |
527-3 |
527-3 |
516-6 |
|
R1 |
521-1 |
521-1 |
515-7 |
519-4 |
PP |
517-7 |
517-7 |
517-7 |
517-0 |
S1 |
511-5 |
511-5 |
514-1 |
510-0 |
S2 |
508-3 |
508-3 |
513-2 |
|
S3 |
498-7 |
502-1 |
512-3 |
|
S4 |
489-3 |
492-5 |
509-6 |
|
|
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 |
514-4 |
37-0 |
7.2% |
10-1 |
2.0% |
1% |
False |
True |
80,979 |
10 |
551-4 |
514-4 |
37-0 |
7.2% |
9-4 |
1.8% |
1% |
False |
True |
67,143 |
20 |
555-0 |
514-4 |
40-4 |
7.9% |
9-7 |
1.9% |
1% |
False |
True |
50,761 |
40 |
560-6 |
507-0 |
53-6 |
10.4% |
8-6 |
1.7% |
15% |
False |
False |
42,515 |
60 |
604-2 |
507-0 |
97-2 |
18.9% |
8-3 |
1.6% |
8% |
False |
False |
36,277 |
80 |
609-0 |
507-0 |
102-0 |
19.8% |
7-6 |
1.5% |
8% |
False |
False |
31,506 |
100 |
609-0 |
507-0 |
102-0 |
19.8% |
7-2 |
1.4% |
8% |
False |
False |
27,082 |
120 |
618-0 |
507-0 |
111-0 |
21.6% |
6-5 |
1.3% |
7% |
False |
False |
23,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
564-3 |
2.618 |
548-7 |
1.618 |
539-3 |
1.000 |
533-4 |
0.618 |
529-7 |
HIGH |
524-0 |
0.618 |
520-3 |
0.500 |
519-2 |
0.382 |
518-1 |
LOW |
514-4 |
0.618 |
508-5 |
1.000 |
505-0 |
1.618 |
499-1 |
2.618 |
489-5 |
4.250 |
474-1 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
519-2 |
532-0 |
PP |
517-7 |
526-3 |
S1 |
516-3 |
520-5 |
|