CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
522-4 |
525-4 |
3-0 |
0.6% |
549-4 |
| High |
523-4 |
525-4 |
2-0 |
0.4% |
549-4 |
| Low |
519-0 |
509-4 |
-9-4 |
-1.8% |
509-4 |
| Close |
520-6 |
509-4 |
-11-2 |
-2.2% |
509-4 |
| Range |
4-4 |
16-0 |
11-4 |
255.6% |
40-0 |
| ATR |
11-6 |
12-0 |
0-2 |
2.6% |
0-0 |
| Volume |
62,367 |
71,124 |
8,757 |
14.0% |
389,759 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562-7 |
552-1 |
518-2 |
|
| R3 |
546-7 |
536-1 |
513-7 |
|
| R2 |
530-7 |
530-7 |
512-3 |
|
| R1 |
520-1 |
520-1 |
511-0 |
517-4 |
| PP |
514-7 |
514-7 |
514-7 |
513-4 |
| S1 |
504-1 |
504-1 |
508-0 |
501-4 |
| S2 |
498-7 |
498-7 |
506-5 |
|
| S3 |
482-7 |
488-1 |
505-1 |
|
| S4 |
466-7 |
472-1 |
500-6 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642-7 |
616-1 |
531-4 |
|
| R3 |
602-7 |
576-1 |
520-4 |
|
| R2 |
562-7 |
562-7 |
516-7 |
|
| R1 |
536-1 |
536-1 |
513-1 |
529-4 |
| PP |
522-7 |
522-7 |
522-7 |
519-4 |
| S1 |
496-1 |
496-1 |
505-7 |
489-4 |
| S2 |
482-7 |
482-7 |
502-1 |
|
| S3 |
442-7 |
456-1 |
498-4 |
|
| S4 |
402-7 |
416-1 |
487-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549-4 |
509-4 |
40-0 |
7.9% |
10-7 |
2.1% |
0% |
False |
True |
77,951 |
| 10 |
551-4 |
509-4 |
42-0 |
8.2% |
9-3 |
1.8% |
0% |
False |
True |
68,009 |
| 20 |
555-0 |
509-4 |
45-4 |
8.9% |
9-7 |
1.9% |
0% |
False |
True |
54,415 |
| 40 |
560-6 |
507-0 |
53-6 |
10.5% |
9-0 |
1.8% |
5% |
False |
False |
44,267 |
| 60 |
589-2 |
507-0 |
82-2 |
16.1% |
8-4 |
1.7% |
3% |
False |
False |
37,828 |
| 80 |
609-0 |
507-0 |
102-0 |
20.0% |
7-7 |
1.6% |
2% |
False |
False |
32,941 |
| 100 |
609-0 |
507-0 |
102-0 |
20.0% |
7-3 |
1.4% |
2% |
False |
False |
28,297 |
| 120 |
618-0 |
507-0 |
111-0 |
21.8% |
6-6 |
1.3% |
2% |
False |
False |
24,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593-4 |
|
2.618 |
567-3 |
|
1.618 |
551-3 |
|
1.000 |
541-4 |
|
0.618 |
535-3 |
|
HIGH |
525-4 |
|
0.618 |
519-3 |
|
0.500 |
517-4 |
|
0.382 |
515-5 |
|
LOW |
509-4 |
|
0.618 |
499-5 |
|
1.000 |
493-4 |
|
1.618 |
483-5 |
|
2.618 |
467-5 |
|
4.250 |
441-4 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
517-4 |
517-4 |
| PP |
514-7 |
514-7 |
| S1 |
512-1 |
512-1 |
|