CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
520-2 |
525-2 |
5-0 |
1.0% |
514-4 |
High |
524-0 |
527-0 |
3-0 |
0.6% |
527-0 |
Low |
519-0 |
510-0 |
-9-0 |
-1.7% |
510-0 |
Close |
522-0 |
510-0 |
-12-0 |
-2.3% |
510-0 |
Range |
5-0 |
17-0 |
12-0 |
240.0% |
17-0 |
ATR |
9-6 |
10-2 |
0-4 |
5.4% |
0-0 |
Volume |
68,792 |
91,414 |
22,622 |
32.9% |
300,447 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566-5 |
555-3 |
519-3 |
|
R3 |
549-5 |
538-3 |
514-5 |
|
R2 |
532-5 |
532-5 |
513-1 |
|
R1 |
521-3 |
521-3 |
511-4 |
518-4 |
PP |
515-5 |
515-5 |
515-5 |
514-2 |
S1 |
504-3 |
504-3 |
508-4 |
501-4 |
S2 |
498-5 |
498-5 |
506-7 |
|
S3 |
481-5 |
487-3 |
505-3 |
|
S4 |
464-5 |
470-3 |
500-5 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566-5 |
555-3 |
519-3 |
|
R3 |
549-5 |
538-3 |
514-5 |
|
R2 |
532-5 |
532-5 |
513-1 |
|
R1 |
521-3 |
521-3 |
511-4 |
518-4 |
PP |
515-5 |
515-5 |
515-5 |
514-2 |
S1 |
504-3 |
504-3 |
508-4 |
501-4 |
S2 |
498-5 |
498-5 |
506-7 |
|
S3 |
481-5 |
487-3 |
505-3 |
|
S4 |
464-5 |
470-3 |
500-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
527-0 |
510-0 |
17-0 |
3.3% |
7-5 |
1.5% |
0% |
True |
True |
76,753 |
10 |
548-2 |
510-0 |
38-2 |
7.5% |
9-7 |
1.9% |
0% |
False |
True |
77,330 |
20 |
548-2 |
502-0 |
46-2 |
9.1% |
9-0 |
1.8% |
17% |
False |
False |
73,225 |
40 |
551-2 |
502-0 |
49-2 |
9.7% |
7-7 |
1.5% |
16% |
False |
False |
62,596 |
60 |
575-0 |
502-0 |
73-0 |
14.3% |
7-6 |
1.5% |
11% |
False |
False |
56,662 |
80 |
577-0 |
502-0 |
75-0 |
14.7% |
7-4 |
1.5% |
11% |
False |
False |
50,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
599-2 |
2.618 |
571-4 |
1.618 |
554-4 |
1.000 |
544-0 |
0.618 |
537-4 |
HIGH |
527-0 |
0.618 |
520-4 |
0.500 |
518-4 |
0.382 |
516-4 |
LOW |
510-0 |
0.618 |
499-4 |
1.000 |
493-0 |
1.618 |
482-4 |
2.618 |
465-4 |
4.250 |
437-6 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
518-4 |
518-4 |
PP |
515-5 |
515-5 |
S1 |
512-7 |
512-7 |
|