CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
520-2 |
554-0 |
33-6 |
6.5% |
537-0 |
High |
538-4 |
564-0 |
25-4 |
4.7% |
538-0 |
Low |
520-2 |
552-6 |
32-4 |
6.2% |
506-0 |
Close |
534-0 |
563-4 |
29-4 |
5.5% |
506-0 |
Range |
18-2 |
11-2 |
-7-0 |
-38.4% |
32-0 |
ATR |
13-0 |
14-2 |
1-2 |
9.3% |
0-0 |
Volume |
88,932 |
146,846 |
57,914 |
65.1% |
494,985 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
593-7 |
589-7 |
569-6 |
|
R3 |
582-5 |
578-5 |
566-5 |
|
R2 |
571-3 |
571-3 |
565-4 |
|
R1 |
567-3 |
567-3 |
564-4 |
569-3 |
PP |
560-1 |
560-1 |
560-1 |
561-0 |
S1 |
556-1 |
556-1 |
562-4 |
558-1 |
S2 |
548-7 |
548-7 |
561-4 |
|
S3 |
537-5 |
544-7 |
560-3 |
|
S4 |
526-3 |
533-5 |
557-2 |
|
|
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 |
564-0 |
506-0 |
58-0 |
10.3% |
10-6 |
1.9% |
99% |
True |
False |
110,345 |
10 |
564-0 |
506-0 |
58-0 |
10.3% |
9-0 |
1.6% |
99% |
True |
False |
102,089 |
20 |
564-0 |
506-0 |
58-0 |
10.3% |
9-3 |
1.7% |
99% |
True |
False |
89,011 |
40 |
564-0 |
502-0 |
62-0 |
11.0% |
8-6 |
1.6% |
99% |
True |
False |
77,063 |
60 |
564-0 |
502-0 |
62-0 |
11.0% |
8-2 |
1.5% |
99% |
True |
False |
68,442 |
80 |
575-0 |
502-0 |
73-0 |
13.0% |
7-6 |
1.4% |
84% |
False |
False |
60,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
611-6 |
2.618 |
593-4 |
1.618 |
582-2 |
1.000 |
575-2 |
0.618 |
571-0 |
HIGH |
564-0 |
0.618 |
559-6 |
0.500 |
558-3 |
0.382 |
557-0 |
LOW |
552-6 |
0.618 |
545-6 |
1.000 |
541-4 |
1.618 |
534-4 |
2.618 |
523-2 |
4.250 |
505-0 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
561-6 |
554-0 |
PP |
560-1 |
544-4 |
S1 |
558-3 |
535-0 |
|