CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 04-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
525-2 |
521-0 |
-4-2 |
-0.8% |
514-4 |
High |
527-0 |
522-0 |
-5-0 |
-0.9% |
527-0 |
Low |
510-0 |
519-4 |
9-4 |
1.9% |
510-0 |
Close |
510-0 |
523-6 |
13-6 |
2.7% |
510-0 |
Range |
17-0 |
2-4 |
-14-4 |
-85.3% |
17-0 |
ATR |
10-2 |
10-3 |
0-1 |
1.2% |
0-0 |
Volume |
91,414 |
87,259 |
-4,155 |
-4.5% |
300,447 |
|
Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-2 |
529-0 |
525-1 |
|
R3 |
526-6 |
526-4 |
524-4 |
|
R2 |
524-2 |
524-2 |
524-2 |
|
R1 |
524-0 |
524-0 |
524-0 |
524-1 |
PP |
521-6 |
521-6 |
521-6 |
521-6 |
S1 |
521-4 |
521-4 |
523-4 |
521-5 |
S2 |
519-2 |
519-2 |
523-2 |
|
S3 |
516-6 |
519-0 |
523-0 |
|
S4 |
514-2 |
516-4 |
522-3 |
|
|
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 |
3.2% |
7-4 |
1.4% |
81% |
False |
False |
77,541 |
10 |
548-2 |
510-0 |
38-2 |
7.3% |
9-1 |
1.7% |
36% |
False |
False |
80,276 |
20 |
548-2 |
502-0 |
46-2 |
8.8% |
8-5 |
1.7% |
47% |
False |
False |
75,197 |
40 |
551-2 |
502-0 |
49-2 |
9.4% |
7-6 |
1.5% |
44% |
False |
False |
63,717 |
60 |
575-0 |
502-0 |
73-0 |
13.9% |
7-5 |
1.5% |
30% |
False |
False |
57,429 |
80 |
577-0 |
502-0 |
75-0 |
14.3% |
7-3 |
1.4% |
29% |
False |
False |
51,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
532-5 |
2.618 |
528-4 |
1.618 |
526-0 |
1.000 |
524-4 |
0.618 |
523-4 |
HIGH |
522-0 |
0.618 |
521-0 |
0.500 |
520-6 |
0.382 |
520-4 |
LOW |
519-4 |
0.618 |
518-0 |
1.000 |
517-0 |
1.618 |
515-4 |
2.618 |
513-0 |
4.250 |
508-7 |
|
|
Fisher Pivots for day following 04-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
522-6 |
522-0 |
PP |
521-6 |
520-2 |
S1 |
520-6 |
518-4 |
|