CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
649-0 |
642-4 |
-6-4 |
-1.0% |
520-2 |
High |
649-4 |
648-6 |
-0-6 |
-0.1% |
568-0 |
Low |
630-2 |
630-0 |
-0-2 |
0.0% |
520-2 |
Close |
633-0 |
632-2 |
-0-6 |
-0.1% |
554-0 |
Range |
19-2 |
18-6 |
-0-4 |
-2.6% |
47-6 |
ATR |
18-1 |
18-2 |
0-0 |
0.2% |
0-0 |
Volume |
257,873 |
270,348 |
12,475 |
4.8% |
701,431 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-2 |
681-4 |
642-4 |
|
R3 |
674-4 |
662-6 |
637-3 |
|
R2 |
655-6 |
655-6 |
635-6 |
|
R1 |
644-0 |
644-0 |
634-0 |
640-4 |
PP |
637-0 |
637-0 |
637-0 |
635-2 |
S1 |
625-2 |
625-2 |
630-4 |
621-6 |
S2 |
618-2 |
618-2 |
628-6 |
|
S3 |
599-4 |
606-4 |
627-1 |
|
S4 |
580-6 |
587-6 |
622-0 |
|
|
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 |
649-4 |
554-0 |
95-4 |
15.1% |
14-7 |
2.4% |
82% |
False |
False |
189,790 |
10 |
649-4 |
506-0 |
143-4 |
22.7% |
15-2 |
2.4% |
88% |
False |
False |
159,230 |
20 |
649-4 |
506-0 |
143-4 |
22.7% |
11-5 |
1.8% |
88% |
False |
False |
125,770 |
40 |
649-4 |
502-0 |
147-4 |
23.3% |
10-0 |
1.6% |
88% |
False |
False |
98,806 |
60 |
649-4 |
502-0 |
147-4 |
23.3% |
8-7 |
1.4% |
88% |
False |
False |
82,857 |
80 |
649-4 |
502-0 |
147-4 |
23.3% |
8-5 |
1.4% |
88% |
False |
False |
73,196 |
100 |
649-4 |
502-0 |
147-4 |
23.3% |
8-1 |
1.3% |
88% |
False |
False |
64,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-4 |
2.618 |
697-7 |
1.618 |
679-1 |
1.000 |
667-4 |
0.618 |
660-3 |
HIGH |
648-6 |
0.618 |
641-5 |
0.500 |
639-3 |
0.382 |
637-1 |
LOW |
630-0 |
0.618 |
618-3 |
1.000 |
611-2 |
1.618 |
599-5 |
2.618 |
580-7 |
4.250 |
550-2 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
639-3 |
630-6 |
PP |
637-0 |
629-2 |
S1 |
634-5 |
627-6 |
|