CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
636-0 |
632-0 |
-4-0 |
-0.6% |
589-0 |
High |
639-0 |
647-0 |
8-0 |
1.3% |
647-0 |
Low |
625-0 |
626-0 |
1-0 |
0.2% |
588-4 |
Close |
626-2 |
628-4 |
2-2 |
0.4% |
628-4 |
Range |
14-0 |
21-0 |
7-0 |
50.0% |
58-4 |
ATR |
17-4 |
17-6 |
0-2 |
1.4% |
0-0 |
Volume |
115,394 |
123,753 |
8,359 |
7.2% |
597,437 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-7 |
683-5 |
640-0 |
|
R3 |
675-7 |
662-5 |
634-2 |
|
R2 |
654-7 |
654-7 |
632-3 |
|
R1 |
641-5 |
641-5 |
630-3 |
637-6 |
PP |
633-7 |
633-7 |
633-7 |
631-7 |
S1 |
620-5 |
620-5 |
626-5 |
616-6 |
S2 |
612-7 |
612-7 |
624-5 |
|
S3 |
591-7 |
599-5 |
622-6 |
|
S4 |
570-7 |
578-5 |
617-0 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796-7 |
771-1 |
660-5 |
|
R3 |
738-3 |
712-5 |
644-5 |
|
R2 |
679-7 |
679-7 |
639-2 |
|
R1 |
654-1 |
654-1 |
633-7 |
667-0 |
PP |
621-3 |
621-3 |
621-3 |
627-6 |
S1 |
595-5 |
595-5 |
623-1 |
608-4 |
S2 |
562-7 |
562-7 |
617-6 |
|
S3 |
504-3 |
537-1 |
612-3 |
|
S4 |
445-7 |
478-5 |
596-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
647-0 |
588-4 |
58-4 |
9.3% |
14-4 |
2.3% |
68% |
True |
False |
119,487 |
10 |
647-0 |
522-4 |
124-4 |
19.8% |
14-5 |
2.3% |
85% |
True |
False |
96,630 |
20 |
647-0 |
509-4 |
137-4 |
21.9% |
12-0 |
1.9% |
87% |
True |
False |
82,319 |
40 |
647-0 |
507-0 |
140-0 |
22.3% |
10-5 |
1.7% |
87% |
True |
False |
60,283 |
60 |
647-0 |
507-0 |
140-0 |
22.3% |
9-3 |
1.5% |
87% |
True |
False |
50,098 |
80 |
647-0 |
507-0 |
140-0 |
22.3% |
9-1 |
1.4% |
87% |
True |
False |
43,285 |
100 |
647-0 |
507-0 |
140-0 |
22.3% |
8-4 |
1.3% |
87% |
True |
False |
37,126 |
120 |
647-0 |
507-0 |
140-0 |
22.3% |
7-6 |
1.2% |
87% |
True |
False |
32,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-2 |
2.618 |
702-0 |
1.618 |
681-0 |
1.000 |
668-0 |
0.618 |
660-0 |
HIGH |
647-0 |
0.618 |
639-0 |
0.500 |
636-4 |
0.382 |
634-0 |
LOW |
626-0 |
0.618 |
613-0 |
1.000 |
605-0 |
1.618 |
592-0 |
2.618 |
571-0 |
4.250 |
536-6 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
636-4 |
635-0 |
PP |
633-7 |
632-7 |
S1 |
631-1 |
630-5 |
|