CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
554-4 |
565-2 |
10-6 |
1.9% |
537-0 |
High |
567-2 |
568-0 |
0-6 |
0.1% |
538-0 |
Low |
552-4 |
548-2 |
-4-2 |
-0.8% |
506-0 |
Close |
566-4 |
550-0 |
-16-4 |
-2.9% |
506-0 |
Range |
14-6 |
19-6 |
5-0 |
33.9% |
32-0 |
ATR |
14-2 |
14-5 |
0-3 |
2.7% |
0-0 |
Volume |
186,646 |
128,599 |
-58,047 |
-31.1% |
494,985 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
614-5 |
602-1 |
560-7 |
|
R3 |
594-7 |
582-3 |
555-3 |
|
R2 |
575-1 |
575-1 |
553-5 |
|
R1 |
562-5 |
562-5 |
551-6 |
559-0 |
PP |
555-3 |
555-3 |
555-3 |
553-5 |
S1 |
542-7 |
542-7 |
548-2 |
539-2 |
S2 |
535-5 |
535-5 |
546-3 |
|
S3 |
515-7 |
523-1 |
544-5 |
|
S4 |
496-1 |
503-3 |
539-1 |
|
|
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 |
568-0 |
506-0 |
62-0 |
11.3% |
15-5 |
2.8% |
71% |
True |
False |
128,671 |
10 |
568-0 |
506-0 |
62-0 |
11.3% |
10-7 |
2.0% |
71% |
True |
False |
115,778 |
20 |
568-0 |
506-0 |
62-0 |
11.3% |
9-6 |
1.8% |
71% |
True |
False |
96,254 |
40 |
568-0 |
502-0 |
66-0 |
12.0% |
9-1 |
1.7% |
73% |
True |
False |
82,087 |
60 |
568-0 |
502-0 |
66-0 |
12.0% |
8-5 |
1.6% |
73% |
True |
False |
72,614 |
80 |
575-0 |
502-0 |
73-0 |
13.3% |
8-0 |
1.5% |
66% |
False |
False |
63,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-0 |
2.618 |
619-6 |
1.618 |
600-0 |
1.000 |
587-6 |
0.618 |
580-2 |
HIGH |
568-0 |
0.618 |
560-4 |
0.500 |
558-1 |
0.382 |
555-6 |
LOW |
548-2 |
0.618 |
536-0 |
1.000 |
528-4 |
1.618 |
516-2 |
2.618 |
496-4 |
4.250 |
464-2 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
558-1 |
558-1 |
PP |
555-3 |
555-3 |
S1 |
552-6 |
552-6 |
|