CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
538-2 |
537-0 |
-1-2 |
-0.2% |
521-0 |
High |
544-2 |
538-0 |
-6-2 |
-1.1% |
544-2 |
Low |
538-2 |
531-6 |
-6-4 |
-1.2% |
507-6 |
Close |
544-0 |
534-0 |
-10-0 |
-1.8% |
544-0 |
Range |
6-0 |
6-2 |
0-2 |
4.2% |
36-4 |
ATR |
11-1 |
11-2 |
0-1 |
0.7% |
0-0 |
Volume |
111,776 |
96,042 |
-15,734 |
-14.1% |
429,032 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
553-3 |
549-7 |
537-4 |
|
R3 |
547-1 |
543-5 |
535-6 |
|
R2 |
540-7 |
540-7 |
535-1 |
|
R1 |
537-3 |
537-3 |
534-5 |
536-0 |
PP |
534-5 |
534-5 |
534-5 |
533-7 |
S1 |
531-1 |
531-1 |
533-3 |
529-6 |
S2 |
528-3 |
528-3 |
532-7 |
|
S3 |
522-1 |
524-7 |
532-2 |
|
S4 |
515-7 |
518-5 |
530-4 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-4 |
629-2 |
564-1 |
|
R3 |
605-0 |
592-6 |
554-0 |
|
R2 |
568-4 |
568-4 |
550-6 |
|
R1 |
556-2 |
556-2 |
547-3 |
562-3 |
PP |
532-0 |
532-0 |
532-0 |
535-0 |
S1 |
519-6 |
519-6 |
540-5 |
525-7 |
S2 |
495-4 |
495-4 |
537-2 |
|
S3 |
459-0 |
483-2 |
534-0 |
|
S4 |
422-4 |
446-6 |
523-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
544-2 |
507-6 |
36-4 |
6.8% |
8-4 |
1.6% |
72% |
False |
False |
87,563 |
10 |
544-2 |
507-6 |
36-4 |
6.8% |
8-0 |
1.5% |
72% |
False |
False |
82,552 |
20 |
548-2 |
503-2 |
45-0 |
8.4% |
9-0 |
1.7% |
68% |
False |
False |
78,593 |
40 |
549-0 |
502-0 |
47-0 |
8.8% |
8-0 |
1.5% |
68% |
False |
False |
69,830 |
60 |
575-0 |
502-0 |
73-0 |
13.7% |
7-6 |
1.4% |
44% |
False |
False |
61,356 |
80 |
575-0 |
502-0 |
73-0 |
13.7% |
7-3 |
1.4% |
44% |
False |
False |
54,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
564-4 |
2.618 |
554-3 |
1.618 |
548-1 |
1.000 |
544-2 |
0.618 |
541-7 |
HIGH |
538-0 |
0.618 |
535-5 |
0.500 |
534-7 |
0.382 |
534-1 |
LOW |
531-6 |
0.618 |
527-7 |
1.000 |
525-4 |
1.618 |
521-5 |
2.618 |
515-3 |
4.250 |
505-2 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
534-7 |
535-5 |
PP |
534-5 |
535-1 |
S1 |
534-2 |
534-4 |
|