CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
531-4 |
532-0 |
0-4 |
0.1% |
525-4 |
| High |
534-4 |
532-0 |
-2-4 |
-0.5% |
534-4 |
| Low |
531-0 |
521-0 |
-10-0 |
-1.9% |
520-6 |
| Close |
532-6 |
521-0 |
-11-6 |
-2.2% |
521-0 |
| Range |
3-4 |
11-0 |
7-4 |
214.3% |
13-6 |
| ATR |
8-3 |
8-4 |
0-2 |
3.0% |
0-0 |
| Volume |
7,166 |
9,473 |
2,307 |
32.2% |
26,721 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-5 |
550-3 |
527-0 |
|
| R3 |
546-5 |
539-3 |
524-0 |
|
| R2 |
535-5 |
535-5 |
523-0 |
|
| R1 |
528-3 |
528-3 |
522-0 |
526-4 |
| PP |
524-5 |
524-5 |
524-5 |
523-6 |
| S1 |
517-3 |
517-3 |
520-0 |
515-4 |
| S2 |
513-5 |
513-5 |
519-0 |
|
| S3 |
502-5 |
506-3 |
518-0 |
|
| S4 |
491-5 |
495-3 |
515-0 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-5 |
557-5 |
528-4 |
|
| R3 |
552-7 |
543-7 |
524-6 |
|
| R2 |
539-1 |
539-1 |
523-4 |
|
| R1 |
530-1 |
530-1 |
522-2 |
527-6 |
| PP |
525-3 |
525-3 |
525-3 |
524-2 |
| S1 |
516-3 |
516-3 |
519-6 |
514-0 |
| S2 |
511-5 |
511-5 |
518-4 |
|
| S3 |
497-7 |
502-5 |
517-2 |
|
| S4 |
484-1 |
488-7 |
513-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
578-6 |
|
2.618 |
560-6 |
|
1.618 |
549-6 |
|
1.000 |
543-0 |
|
0.618 |
538-6 |
|
HIGH |
532-0 |
|
0.618 |
527-6 |
|
0.500 |
526-4 |
|
0.382 |
525-2 |
|
LOW |
521-0 |
|
0.618 |
514-2 |
|
1.000 |
510-0 |
|
1.618 |
503-2 |
|
2.618 |
492-2 |
|
4.250 |
474-2 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
526-4 |
527-6 |
| PP |
524-5 |
525-4 |
| S1 |
522-7 |
523-2 |
|