CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
526-6 |
525-6 |
-1-0 |
-0.2% |
525-4 |
| High |
526-6 |
529-0 |
2-2 |
0.4% |
532-0 |
| Low |
516-0 |
523-4 |
7-4 |
1.5% |
514-6 |
| Close |
516-0 |
527-4 |
11-4 |
2.2% |
514-6 |
| Range |
10-6 |
5-4 |
-5-2 |
-48.8% |
17-2 |
| ATR |
11-1 |
11-2 |
0-1 |
1.2% |
0-0 |
| Volume |
56,074 |
53,556 |
-2,518 |
-4.5% |
213,511 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
543-1 |
540-7 |
530-4 |
|
| R3 |
537-5 |
535-3 |
529-0 |
|
| R2 |
532-1 |
532-1 |
528-4 |
|
| R1 |
529-7 |
529-7 |
528-0 |
531-0 |
| PP |
526-5 |
526-5 |
526-5 |
527-2 |
| S1 |
524-3 |
524-3 |
527-0 |
525-4 |
| S2 |
521-1 |
521-1 |
526-4 |
|
| S3 |
515-5 |
518-7 |
526-0 |
|
| S4 |
510-1 |
513-3 |
524-4 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
572-2 |
560-6 |
524-2 |
|
| R3 |
555-0 |
543-4 |
519-4 |
|
| R2 |
537-6 |
537-6 |
517-7 |
|
| R1 |
526-2 |
526-2 |
516-3 |
523-3 |
| PP |
520-4 |
520-4 |
520-4 |
519-0 |
| S1 |
509-0 |
509-0 |
513-1 |
506-1 |
| S2 |
503-2 |
503-2 |
511-5 |
|
| S3 |
486-0 |
491-6 |
510-0 |
|
| S4 |
468-6 |
474-4 |
505-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
532-0 |
514-6 |
17-2 |
3.3% |
8-7 |
1.7% |
74% |
False |
False |
53,307 |
| 10 |
532-2 |
514-6 |
17-4 |
3.3% |
9-3 |
1.8% |
73% |
False |
False |
46,871 |
| 20 |
555-0 |
507-0 |
48-0 |
9.1% |
9-0 |
1.7% |
43% |
False |
False |
40,624 |
| 40 |
568-0 |
507-0 |
61-0 |
11.6% |
8-1 |
1.5% |
34% |
False |
False |
35,702 |
| 60 |
607-0 |
507-0 |
100-0 |
19.0% |
8-0 |
1.5% |
21% |
False |
False |
31,505 |
| 80 |
609-0 |
507-0 |
102-0 |
19.3% |
7-4 |
1.4% |
20% |
False |
False |
27,128 |
| 100 |
609-0 |
507-0 |
102-0 |
19.3% |
7-0 |
1.3% |
20% |
False |
False |
23,508 |
| 120 |
618-0 |
507-0 |
111-0 |
21.0% |
6-2 |
1.2% |
18% |
False |
False |
20,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
552-3 |
|
2.618 |
543-3 |
|
1.618 |
537-7 |
|
1.000 |
534-4 |
|
0.618 |
532-3 |
|
HIGH |
529-0 |
|
0.618 |
526-7 |
|
0.500 |
526-2 |
|
0.382 |
525-5 |
|
LOW |
523-4 |
|
0.618 |
520-1 |
|
1.000 |
518-0 |
|
1.618 |
514-5 |
|
2.618 |
509-1 |
|
4.250 |
500-1 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
527-1 |
525-7 |
| PP |
526-5 |
524-3 |
| S1 |
526-2 |
522-6 |
|