CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
563-4 |
589-0 |
25-4 |
4.5% |
523-0 |
| High |
563-4 |
591-2 |
27-6 |
4.9% |
569-4 |
| Low |
551-2 |
588-4 |
37-2 |
6.8% |
522-4 |
| Close |
551-2 |
591-2 |
40-0 |
7.3% |
551-2 |
| Range |
12-2 |
2-6 |
-9-4 |
-77.6% |
47-0 |
| ATR |
14-5 |
16-4 |
1-6 |
12.4% |
0-0 |
| Volume |
67,968 |
79,906 |
11,938 |
17.6% |
368,863 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598-5 |
597-5 |
592-6 |
|
| R3 |
595-7 |
594-7 |
592-0 |
|
| R2 |
593-1 |
593-1 |
591-6 |
|
| R1 |
592-1 |
592-1 |
591-4 |
592-5 |
| PP |
590-3 |
590-3 |
590-3 |
590-4 |
| S1 |
589-3 |
589-3 |
591-0 |
589-7 |
| S2 |
587-5 |
587-5 |
590-6 |
|
| S3 |
584-7 |
586-5 |
590-4 |
|
| S4 |
582-1 |
583-7 |
589-6 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-6 |
667-0 |
577-1 |
|
| R3 |
641-6 |
620-0 |
564-1 |
|
| R2 |
594-6 |
594-6 |
559-7 |
|
| R1 |
573-0 |
573-0 |
555-4 |
583-7 |
| PP |
547-6 |
547-6 |
547-6 |
553-2 |
| S1 |
526-0 |
526-0 |
547-0 |
536-7 |
| S2 |
500-6 |
500-6 |
542-5 |
|
| S3 |
453-6 |
479-0 |
538-3 |
|
| S4 |
406-6 |
432-0 |
525-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
591-2 |
550-2 |
41-0 |
6.9% |
11-6 |
2.0% |
100% |
True |
False |
75,893 |
| 10 |
591-2 |
509-4 |
81-6 |
13.8% |
12-0 |
2.0% |
100% |
True |
False |
77,337 |
| 20 |
591-2 |
509-4 |
81-6 |
13.8% |
10-4 |
1.8% |
100% |
True |
False |
67,118 |
| 40 |
591-2 |
507-0 |
84-2 |
14.2% |
9-5 |
1.6% |
100% |
True |
False |
50,949 |
| 60 |
591-2 |
507-0 |
84-2 |
14.2% |
9-0 |
1.5% |
100% |
True |
False |
43,486 |
| 80 |
609-0 |
507-0 |
102-0 |
17.3% |
8-4 |
1.4% |
83% |
False |
False |
37,690 |
| 100 |
609-0 |
507-0 |
102-0 |
17.3% |
8-0 |
1.3% |
83% |
False |
False |
32,291 |
| 120 |
618-0 |
507-0 |
111-0 |
18.8% |
7-2 |
1.2% |
76% |
False |
False |
28,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
603-0 |
|
2.618 |
598-4 |
|
1.618 |
595-6 |
|
1.000 |
594-0 |
|
0.618 |
593-0 |
|
HIGH |
591-2 |
|
0.618 |
590-2 |
|
0.500 |
589-7 |
|
0.382 |
589-4 |
|
LOW |
588-4 |
|
0.618 |
586-6 |
|
1.000 |
585-6 |
|
1.618 |
584-0 |
|
2.618 |
581-2 |
|
4.250 |
576-6 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
590-6 |
584-3 |
| PP |
590-3 |
577-5 |
| S1 |
589-7 |
570-6 |
|