CME Pit-Traded Corn Future December 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
520-0 |
520-2 |
0-2 |
0.0% |
537-0 |
| High |
520-0 |
538-4 |
18-4 |
3.6% |
538-0 |
| Low |
506-0 |
520-2 |
14-2 |
2.8% |
506-0 |
| Close |
506-0 |
534-0 |
28-0 |
5.5% |
506-0 |
| Range |
14-0 |
18-2 |
4-2 |
30.4% |
32-0 |
| ATR |
11-4 |
13-0 |
1-4 |
13.0% |
0-0 |
| Volume |
92,334 |
88,932 |
-3,402 |
-3.7% |
494,985 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-5 |
578-1 |
544-0 |
|
| R3 |
567-3 |
559-7 |
539-0 |
|
| R2 |
549-1 |
549-1 |
537-3 |
|
| R1 |
541-5 |
541-5 |
535-5 |
545-3 |
| PP |
530-7 |
530-7 |
530-7 |
532-6 |
| S1 |
523-3 |
523-3 |
532-3 |
527-1 |
| S2 |
512-5 |
512-5 |
530-5 |
|
| S3 |
494-3 |
505-1 |
529-0 |
|
| S4 |
476-1 |
486-7 |
524-0 |
|
|
| 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 |
538-4 |
506-0 |
32-4 |
6.1% |
10-2 |
1.9% |
86% |
True |
False |
97,575 |
| 10 |
544-2 |
506-0 |
38-2 |
7.2% |
9-3 |
1.8% |
73% |
False |
False |
92,569 |
| 20 |
548-2 |
506-0 |
42-2 |
7.9% |
9-2 |
1.7% |
66% |
False |
False |
86,422 |
| 40 |
549-0 |
502-0 |
47-0 |
8.8% |
8-6 |
1.6% |
68% |
False |
False |
74,871 |
| 60 |
561-4 |
502-0 |
59-4 |
11.1% |
8-1 |
1.5% |
54% |
False |
False |
66,535 |
| 80 |
575-0 |
502-0 |
73-0 |
13.7% |
7-5 |
1.4% |
44% |
False |
False |
59,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616-0 |
|
2.618 |
586-2 |
|
1.618 |
568-0 |
|
1.000 |
556-6 |
|
0.618 |
549-6 |
|
HIGH |
538-4 |
|
0.618 |
531-4 |
|
0.500 |
529-3 |
|
0.382 |
527-2 |
|
LOW |
520-2 |
|
0.618 |
509-0 |
|
1.000 |
502-0 |
|
1.618 |
490-6 |
|
2.618 |
472-4 |
|
4.250 |
442-6 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
532-4 |
530-1 |
| PP |
530-7 |
526-1 |
| S1 |
529-3 |
522-2 |
|