CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 06-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
522-4 |
517-0 |
-5-4 |
-1.1% |
514-4 |
High |
522-4 |
520-0 |
-2-4 |
-0.5% |
527-0 |
Low |
507-6 |
515-0 |
7-2 |
1.4% |
510-0 |
Close |
507-6 |
519-4 |
11-6 |
2.3% |
510-0 |
Range |
14-6 |
5-0 |
-9-6 |
-66.1% |
17-0 |
ATR |
10-6 |
10-7 |
0-1 |
1.0% |
0-0 |
Volume |
51,645 |
105,412 |
53,767 |
104.1% |
300,447 |
|
Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
533-1 |
531-3 |
522-2 |
|
R3 |
528-1 |
526-3 |
520-7 |
|
R2 |
523-1 |
523-1 |
520-3 |
|
R1 |
521-3 |
521-3 |
520-0 |
522-2 |
PP |
518-1 |
518-1 |
518-1 |
518-5 |
S1 |
516-3 |
516-3 |
519-0 |
517-2 |
S2 |
513-1 |
513-1 |
518-5 |
|
S3 |
508-1 |
511-3 |
518-1 |
|
S4 |
503-1 |
506-3 |
516-6 |
|
|
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 |
3.7% |
8-7 |
1.7% |
61% |
False |
False |
80,904 |
10 |
527-0 |
507-6 |
19-2 |
3.7% |
8-4 |
1.6% |
61% |
False |
False |
79,266 |
20 |
548-2 |
502-0 |
46-2 |
8.9% |
8-7 |
1.7% |
38% |
False |
False |
76,947 |
40 |
549-0 |
502-0 |
47-0 |
9.0% |
7-7 |
1.5% |
37% |
False |
False |
66,545 |
60 |
575-0 |
502-0 |
73-0 |
14.1% |
7-5 |
1.5% |
24% |
False |
False |
58,567 |
80 |
575-0 |
502-0 |
73-0 |
14.1% |
7-3 |
1.4% |
24% |
False |
False |
52,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
541-2 |
2.618 |
533-1 |
1.618 |
528-1 |
1.000 |
525-0 |
0.618 |
523-1 |
HIGH |
520-0 |
0.618 |
518-1 |
0.500 |
517-4 |
0.382 |
516-7 |
LOW |
515-0 |
0.618 |
511-7 |
1.000 |
510-0 |
1.618 |
506-7 |
2.618 |
501-7 |
4.250 |
493-6 |
|
|
Fisher Pivots for day following 06-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
518-7 |
518-0 |
PP |
518-1 |
516-5 |
S1 |
517-4 |
515-1 |
|