CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 22-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
565-2 |
565-6 |
0-4 |
0.1% |
520-2 |
High |
568-0 |
567-4 |
-0-4 |
-0.1% |
568-0 |
Low |
548-2 |
554-0 |
5-6 |
1.0% |
520-2 |
Close |
550-0 |
554-0 |
4-0 |
0.7% |
554-0 |
Range |
19-6 |
13-4 |
-6-2 |
-31.6% |
47-6 |
ATR |
14-5 |
14-7 |
0-2 |
1.4% |
0-0 |
Volume |
128,599 |
150,408 |
21,809 |
17.0% |
701,431 |
|
Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599-0 |
590-0 |
561-3 |
|
R3 |
585-4 |
576-4 |
557-6 |
|
R2 |
572-0 |
572-0 |
556-4 |
|
R1 |
563-0 |
563-0 |
555-2 |
560-6 |
PP |
558-4 |
558-4 |
558-4 |
557-3 |
S1 |
549-4 |
549-4 |
552-6 |
547-2 |
S2 |
545-0 |
545-0 |
551-4 |
|
S3 |
531-4 |
536-0 |
550-2 |
|
S4 |
518-0 |
522-4 |
546-5 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-5 |
670-1 |
580-2 |
|
R3 |
642-7 |
622-3 |
567-1 |
|
R2 |
595-1 |
595-1 |
562-6 |
|
R1 |
574-5 |
574-5 |
558-3 |
584-7 |
PP |
547-3 |
547-3 |
547-3 |
552-4 |
S1 |
526-7 |
526-7 |
549-5 |
537-1 |
S2 |
499-5 |
499-5 |
545-2 |
|
S3 |
451-7 |
479-1 |
540-7 |
|
S4 |
404-1 |
431-3 |
527-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
568-0 |
520-2 |
47-6 |
8.6% |
15-4 |
2.8% |
71% |
False |
False |
140,286 |
10 |
568-0 |
506-0 |
62-0 |
11.2% |
11-5 |
2.1% |
77% |
False |
False |
119,641 |
20 |
568-0 |
506-0 |
62-0 |
11.2% |
9-6 |
1.7% |
77% |
False |
False |
100,460 |
40 |
568-0 |
502-0 |
66-0 |
11.9% |
9-2 |
1.7% |
79% |
False |
False |
84,684 |
60 |
568-0 |
502-0 |
66-0 |
11.9% |
8-4 |
1.5% |
79% |
False |
False |
74,424 |
80 |
575-0 |
502-0 |
73-0 |
13.2% |
8-1 |
1.5% |
71% |
False |
False |
64,949 |
100 |
581-4 |
502-0 |
79-4 |
14.4% |
7-6 |
1.4% |
65% |
False |
False |
57,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
624-7 |
2.618 |
602-7 |
1.618 |
589-3 |
1.000 |
581-0 |
0.618 |
575-7 |
HIGH |
567-4 |
0.618 |
562-3 |
0.500 |
560-6 |
0.382 |
559-1 |
LOW |
554-0 |
0.618 |
545-5 |
1.000 |
540-4 |
1.618 |
532-1 |
2.618 |
518-5 |
4.250 |
496-5 |
|
|
Fisher Pivots for day following 22-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
560-6 |
558-1 |
PP |
558-4 |
556-6 |
S1 |
556-2 |
555-3 |
|