CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
514-6 |
518-0 |
3-2 |
0.6% |
521-0 |
High |
516-2 |
518-4 |
2-2 |
0.4% |
544-2 |
Low |
510-4 |
514-0 |
3-4 |
0.7% |
507-6 |
Close |
510-4 |
516-0 |
5-4 |
1.1% |
544-0 |
Range |
5-6 |
4-4 |
-1-2 |
-21.7% |
36-4 |
ATR |
11-5 |
11-3 |
-0-2 |
-2.2% |
0-0 |
Volume |
114,553 |
109,064 |
-5,489 |
-4.8% |
429,032 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-5 |
527-3 |
518-4 |
|
R3 |
525-1 |
522-7 |
517-2 |
|
R2 |
520-5 |
520-5 |
516-7 |
|
R1 |
518-3 |
518-3 |
516-3 |
517-2 |
PP |
516-1 |
516-1 |
516-1 |
515-5 |
S1 |
513-7 |
513-7 |
515-5 |
512-6 |
S2 |
511-5 |
511-5 |
515-1 |
|
S3 |
507-1 |
509-3 |
514-6 |
|
S4 |
502-5 |
504-7 |
513-4 |
|
|
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 |
6.5% |
6-2 |
1.2% |
16% |
False |
False |
102,885 |
10 |
544-2 |
507-6 |
36-4 |
7.1% |
8-1 |
1.6% |
23% |
False |
False |
92,309 |
20 |
548-2 |
507-6 |
40-4 |
7.8% |
8-3 |
1.6% |
20% |
False |
False |
84,167 |
40 |
549-0 |
502-0 |
47-0 |
9.1% |
8-2 |
1.6% |
30% |
False |
False |
74,378 |
60 |
562-2 |
502-0 |
60-2 |
11.7% |
7-6 |
1.5% |
23% |
False |
False |
64,757 |
80 |
575-0 |
502-0 |
73-0 |
14.1% |
7-3 |
1.4% |
19% |
False |
False |
57,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
537-5 |
2.618 |
530-2 |
1.618 |
525-6 |
1.000 |
523-0 |
0.618 |
521-2 |
HIGH |
518-4 |
0.618 |
516-6 |
0.500 |
516-2 |
0.382 |
515-6 |
LOW |
514-0 |
0.618 |
511-2 |
1.000 |
509-4 |
1.618 |
506-6 |
2.618 |
502-2 |
4.250 |
494-7 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
516-2 |
518-4 |
PP |
516-1 |
517-5 |
S1 |
516-1 |
516-7 |
|