CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
568-2 |
563-4 |
-4-6 |
-0.8% |
523-0 |
| High |
569-0 |
563-4 |
-5-4 |
-1.0% |
569-4 |
| Low |
550-2 |
551-2 |
1-0 |
0.2% |
522-4 |
| Close |
550-2 |
551-2 |
1-0 |
0.2% |
551-2 |
| Range |
18-6 |
12-2 |
-6-4 |
-34.7% |
47-0 |
| ATR |
14-6 |
14-5 |
-0-1 |
-0.7% |
0-0 |
| Volume |
94,039 |
67,968 |
-26,071 |
-27.7% |
368,863 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592-1 |
583-7 |
558-0 |
|
| R3 |
579-7 |
571-5 |
554-5 |
|
| R2 |
567-5 |
567-5 |
553-4 |
|
| R1 |
559-3 |
559-3 |
552-3 |
557-3 |
| PP |
555-3 |
555-3 |
555-3 |
554-2 |
| S1 |
547-1 |
547-1 |
550-1 |
545-1 |
| S2 |
543-1 |
543-1 |
549-0 |
|
| S3 |
530-7 |
534-7 |
547-7 |
|
| S4 |
518-5 |
522-5 |
544-4 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-6 |
667-0 |
577-1 |
|
| R3 |
641-6 |
620-0 |
564-1 |
|
| R2 |
594-6 |
594-6 |
559-7 |
|
| R1 |
573-0 |
573-0 |
555-4 |
583-7 |
| PP |
547-6 |
547-6 |
547-6 |
553-2 |
| S1 |
526-0 |
526-0 |
547-0 |
536-7 |
| S2 |
500-6 |
500-6 |
542-5 |
|
| S3 |
453-6 |
479-0 |
538-3 |
|
| S4 |
406-6 |
432-0 |
525-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
569-4 |
522-4 |
47-0 |
8.5% |
14-6 |
2.7% |
61% |
False |
False |
73,772 |
| 10 |
569-4 |
509-4 |
60-0 |
10.9% |
12-6 |
2.3% |
70% |
False |
False |
75,862 |
| 20 |
569-4 |
509-4 |
60-0 |
10.9% |
10-5 |
1.9% |
70% |
False |
False |
65,190 |
| 40 |
569-4 |
507-0 |
62-4 |
11.3% |
9-6 |
1.8% |
71% |
False |
False |
49,720 |
| 60 |
574-2 |
507-0 |
67-2 |
12.2% |
9-1 |
1.7% |
66% |
False |
False |
42,449 |
| 80 |
609-0 |
507-0 |
102-0 |
18.5% |
8-4 |
1.5% |
43% |
False |
False |
36,813 |
| 100 |
609-0 |
507-0 |
102-0 |
18.5% |
8-0 |
1.4% |
43% |
False |
False |
31,536 |
| 120 |
618-0 |
507-0 |
111-0 |
20.1% |
7-2 |
1.3% |
40% |
False |
False |
27,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
615-4 |
|
2.618 |
595-5 |
|
1.618 |
583-3 |
|
1.000 |
575-6 |
|
0.618 |
571-1 |
|
HIGH |
563-4 |
|
0.618 |
558-7 |
|
0.500 |
557-3 |
|
0.382 |
555-7 |
|
LOW |
551-2 |
|
0.618 |
543-5 |
|
1.000 |
539-0 |
|
1.618 |
531-3 |
|
2.618 |
519-1 |
|
4.250 |
499-2 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
557-3 |
559-7 |
| PP |
555-3 |
557-0 |
| S1 |
553-2 |
554-1 |
|