CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
554-0 |
554-4 |
0-4 |
0.1% |
537-0 |
High |
564-0 |
567-2 |
3-2 |
0.6% |
538-0 |
Low |
552-6 |
552-4 |
-0-2 |
0.0% |
506-0 |
Close |
563-4 |
566-4 |
3-0 |
0.5% |
506-0 |
Range |
11-2 |
14-6 |
3-4 |
31.1% |
32-0 |
ATR |
14-2 |
14-2 |
0-0 |
0.3% |
0-0 |
Volume |
146,846 |
186,646 |
39,800 |
27.1% |
494,985 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
606-3 |
601-1 |
574-5 |
|
R3 |
591-5 |
586-3 |
570-4 |
|
R2 |
576-7 |
576-7 |
569-2 |
|
R1 |
571-5 |
571-5 |
567-7 |
574-2 |
PP |
562-1 |
562-1 |
562-1 |
563-3 |
S1 |
556-7 |
556-7 |
565-1 |
559-4 |
S2 |
547-3 |
547-3 |
563-6 |
|
S3 |
532-5 |
542-1 |
562-4 |
|
S4 |
517-7 |
527-3 |
558-3 |
|
|
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 |
567-2 |
506-0 |
61-2 |
10.8% |
12-4 |
2.2% |
99% |
True |
False |
124,764 |
10 |
567-2 |
506-0 |
61-2 |
10.8% |
10-0 |
1.8% |
99% |
True |
False |
110,212 |
20 |
567-2 |
506-0 |
61-2 |
10.8% |
9-2 |
1.6% |
99% |
True |
False |
94,739 |
40 |
567-2 |
502-0 |
65-2 |
11.5% |
8-7 |
1.6% |
99% |
True |
False |
80,508 |
60 |
567-2 |
502-0 |
65-2 |
11.5% |
8-3 |
1.5% |
99% |
True |
False |
71,149 |
80 |
575-0 |
502-0 |
73-0 |
12.9% |
7-7 |
1.4% |
88% |
False |
False |
62,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-0 |
2.618 |
605-7 |
1.618 |
591-1 |
1.000 |
582-0 |
0.618 |
576-3 |
HIGH |
567-2 |
0.618 |
561-5 |
0.500 |
559-7 |
0.382 |
558-1 |
LOW |
552-4 |
0.618 |
543-3 |
1.000 |
537-6 |
1.618 |
528-5 |
2.618 |
513-7 |
4.250 |
489-6 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
564-2 |
558-7 |
PP |
562-1 |
551-3 |
S1 |
559-7 |
543-6 |
|