CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
528-0 |
538-2 |
10-2 |
1.9% |
521-0 |
High |
537-4 |
544-2 |
6-6 |
1.3% |
544-2 |
Low |
527-0 |
538-2 |
11-2 |
2.1% |
507-6 |
Close |
536-4 |
544-0 |
7-4 |
1.4% |
544-0 |
Range |
10-4 |
6-0 |
-4-4 |
-42.9% |
36-4 |
ATR |
11-3 |
11-1 |
-0-2 |
-2.3% |
0-0 |
Volume |
72,940 |
111,776 |
38,836 |
53.2% |
429,032 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
560-1 |
558-1 |
547-2 |
|
R3 |
554-1 |
552-1 |
545-5 |
|
R2 |
548-1 |
548-1 |
545-1 |
|
R1 |
546-1 |
546-1 |
544-4 |
547-1 |
PP |
542-1 |
542-1 |
542-1 |
542-6 |
S1 |
540-1 |
540-1 |
543-4 |
541-1 |
S2 |
536-1 |
536-1 |
542-7 |
|
S3 |
530-1 |
534-1 |
542-3 |
|
S4 |
524-1 |
528-1 |
540-6 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-4 |
629-2 |
564-1 |
|
R3 |
605-0 |
592-6 |
554-0 |
|
R2 |
568-4 |
568-4 |
550-6 |
|
R1 |
556-2 |
556-2 |
547-3 |
562-3 |
PP |
532-0 |
532-0 |
532-0 |
535-0 |
S1 |
519-6 |
519-6 |
540-5 |
525-7 |
S2 |
495-4 |
495-4 |
537-2 |
|
S3 |
459-0 |
483-2 |
534-0 |
|
S4 |
422-4 |
446-6 |
523-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
544-2 |
507-6 |
36-4 |
6.7% |
7-6 |
1.4% |
99% |
True |
False |
85,806 |
10 |
544-2 |
507-6 |
36-4 |
6.7% |
7-6 |
1.4% |
99% |
True |
False |
81,279 |
20 |
548-2 |
502-0 |
46-2 |
8.5% |
9-0 |
1.7% |
91% |
False |
False |
78,895 |
40 |
549-0 |
502-0 |
47-0 |
8.6% |
8-1 |
1.5% |
89% |
False |
False |
68,443 |
60 |
575-0 |
502-0 |
73-0 |
13.4% |
7-6 |
1.4% |
58% |
False |
False |
60,398 |
80 |
575-0 |
502-0 |
73-0 |
13.4% |
7-3 |
1.4% |
58% |
False |
False |
53,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
569-6 |
2.618 |
560-0 |
1.618 |
554-0 |
1.000 |
550-2 |
0.618 |
548-0 |
HIGH |
544-2 |
0.618 |
542-0 |
0.500 |
541-2 |
0.382 |
540-4 |
LOW |
538-2 |
0.618 |
534-4 |
1.000 |
532-2 |
1.618 |
528-4 |
2.618 |
522-4 |
4.250 |
512-6 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
543-1 |
539-2 |
PP |
542-1 |
534-3 |
S1 |
541-2 |
529-5 |
|