CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
557-6 |
568-2 |
10-4 |
1.9% |
549-4 |
| High |
569-4 |
569-0 |
-0-4 |
-0.1% |
549-4 |
| Low |
557-4 |
550-2 |
-7-2 |
-1.3% |
509-4 |
| Close |
568-6 |
550-2 |
-18-4 |
-3.3% |
509-4 |
| Range |
12-0 |
18-6 |
6-6 |
56.3% |
40-0 |
| ATR |
14-4 |
14-6 |
0-2 |
2.1% |
0-0 |
| Volume |
56,833 |
94,039 |
37,206 |
65.5% |
389,759 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612-6 |
600-2 |
560-4 |
|
| R3 |
594-0 |
581-4 |
555-3 |
|
| R2 |
575-2 |
575-2 |
553-6 |
|
| R1 |
562-6 |
562-6 |
552-0 |
559-5 |
| PP |
556-4 |
556-4 |
556-4 |
555-0 |
| S1 |
544-0 |
544-0 |
548-4 |
540-7 |
| S2 |
537-6 |
537-6 |
546-6 |
|
| S3 |
519-0 |
525-2 |
545-1 |
|
| S4 |
500-2 |
506-4 |
540-0 |
|
|
| 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 |
569-4 |
509-4 |
60-0 |
10.9% |
15-4 |
2.8% |
68% |
False |
False |
74,403 |
| 10 |
569-4 |
509-4 |
60-0 |
10.9% |
12-2 |
2.2% |
68% |
False |
False |
76,788 |
| 20 |
569-4 |
509-4 |
60-0 |
10.9% |
10-6 |
2.0% |
68% |
False |
False |
63,224 |
| 40 |
569-4 |
507-0 |
62-4 |
11.4% |
9-4 |
1.7% |
69% |
False |
False |
48,674 |
| 60 |
578-6 |
507-0 |
71-6 |
13.0% |
9-0 |
1.6% |
60% |
False |
False |
41,581 |
| 80 |
609-0 |
507-0 |
102-0 |
18.5% |
8-3 |
1.5% |
42% |
False |
False |
36,088 |
| 100 |
609-0 |
507-0 |
102-0 |
18.5% |
7-7 |
1.4% |
42% |
False |
False |
30,925 |
| 120 |
618-0 |
507-0 |
111-0 |
20.2% |
7-1 |
1.3% |
39% |
False |
False |
26,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-6 |
|
2.618 |
618-1 |
|
1.618 |
599-3 |
|
1.000 |
587-6 |
|
0.618 |
580-5 |
|
HIGH |
569-0 |
|
0.618 |
561-7 |
|
0.500 |
559-5 |
|
0.382 |
557-3 |
|
LOW |
550-2 |
|
0.618 |
538-5 |
|
1.000 |
531-4 |
|
1.618 |
519-7 |
|
2.618 |
501-1 |
|
4.250 |
470-4 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
559-5 |
559-7 |
| PP |
556-4 |
556-5 |
| S1 |
553-3 |
553-4 |
|