CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
707-4 |
692-4 |
-15-0 |
-2.1% |
674-0 |
High |
708-0 |
693-0 |
-15-0 |
-2.1% |
720-4 |
Low |
700-0 |
675-0 |
-25-0 |
-3.6% |
665-6 |
Close |
704-4 |
685-0 |
-19-4 |
-2.8% |
712-4 |
Range |
8-0 |
18-0 |
10-0 |
125.0% |
54-6 |
ATR |
16-0 |
17-0 |
1-0 |
6.0% |
0-0 |
Volume |
82,905 |
76,119 |
-6,786 |
-8.2% |
405,583 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-3 |
729-5 |
694-7 |
|
R3 |
720-3 |
711-5 |
690-0 |
|
R2 |
702-3 |
702-3 |
688-2 |
|
R1 |
693-5 |
693-5 |
686-5 |
689-0 |
PP |
684-3 |
684-3 |
684-3 |
682-0 |
S1 |
675-5 |
675-5 |
683-3 |
671-0 |
S2 |
666-3 |
666-3 |
681-6 |
|
S3 |
648-3 |
657-5 |
680-0 |
|
S4 |
630-3 |
639-5 |
675-1 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-7 |
842-7 |
742-5 |
|
R3 |
809-1 |
788-1 |
727-4 |
|
R2 |
754-3 |
754-3 |
722-4 |
|
R1 |
733-3 |
733-3 |
717-4 |
743-7 |
PP |
699-5 |
699-5 |
699-5 |
704-6 |
S1 |
678-5 |
678-5 |
707-4 |
689-1 |
S2 |
644-7 |
644-7 |
702-4 |
|
S3 |
590-1 |
623-7 |
697-4 |
|
S4 |
535-3 |
569-1 |
682-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
720-4 |
675-0 |
45-4 |
6.6% |
12-3 |
1.8% |
22% |
False |
True |
86,803 |
10 |
720-4 |
665-6 |
54-6 |
8.0% |
11-5 |
1.7% |
35% |
False |
False |
77,221 |
20 |
720-4 |
638-6 |
81-6 |
11.9% |
13-1 |
1.9% |
57% |
False |
False |
71,135 |
40 |
720-4 |
619-2 |
101-2 |
14.8% |
13-7 |
2.0% |
65% |
False |
False |
70,637 |
60 |
720-4 |
592-0 |
128-4 |
18.8% |
12-6 |
1.9% |
72% |
False |
False |
64,705 |
80 |
720-4 |
548-0 |
172-4 |
25.2% |
12-7 |
1.9% |
79% |
False |
False |
58,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
769-4 |
2.618 |
740-1 |
1.618 |
722-1 |
1.000 |
711-0 |
0.618 |
704-1 |
HIGH |
693-0 |
0.618 |
686-1 |
0.500 |
684-0 |
0.382 |
681-7 |
LOW |
675-0 |
0.618 |
663-7 |
1.000 |
657-0 |
1.618 |
645-7 |
2.618 |
627-7 |
4.250 |
598-4 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
684-5 |
694-4 |
PP |
684-3 |
691-3 |
S1 |
684-0 |
688-1 |
|