CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
521-0 |
522-4 |
1-4 |
0.3% |
514-4 |
High |
522-0 |
522-4 |
0-4 |
0.1% |
527-0 |
Low |
519-4 |
507-6 |
-11-6 |
-2.3% |
510-0 |
Close |
523-6 |
507-6 |
-16-0 |
-3.1% |
510-0 |
Range |
2-4 |
14-6 |
12-2 |
490.0% |
17-0 |
ATR |
10-3 |
10-6 |
0-3 |
3.9% |
0-0 |
Volume |
87,259 |
51,645 |
-35,614 |
-40.8% |
300,447 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
556-7 |
547-1 |
515-7 |
|
R3 |
542-1 |
532-3 |
511-6 |
|
R2 |
527-3 |
527-3 |
510-4 |
|
R1 |
517-5 |
517-5 |
509-1 |
515-1 |
PP |
512-5 |
512-5 |
512-5 |
511-4 |
S1 |
502-7 |
502-7 |
506-3 |
500-3 |
S2 |
497-7 |
497-7 |
505-0 |
|
S3 |
483-1 |
488-1 |
503-6 |
|
S4 |
468-3 |
473-3 |
499-5 |
|
|
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 |
507-6 |
19-2 |
3.8% |
9-0 |
1.8% |
0% |
False |
True |
74,971 |
10 |
536-4 |
507-6 |
28-6 |
5.7% |
9-5 |
1.9% |
0% |
False |
True |
75,934 |
20 |
548-2 |
502-0 |
46-2 |
9.1% |
9-0 |
1.8% |
12% |
False |
False |
74,311 |
40 |
550-6 |
502-0 |
48-6 |
9.6% |
8-0 |
1.6% |
12% |
False |
False |
65,008 |
60 |
575-0 |
502-0 |
73-0 |
14.4% |
7-5 |
1.5% |
8% |
False |
False |
57,678 |
80 |
575-0 |
502-0 |
73-0 |
14.4% |
7-3 |
1.5% |
8% |
False |
False |
51,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
585-2 |
2.618 |
561-1 |
1.618 |
546-3 |
1.000 |
537-2 |
0.618 |
531-5 |
HIGH |
522-4 |
0.618 |
516-7 |
0.500 |
515-1 |
0.382 |
513-3 |
LOW |
507-6 |
0.618 |
498-5 |
1.000 |
493-0 |
1.618 |
483-7 |
2.618 |
469-1 |
4.250 |
445-0 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
515-1 |
517-3 |
PP |
512-5 |
514-1 |
S1 |
510-2 |
511-0 |
|