CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
642-0 |
636-0 |
-6-0 |
-0.9% |
523-0 |
High |
642-4 |
639-0 |
-3-4 |
-0.5% |
569-4 |
Low |
623-0 |
625-0 |
2-0 |
0.3% |
522-4 |
Close |
627-4 |
626-2 |
-1-2 |
-0.2% |
551-2 |
Range |
19-4 |
14-0 |
-5-4 |
-28.2% |
47-0 |
ATR |
17-6 |
17-4 |
-0-2 |
-1.5% |
0-0 |
Volume |
144,867 |
115,394 |
-29,473 |
-20.3% |
368,863 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-1 |
663-1 |
634-0 |
|
R3 |
658-1 |
649-1 |
630-1 |
|
R2 |
644-1 |
644-1 |
628-7 |
|
R1 |
635-1 |
635-1 |
627-4 |
632-5 |
PP |
630-1 |
630-1 |
630-1 |
628-6 |
S1 |
621-1 |
621-1 |
625-0 |
618-5 |
S2 |
616-1 |
616-1 |
623-5 |
|
S3 |
602-1 |
607-1 |
622-3 |
|
S4 |
588-1 |
593-1 |
618-4 |
|
|
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 |
642-4 |
551-2 |
91-2 |
14.6% |
12-6 |
2.0% |
82% |
False |
False |
108,330 |
10 |
642-4 |
509-4 |
133-0 |
21.2% |
14-1 |
2.3% |
88% |
False |
False |
91,367 |
20 |
642-4 |
509-4 |
133-0 |
21.2% |
11-6 |
1.9% |
88% |
False |
False |
79,563 |
40 |
642-4 |
507-0 |
135-4 |
21.6% |
10-2 |
1.6% |
88% |
False |
False |
58,072 |
60 |
642-4 |
507-0 |
135-4 |
21.6% |
9-1 |
1.5% |
88% |
False |
False |
48,606 |
80 |
642-4 |
507-0 |
135-4 |
21.6% |
8-7 |
1.4% |
88% |
False |
False |
41,984 |
100 |
642-4 |
507-0 |
135-4 |
21.6% |
8-2 |
1.3% |
88% |
False |
False |
35,972 |
120 |
642-4 |
507-0 |
135-4 |
21.6% |
7-5 |
1.2% |
88% |
False |
False |
31,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
698-4 |
2.618 |
675-5 |
1.618 |
661-5 |
1.000 |
653-0 |
0.618 |
647-5 |
HIGH |
639-0 |
0.618 |
633-5 |
0.500 |
632-0 |
0.382 |
630-3 |
LOW |
625-0 |
0.618 |
616-3 |
1.000 |
611-0 |
1.618 |
602-3 |
2.618 |
588-3 |
4.250 |
565-4 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
632-0 |
625-3 |
PP |
630-1 |
624-4 |
S1 |
628-1 |
623-5 |
|