CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
537-0 |
523-4 |
-13-4 |
-2.5% |
521-0 |
High |
538-0 |
526-4 |
-11-4 |
-2.1% |
544-2 |
Low |
531-6 |
517-6 |
-14-0 |
-2.6% |
507-6 |
Close |
534-0 |
522-4 |
-11-4 |
-2.2% |
544-0 |
Range |
6-2 |
8-6 |
2-4 |
40.0% |
36-4 |
ATR |
11-2 |
11-4 |
0-3 |
3.2% |
0-0 |
Volume |
96,042 |
82,992 |
-13,050 |
-13.6% |
429,032 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
548-4 |
544-2 |
527-2 |
|
R3 |
539-6 |
535-4 |
524-7 |
|
R2 |
531-0 |
531-0 |
524-1 |
|
R1 |
526-6 |
526-6 |
523-2 |
524-4 |
PP |
522-2 |
522-2 |
522-2 |
521-1 |
S1 |
518-0 |
518-0 |
521-6 |
515-6 |
S2 |
513-4 |
513-4 |
520-7 |
|
S3 |
504-6 |
509-2 |
520-1 |
|
S4 |
496-0 |
500-4 |
517-6 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-4 |
629-2 |
564-1 |
|
R3 |
605-0 |
592-6 |
554-0 |
|
R2 |
568-4 |
568-4 |
550-6 |
|
R1 |
556-2 |
556-2 |
547-3 |
562-3 |
PP |
532-0 |
532-0 |
532-0 |
535-0 |
S1 |
519-6 |
519-6 |
540-5 |
525-7 |
S2 |
495-4 |
495-4 |
537-2 |
|
S3 |
459-0 |
483-2 |
534-0 |
|
S4 |
422-4 |
446-6 |
523-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
544-2 |
515-0 |
29-2 |
5.6% |
7-2 |
1.4% |
26% |
False |
False |
93,832 |
10 |
544-2 |
507-6 |
36-4 |
7.0% |
8-1 |
1.6% |
40% |
False |
False |
84,402 |
20 |
548-2 |
507-6 |
40-4 |
7.8% |
8-7 |
1.7% |
36% |
False |
False |
78,780 |
40 |
549-0 |
502-0 |
47-0 |
9.0% |
8-1 |
1.6% |
44% |
False |
False |
71,051 |
60 |
573-6 |
502-0 |
71-6 |
13.7% |
7-6 |
1.5% |
29% |
False |
False |
62,046 |
80 |
575-0 |
502-0 |
73-0 |
14.0% |
7-3 |
1.4% |
28% |
False |
False |
55,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
563-6 |
2.618 |
549-3 |
1.618 |
540-5 |
1.000 |
535-2 |
0.618 |
531-7 |
HIGH |
526-4 |
0.618 |
523-1 |
0.500 |
522-1 |
0.382 |
521-1 |
LOW |
517-6 |
0.618 |
512-3 |
1.000 |
509-0 |
1.618 |
503-5 |
2.618 |
494-7 |
4.250 |
480-4 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
522-3 |
531-0 |
PP |
522-2 |
528-1 |
S1 |
522-1 |
525-3 |
|