CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 07-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
517-0 |
528-0 |
11-0 |
2.1% |
514-4 |
High |
520-0 |
537-4 |
17-4 |
3.4% |
527-0 |
Low |
515-0 |
527-0 |
12-0 |
2.3% |
510-0 |
Close |
519-4 |
536-4 |
17-0 |
3.3% |
510-0 |
Range |
5-0 |
10-4 |
5-4 |
110.0% |
17-0 |
ATR |
10-7 |
11-3 |
0-4 |
4.7% |
0-0 |
Volume |
105,412 |
72,940 |
-32,472 |
-30.8% |
300,447 |
|
Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
565-1 |
561-3 |
542-2 |
|
R3 |
554-5 |
550-7 |
539-3 |
|
R2 |
544-1 |
544-1 |
538-3 |
|
R1 |
540-3 |
540-3 |
537-4 |
542-2 |
PP |
533-5 |
533-5 |
533-5 |
534-5 |
S1 |
529-7 |
529-7 |
535-4 |
531-6 |
S2 |
523-1 |
523-1 |
534-5 |
|
S3 |
512-5 |
519-3 |
533-5 |
|
S4 |
502-1 |
508-7 |
530-6 |
|
|
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 |
537-4 |
507-6 |
29-6 |
5.5% |
10-0 |
1.9% |
97% |
True |
False |
81,734 |
10 |
537-4 |
507-6 |
29-6 |
5.5% |
8-4 |
1.6% |
97% |
True |
False |
76,730 |
20 |
548-2 |
502-0 |
46-2 |
8.6% |
9-1 |
1.7% |
75% |
False |
False |
76,560 |
40 |
549-0 |
502-0 |
47-0 |
8.8% |
8-0 |
1.5% |
73% |
False |
False |
66,821 |
60 |
575-0 |
502-0 |
73-0 |
13.6% |
7-6 |
1.4% |
47% |
False |
False |
59,238 |
80 |
575-0 |
502-0 |
73-0 |
13.6% |
7-3 |
1.4% |
47% |
False |
False |
52,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
582-1 |
2.618 |
565-0 |
1.618 |
554-4 |
1.000 |
548-0 |
0.618 |
544-0 |
HIGH |
537-4 |
0.618 |
533-4 |
0.500 |
532-2 |
0.382 |
531-0 |
LOW |
527-0 |
0.618 |
520-4 |
1.000 |
516-4 |
1.618 |
510-0 |
2.618 |
499-4 |
4.250 |
482-3 |
|
|
Fisher Pivots for day following 07-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
535-1 |
531-7 |
PP |
533-5 |
527-2 |
S1 |
532-2 |
522-5 |
|