CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
642-4 |
642-4 |
0-0 |
0.0% |
592-4 |
High |
648-6 |
654-4 |
5-6 |
0.9% |
654-4 |
Low |
630-0 |
631-4 |
1-4 |
0.2% |
589-0 |
Close |
632-2 |
634-6 |
2-4 |
0.4% |
634-6 |
Range |
18-6 |
23-0 |
4-2 |
22.7% |
65-4 |
ATR |
18-2 |
18-4 |
0-3 |
1.9% |
0-0 |
Volume |
270,348 |
199,093 |
-71,255 |
-26.4% |
997,636 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-2 |
695-0 |
647-3 |
|
R3 |
686-2 |
672-0 |
641-1 |
|
R2 |
663-2 |
663-2 |
639-0 |
|
R1 |
649-0 |
649-0 |
636-7 |
644-5 |
PP |
640-2 |
640-2 |
640-2 |
638-0 |
S1 |
626-0 |
626-0 |
632-5 |
621-5 |
S2 |
617-2 |
617-2 |
630-4 |
|
S3 |
594-2 |
603-0 |
628-3 |
|
S4 |
571-2 |
580-0 |
622-1 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
822-5 |
794-1 |
670-6 |
|
R3 |
757-1 |
728-5 |
652-6 |
|
R2 |
691-5 |
691-5 |
646-6 |
|
R1 |
663-1 |
663-1 |
640-6 |
677-3 |
PP |
626-1 |
626-1 |
626-1 |
633-2 |
S1 |
597-5 |
597-5 |
628-6 |
611-7 |
S2 |
560-5 |
560-5 |
622-6 |
|
S3 |
495-1 |
532-1 |
616-6 |
|
S4 |
429-5 |
466-5 |
598-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
654-4 |
589-0 |
65-4 |
10.3% |
16-6 |
2.6% |
70% |
True |
False |
199,527 |
10 |
654-4 |
520-2 |
134-2 |
21.2% |
16-1 |
2.5% |
85% |
True |
False |
169,906 |
20 |
654-4 |
506-0 |
148-4 |
23.4% |
12-0 |
1.9% |
87% |
True |
False |
131,154 |
40 |
654-4 |
502-0 |
152-4 |
24.0% |
10-4 |
1.7% |
87% |
True |
False |
102,190 |
60 |
654-4 |
502-0 |
152-4 |
24.0% |
9-2 |
1.5% |
87% |
True |
False |
85,448 |
80 |
654-4 |
502-0 |
152-4 |
24.0% |
8-7 |
1.4% |
87% |
True |
False |
75,285 |
100 |
654-4 |
502-0 |
152-4 |
24.0% |
8-3 |
1.3% |
87% |
True |
False |
66,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
752-2 |
2.618 |
714-6 |
1.618 |
691-6 |
1.000 |
677-4 |
0.618 |
668-6 |
HIGH |
654-4 |
0.618 |
645-6 |
0.500 |
643-0 |
0.382 |
640-2 |
LOW |
631-4 |
0.618 |
617-2 |
1.000 |
608-4 |
1.618 |
594-2 |
2.618 |
571-2 |
4.250 |
533-6 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
643-0 |
642-2 |
PP |
640-2 |
639-6 |
S1 |
637-4 |
637-2 |
|