CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
589-0 |
618-6 |
29-6 |
5.1% |
523-0 |
| High |
591-2 |
620-0 |
28-6 |
4.9% |
569-4 |
| Low |
588-4 |
604-6 |
16-2 |
2.8% |
522-4 |
| Close |
591-2 |
619-4 |
28-2 |
4.8% |
551-2 |
| Range |
2-6 |
15-2 |
12-4 |
454.5% |
47-0 |
| ATR |
16-4 |
17-3 |
0-7 |
5.3% |
0-0 |
| Volume |
79,906 |
133,517 |
53,611 |
67.1% |
368,863 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-4 |
655-2 |
627-7 |
|
| R3 |
645-2 |
640-0 |
623-6 |
|
| R2 |
630-0 |
630-0 |
622-2 |
|
| R1 |
624-6 |
624-6 |
620-7 |
627-3 |
| PP |
614-6 |
614-6 |
614-6 |
616-0 |
| S1 |
609-4 |
609-4 |
618-1 |
612-1 |
| S2 |
599-4 |
599-4 |
616-6 |
|
| S3 |
584-2 |
594-2 |
615-2 |
|
| S4 |
569-0 |
579-0 |
611-1 |
|
|
| 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 |
620-0 |
550-2 |
69-6 |
11.3% |
12-2 |
2.0% |
99% |
True |
False |
86,452 |
| 10 |
620-0 |
509-4 |
110-4 |
17.8% |
12-1 |
2.0% |
100% |
True |
False |
83,357 |
| 20 |
620-0 |
509-4 |
110-4 |
17.8% |
10-6 |
1.7% |
100% |
True |
False |
71,662 |
| 40 |
620-0 |
507-0 |
113-0 |
18.2% |
9-7 |
1.6% |
100% |
True |
False |
53,370 |
| 60 |
620-0 |
507-0 |
113-0 |
18.2% |
9-0 |
1.4% |
100% |
True |
False |
45,345 |
| 80 |
620-0 |
507-0 |
113-0 |
18.2% |
8-5 |
1.4% |
100% |
True |
False |
39,207 |
| 100 |
620-0 |
507-0 |
113-0 |
18.2% |
8-0 |
1.3% |
100% |
True |
False |
33,575 |
| 120 |
620-0 |
507-0 |
113-0 |
18.2% |
7-3 |
1.2% |
100% |
True |
False |
29,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
684-6 |
|
2.618 |
659-7 |
|
1.618 |
644-5 |
|
1.000 |
635-2 |
|
0.618 |
629-3 |
|
HIGH |
620-0 |
|
0.618 |
614-1 |
|
0.500 |
612-3 |
|
0.382 |
610-5 |
|
LOW |
604-6 |
|
0.618 |
595-3 |
|
1.000 |
589-4 |
|
1.618 |
580-1 |
|
2.618 |
564-7 |
|
4.250 |
540-0 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
617-1 |
608-2 |
| PP |
614-6 |
596-7 |
| S1 |
612-3 |
585-5 |
|