CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
682-0 |
661-0 |
-21-0 |
-3.1% |
674-0 |
High |
687-0 |
670-0 |
-17-0 |
-2.5% |
720-4 |
Low |
659-0 |
650-0 |
-9-0 |
-1.4% |
665-6 |
Close |
666-0 |
653-0 |
-13-0 |
-2.0% |
712-4 |
Range |
28-0 |
20-0 |
-8-0 |
-28.6% |
54-6 |
ATR |
17-6 |
17-7 |
0-1 |
0.9% |
0-0 |
Volume |
101,583 |
139,623 |
38,040 |
37.4% |
405,583 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-5 |
705-3 |
664-0 |
|
R3 |
697-5 |
685-3 |
658-4 |
|
R2 |
677-5 |
677-5 |
656-5 |
|
R1 |
665-3 |
665-3 |
654-7 |
661-4 |
PP |
657-5 |
657-5 |
657-5 |
655-6 |
S1 |
645-3 |
645-3 |
651-1 |
641-4 |
S2 |
637-5 |
637-5 |
649-3 |
|
S3 |
617-5 |
625-3 |
647-4 |
|
S4 |
597-5 |
605-3 |
642-0 |
|
|
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 |
714-0 |
650-0 |
64-0 |
9.8% |
16-7 |
2.6% |
5% |
False |
True |
103,585 |
10 |
720-4 |
650-0 |
70-4 |
10.8% |
13-7 |
2.1% |
4% |
False |
True |
88,632 |
20 |
720-4 |
650-0 |
70-4 |
10.8% |
14-0 |
2.1% |
4% |
False |
True |
76,684 |
40 |
720-4 |
619-2 |
101-2 |
15.5% |
14-5 |
2.2% |
33% |
False |
False |
73,753 |
60 |
720-4 |
592-0 |
128-4 |
19.7% |
13-2 |
2.0% |
47% |
False |
False |
66,798 |
80 |
720-4 |
548-0 |
172-4 |
26.4% |
13-1 |
2.0% |
61% |
False |
False |
61,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
755-0 |
2.618 |
722-3 |
1.618 |
702-3 |
1.000 |
690-0 |
0.618 |
682-3 |
HIGH |
670-0 |
0.618 |
662-3 |
0.500 |
660-0 |
0.382 |
657-5 |
LOW |
650-0 |
0.618 |
637-5 |
1.000 |
630-0 |
1.618 |
617-5 |
2.618 |
597-5 |
4.250 |
565-0 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
660-0 |
671-4 |
PP |
657-5 |
665-3 |
S1 |
655-3 |
659-1 |
|