CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
549-4 |
535-0 |
-14-4 |
-2.6% |
525-4 |
| High |
549-4 |
535-0 |
-14-4 |
-2.6% |
551-4 |
| Low |
539-0 |
521-0 |
-18-0 |
-3.3% |
516-0 |
| Close |
540-4 |
526-4 |
-14-0 |
-2.6% |
551-0 |
| Range |
10-4 |
14-0 |
3-4 |
33.3% |
35-4 |
| ATR |
11-3 |
12-0 |
0-5 |
5.0% |
0-0 |
| Volume |
65,155 |
73,317 |
8,162 |
12.5% |
290,332 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-4 |
562-0 |
534-2 |
|
| R3 |
555-4 |
548-0 |
530-3 |
|
| R2 |
541-4 |
541-4 |
529-1 |
|
| R1 |
534-0 |
534-0 |
527-6 |
530-6 |
| PP |
527-4 |
527-4 |
527-4 |
525-7 |
| S1 |
520-0 |
520-0 |
525-2 |
516-6 |
| S2 |
513-4 |
513-4 |
523-7 |
|
| S3 |
499-4 |
506-0 |
522-5 |
|
| S4 |
485-4 |
492-0 |
518-6 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-0 |
634-0 |
570-4 |
|
| R3 |
610-4 |
598-4 |
560-6 |
|
| R2 |
575-0 |
575-0 |
557-4 |
|
| R1 |
563-0 |
563-0 |
554-2 |
569-0 |
| PP |
539-4 |
539-4 |
539-4 |
542-4 |
| S1 |
527-4 |
527-4 |
547-6 |
533-4 |
| S2 |
504-0 |
504-0 |
544-4 |
|
| S3 |
468-4 |
492-0 |
541-2 |
|
| S4 |
433-0 |
456-4 |
531-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
551-4 |
521-0 |
30-4 |
5.8% |
9-2 |
1.8% |
18% |
False |
True |
68,131 |
| 10 |
551-4 |
514-6 |
36-6 |
7.0% |
9-2 |
1.8% |
32% |
False |
False |
59,967 |
| 20 |
555-0 |
514-6 |
40-2 |
7.6% |
9-6 |
1.8% |
29% |
False |
False |
46,199 |
| 40 |
560-6 |
507-0 |
53-6 |
10.2% |
8-4 |
1.6% |
36% |
False |
False |
40,181 |
| 60 |
607-0 |
507-0 |
100-0 |
19.0% |
8-2 |
1.6% |
20% |
False |
False |
34,781 |
| 80 |
609-0 |
507-0 |
102-0 |
19.4% |
7-6 |
1.5% |
19% |
False |
False |
30,156 |
| 100 |
609-0 |
507-0 |
102-0 |
19.4% |
7-2 |
1.4% |
19% |
False |
False |
25,955 |
| 120 |
618-0 |
507-0 |
111-0 |
21.1% |
6-5 |
1.3% |
18% |
False |
False |
22,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
594-4 |
|
2.618 |
571-5 |
|
1.618 |
557-5 |
|
1.000 |
549-0 |
|
0.618 |
543-5 |
|
HIGH |
535-0 |
|
0.618 |
529-5 |
|
0.500 |
528-0 |
|
0.382 |
526-3 |
|
LOW |
521-0 |
|
0.618 |
512-3 |
|
1.000 |
507-0 |
|
1.618 |
498-3 |
|
2.618 |
484-3 |
|
4.250 |
461-4 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
528-0 |
536-2 |
| PP |
527-4 |
533-0 |
| S1 |
527-0 |
529-6 |
|