CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
525-4 |
523-0 |
-2-4 |
-0.5% |
549-4 |
| High |
525-4 |
540-0 |
14-4 |
2.8% |
549-4 |
| Low |
509-4 |
522-4 |
13-0 |
2.6% |
509-4 |
| Close |
509-4 |
537-0 |
27-4 |
5.4% |
509-4 |
| Range |
16-0 |
17-4 |
1-4 |
9.4% |
40-0 |
| ATR |
12-0 |
13-3 |
1-3 |
10.9% |
0-0 |
| Volume |
71,124 |
69,303 |
-1,821 |
-2.6% |
389,759 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-5 |
578-7 |
546-5 |
|
| R3 |
568-1 |
561-3 |
541-6 |
|
| R2 |
550-5 |
550-5 |
540-2 |
|
| R1 |
543-7 |
543-7 |
538-5 |
547-2 |
| PP |
533-1 |
533-1 |
533-1 |
534-7 |
| S1 |
526-3 |
526-3 |
535-3 |
529-6 |
| S2 |
515-5 |
515-5 |
533-6 |
|
| S3 |
498-1 |
508-7 |
532-2 |
|
| S4 |
480-5 |
491-3 |
527-3 |
|
|
| 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 |
540-0 |
509-4 |
30-4 |
5.7% |
12-2 |
2.3% |
90% |
True |
False |
78,781 |
| 10 |
551-4 |
509-4 |
42-0 |
7.8% |
10-4 |
2.0% |
65% |
False |
False |
71,731 |
| 20 |
555-0 |
509-4 |
45-4 |
8.5% |
10-3 |
1.9% |
60% |
False |
False |
56,593 |
| 40 |
560-6 |
507-0 |
53-6 |
10.0% |
9-1 |
1.7% |
56% |
False |
False |
45,192 |
| 60 |
587-4 |
507-0 |
80-4 |
15.0% |
8-5 |
1.6% |
37% |
False |
False |
38,670 |
| 80 |
609-0 |
507-0 |
102-0 |
19.0% |
8-1 |
1.5% |
29% |
False |
False |
33,663 |
| 100 |
609-0 |
507-0 |
102-0 |
19.0% |
7-4 |
1.4% |
29% |
False |
False |
28,911 |
| 120 |
618-0 |
507-0 |
111-0 |
20.7% |
7-0 |
1.3% |
27% |
False |
False |
25,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-3 |
|
2.618 |
585-7 |
|
1.618 |
568-3 |
|
1.000 |
557-4 |
|
0.618 |
550-7 |
|
HIGH |
540-0 |
|
0.618 |
533-3 |
|
0.500 |
531-2 |
|
0.382 |
529-1 |
|
LOW |
522-4 |
|
0.618 |
511-5 |
|
1.000 |
505-0 |
|
1.618 |
494-1 |
|
2.618 |
476-5 |
|
4.250 |
448-1 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
535-1 |
532-7 |
| PP |
533-1 |
528-7 |
| S1 |
531-2 |
524-6 |
|