CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
520-4 |
522-4 |
2-0 |
0.4% |
525-4 |
High |
524-0 |
523-4 |
-0-4 |
-0.1% |
551-4 |
Low |
514-4 |
519-0 |
4-4 |
0.9% |
516-0 |
Close |
515-0 |
520-6 |
5-6 |
1.1% |
551-0 |
Range |
9-4 |
4-4 |
-5-0 |
-52.6% |
35-4 |
ATR |
12-0 |
11-6 |
-0-2 |
-2.1% |
0-0 |
Volume |
117,796 |
62,367 |
-55,429 |
-47.1% |
290,332 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
534-5 |
532-1 |
523-2 |
|
R3 |
530-1 |
527-5 |
522-0 |
|
R2 |
525-5 |
525-5 |
521-5 |
|
R1 |
523-1 |
523-1 |
521-1 |
522-1 |
PP |
521-1 |
521-1 |
521-1 |
520-4 |
S1 |
518-5 |
518-5 |
520-3 |
517-5 |
S2 |
516-5 |
516-5 |
519-7 |
|
S3 |
512-1 |
514-1 |
519-4 |
|
S4 |
507-5 |
509-5 |
518-2 |
|
|
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 |
7.1% |
9-0 |
1.7% |
17% |
False |
False |
79,173 |
10 |
551-4 |
514-4 |
37-0 |
7.1% |
9-4 |
1.8% |
17% |
False |
False |
67,759 |
20 |
555-0 |
514-4 |
40-4 |
7.8% |
9-3 |
1.8% |
15% |
False |
False |
52,534 |
40 |
560-6 |
507-0 |
53-6 |
10.3% |
8-6 |
1.7% |
26% |
False |
False |
43,448 |
60 |
595-0 |
507-0 |
88-0 |
16.9% |
8-3 |
1.6% |
16% |
False |
False |
36,951 |
80 |
609-0 |
507-0 |
102-0 |
19.6% |
7-6 |
1.5% |
13% |
False |
False |
32,172 |
100 |
609-0 |
507-0 |
102-0 |
19.6% |
7-2 |
1.4% |
13% |
False |
False |
27,661 |
120 |
618-0 |
507-0 |
111-0 |
21.3% |
6-5 |
1.3% |
12% |
False |
False |
23,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
542-5 |
2.618 |
535-2 |
1.618 |
530-6 |
1.000 |
528-0 |
0.618 |
526-2 |
HIGH |
523-4 |
0.618 |
521-6 |
0.500 |
521-2 |
0.382 |
520-6 |
LOW |
519-0 |
0.618 |
516-2 |
1.000 |
514-4 |
1.618 |
511-6 |
2.618 |
507-2 |
4.250 |
499-7 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
521-2 |
524-6 |
PP |
521-1 |
523-3 |
S1 |
520-7 |
522-1 |
|