CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
523-0 |
556-4 |
33-4 |
6.4% |
549-4 |
| High |
540-0 |
568-0 |
28-0 |
5.2% |
549-4 |
| Low |
522-4 |
555-0 |
32-4 |
6.2% |
509-4 |
| Close |
537-0 |
567-4 |
30-4 |
5.7% |
509-4 |
| Range |
17-4 |
13-0 |
-4-4 |
-25.7% |
40-0 |
| ATR |
13-3 |
14-5 |
1-2 |
9.4% |
0-0 |
| Volume |
69,303 |
80,720 |
11,417 |
16.5% |
389,759 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602-4 |
598-0 |
574-5 |
|
| R3 |
589-4 |
585-0 |
571-1 |
|
| R2 |
576-4 |
576-4 |
569-7 |
|
| R1 |
572-0 |
572-0 |
568-6 |
574-2 |
| PP |
563-4 |
563-4 |
563-4 |
564-5 |
| S1 |
559-0 |
559-0 |
566-2 |
561-2 |
| S2 |
550-4 |
550-4 |
565-1 |
|
| S3 |
537-4 |
546-0 |
563-7 |
|
| S4 |
524-4 |
533-0 |
560-3 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642-7 |
616-1 |
531-4 |
|
| R3 |
602-7 |
576-1 |
520-4 |
|
| R2 |
562-7 |
562-7 |
516-7 |
|
| R1 |
536-1 |
536-1 |
513-1 |
529-4 |
| PP |
522-7 |
522-7 |
522-7 |
519-4 |
| S1 |
496-1 |
496-1 |
505-7 |
489-4 |
| S2 |
482-7 |
482-7 |
502-1 |
|
| S3 |
442-7 |
456-1 |
498-4 |
|
| S4 |
402-7 |
416-1 |
487-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
568-0 |
509-4 |
58-4 |
10.3% |
12-1 |
2.1% |
99% |
True |
False |
80,262 |
| 10 |
568-0 |
509-4 |
58-4 |
10.3% |
10-6 |
1.9% |
99% |
True |
False |
74,196 |
| 20 |
568-0 |
509-4 |
58-4 |
10.3% |
10-5 |
1.9% |
99% |
True |
False |
59,103 |
| 40 |
568-0 |
507-0 |
61-0 |
10.7% |
9-1 |
1.6% |
99% |
True |
False |
46,409 |
| 60 |
587-4 |
507-0 |
80-4 |
14.2% |
8-6 |
1.6% |
75% |
False |
False |
39,693 |
| 80 |
609-0 |
507-0 |
102-0 |
18.0% |
8-1 |
1.4% |
59% |
False |
False |
34,507 |
| 100 |
609-0 |
507-0 |
102-0 |
18.0% |
7-5 |
1.3% |
59% |
False |
False |
29,599 |
| 120 |
618-0 |
507-0 |
111-0 |
19.6% |
7-0 |
1.2% |
55% |
False |
False |
25,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
623-2 |
|
2.618 |
602-0 |
|
1.618 |
589-0 |
|
1.000 |
581-0 |
|
0.618 |
576-0 |
|
HIGH |
568-0 |
|
0.618 |
563-0 |
|
0.500 |
561-4 |
|
0.382 |
560-0 |
|
LOW |
555-0 |
|
0.618 |
547-0 |
|
1.000 |
542-0 |
|
1.618 |
534-0 |
|
2.618 |
521-0 |
|
4.250 |
499-6 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
565-4 |
557-7 |
| PP |
563-4 |
548-3 |
| S1 |
561-4 |
538-6 |
|