CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
523-4 |
514-6 |
-8-6 |
-1.7% |
521-0 |
High |
526-4 |
516-2 |
-10-2 |
-1.9% |
544-2 |
Low |
517-6 |
510-4 |
-7-2 |
-1.4% |
507-6 |
Close |
522-4 |
510-4 |
-12-0 |
-2.3% |
544-0 |
Range |
8-6 |
5-6 |
-3-0 |
-34.3% |
36-4 |
ATR |
11-4 |
11-5 |
0-0 |
0.3% |
0-0 |
Volume |
82,992 |
114,553 |
31,561 |
38.0% |
429,032 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-5 |
525-7 |
513-5 |
|
R3 |
523-7 |
520-1 |
512-1 |
|
R2 |
518-1 |
518-1 |
511-4 |
|
R1 |
514-3 |
514-3 |
511-0 |
513-3 |
PP |
512-3 |
512-3 |
512-3 |
512-0 |
S1 |
508-5 |
508-5 |
510-0 |
507-5 |
S2 |
506-5 |
506-5 |
509-4 |
|
S3 |
500-7 |
502-7 |
508-7 |
|
S4 |
495-1 |
497-1 |
507-3 |
|
|
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 |
510-4 |
33-6 |
6.6% |
7-4 |
1.5% |
0% |
False |
True |
95,660 |
10 |
544-2 |
507-6 |
36-4 |
7.1% |
8-1 |
1.6% |
8% |
False |
False |
88,282 |
20 |
548-2 |
507-6 |
40-4 |
7.9% |
8-7 |
1.7% |
7% |
False |
False |
81,637 |
40 |
549-0 |
502-0 |
47-0 |
9.2% |
8-2 |
1.6% |
18% |
False |
False |
72,835 |
60 |
564-4 |
502-0 |
62-4 |
12.2% |
7-6 |
1.5% |
14% |
False |
False |
63,413 |
80 |
575-0 |
502-0 |
73-0 |
14.3% |
7-3 |
1.5% |
12% |
False |
False |
56,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
540-6 |
2.618 |
531-2 |
1.618 |
525-4 |
1.000 |
522-0 |
0.618 |
519-6 |
HIGH |
516-2 |
0.618 |
514-0 |
0.500 |
513-3 |
0.382 |
512-6 |
LOW |
510-4 |
0.618 |
507-0 |
1.000 |
504-6 |
1.618 |
501-2 |
2.618 |
495-4 |
4.250 |
486-0 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
513-3 |
524-2 |
PP |
512-3 |
519-5 |
S1 |
511-4 |
515-1 |
|