CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
556-4 |
557-6 |
1-2 |
0.2% |
549-4 |
High |
568-0 |
569-4 |
1-4 |
0.3% |
549-4 |
Low |
555-0 |
557-4 |
2-4 |
0.5% |
509-4 |
Close |
567-4 |
568-6 |
1-2 |
0.2% |
509-4 |
Range |
13-0 |
12-0 |
-1-0 |
-7.7% |
40-0 |
ATR |
14-5 |
14-4 |
-0-2 |
-1.3% |
0-0 |
Volume |
80,720 |
56,833 |
-23,887 |
-29.6% |
389,759 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-2 |
597-0 |
575-3 |
|
R3 |
589-2 |
585-0 |
572-0 |
|
R2 |
577-2 |
577-2 |
571-0 |
|
R1 |
573-0 |
573-0 |
569-7 |
575-1 |
PP |
565-2 |
565-2 |
565-2 |
566-2 |
S1 |
561-0 |
561-0 |
567-5 |
563-1 |
S2 |
553-2 |
553-2 |
566-4 |
|
S3 |
541-2 |
549-0 |
565-4 |
|
S4 |
529-2 |
537-0 |
562-1 |
|
|
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 |
569-4 |
509-4 |
60-0 |
10.5% |
12-5 |
2.2% |
99% |
True |
False |
68,069 |
10 |
569-4 |
509-4 |
60-0 |
10.5% |
11-3 |
2.0% |
99% |
True |
False |
74,524 |
20 |
569-4 |
509-4 |
60-0 |
10.5% |
10-3 |
1.8% |
99% |
True |
False |
60,697 |
40 |
569-4 |
507-0 |
62-4 |
11.0% |
9-3 |
1.6% |
99% |
True |
False |
47,134 |
60 |
587-4 |
507-0 |
80-4 |
14.2% |
8-7 |
1.6% |
77% |
False |
False |
40,270 |
80 |
609-0 |
507-0 |
102-0 |
17.9% |
8-2 |
1.4% |
61% |
False |
False |
35,073 |
100 |
609-0 |
507-0 |
102-0 |
17.9% |
7-6 |
1.4% |
61% |
False |
False |
30,090 |
120 |
618-0 |
507-0 |
111-0 |
19.5% |
7-1 |
1.2% |
56% |
False |
False |
26,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-4 |
2.618 |
600-7 |
1.618 |
588-7 |
1.000 |
581-4 |
0.618 |
576-7 |
HIGH |
569-4 |
0.618 |
564-7 |
0.500 |
563-4 |
0.382 |
562-1 |
LOW |
557-4 |
0.618 |
550-1 |
1.000 |
545-4 |
1.618 |
538-1 |
2.618 |
526-1 |
4.250 |
506-4 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
567-0 |
561-1 |
PP |
565-2 |
553-5 |
S1 |
563-4 |
546-0 |
|