CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
518-0 |
520-0 |
2-0 |
0.4% |
537-0 |
High |
518-4 |
520-0 |
1-4 |
0.3% |
538-0 |
Low |
514-0 |
506-0 |
-8-0 |
-1.6% |
506-0 |
Close |
516-0 |
506-0 |
-10-0 |
-1.9% |
506-0 |
Range |
4-4 |
14-0 |
9-4 |
211.1% |
32-0 |
ATR |
11-3 |
11-4 |
0-2 |
1.7% |
0-0 |
Volume |
109,064 |
92,334 |
-16,730 |
-15.3% |
494,985 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
552-5 |
543-3 |
513-6 |
|
R3 |
538-5 |
529-3 |
509-7 |
|
R2 |
524-5 |
524-5 |
508-5 |
|
R1 |
515-3 |
515-3 |
507-2 |
513-0 |
PP |
510-5 |
510-5 |
510-5 |
509-4 |
S1 |
501-3 |
501-3 |
504-6 |
499-0 |
S2 |
496-5 |
496-5 |
503-3 |
|
S3 |
482-5 |
487-3 |
502-1 |
|
S4 |
468-5 |
473-3 |
498-2 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612-5 |
591-3 |
523-5 |
|
R3 |
580-5 |
559-3 |
514-6 |
|
R2 |
548-5 |
548-5 |
511-7 |
|
R1 |
527-3 |
527-3 |
508-7 |
522-0 |
PP |
516-5 |
516-5 |
516-5 |
514-0 |
S1 |
495-3 |
495-3 |
503-1 |
490-0 |
S2 |
484-5 |
484-5 |
500-1 |
|
S3 |
452-5 |
463-3 |
497-2 |
|
S4 |
420-5 |
431-3 |
488-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
538-0 |
506-0 |
32-0 |
6.3% |
7-7 |
1.6% |
0% |
False |
True |
98,997 |
10 |
544-2 |
506-0 |
38-2 |
7.6% |
7-6 |
1.5% |
0% |
False |
True |
92,401 |
20 |
548-2 |
506-0 |
42-2 |
8.3% |
8-7 |
1.7% |
0% |
False |
True |
84,865 |
40 |
549-0 |
502-0 |
47-0 |
9.3% |
8-4 |
1.7% |
9% |
False |
False |
74,977 |
60 |
561-4 |
502-0 |
59-4 |
11.8% |
7-7 |
1.6% |
7% |
False |
False |
65,577 |
80 |
575-0 |
502-0 |
73-0 |
14.4% |
7-4 |
1.5% |
5% |
False |
False |
58,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
579-4 |
2.618 |
556-5 |
1.618 |
542-5 |
1.000 |
534-0 |
0.618 |
528-5 |
HIGH |
520-0 |
0.618 |
514-5 |
0.500 |
513-0 |
0.382 |
511-3 |
LOW |
506-0 |
0.618 |
497-3 |
1.000 |
492-0 |
1.618 |
483-3 |
2.618 |
469-3 |
4.250 |
446-4 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
513-0 |
513-0 |
PP |
510-5 |
510-5 |
S1 |
508-3 |
508-3 |
|