CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
624-0 |
650-0 |
26-0 |
4.2% |
659-0 |
| High |
652-0 |
651-6 |
-0-2 |
0.0% |
683-4 |
| Low |
622-0 |
629-0 |
7-0 |
1.1% |
622-0 |
| Close |
646-0 |
632-0 |
-14-0 |
-2.2% |
632-0 |
| Range |
30-0 |
22-6 |
-7-2 |
-24.2% |
61-4 |
| ATR |
19-3 |
19-4 |
0-2 |
1.3% |
0-0 |
| Volume |
185,049 |
214,884 |
29,835 |
16.1% |
704,412 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-7 |
691-5 |
644-4 |
|
| R3 |
683-1 |
668-7 |
638-2 |
|
| R2 |
660-3 |
660-3 |
636-1 |
|
| R1 |
646-1 |
646-1 |
634-1 |
641-7 |
| PP |
637-5 |
637-5 |
637-5 |
635-4 |
| S1 |
623-3 |
623-3 |
629-7 |
619-1 |
| S2 |
614-7 |
614-7 |
627-7 |
|
| S3 |
592-1 |
600-5 |
625-6 |
|
| S4 |
569-3 |
577-7 |
619-4 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830-3 |
792-5 |
665-7 |
|
| R3 |
768-7 |
731-1 |
648-7 |
|
| R2 |
707-3 |
707-3 |
643-2 |
|
| R1 |
669-5 |
669-5 |
637-5 |
657-6 |
| PP |
645-7 |
645-7 |
645-7 |
639-7 |
| S1 |
608-1 |
608-1 |
626-3 |
596-2 |
| S2 |
584-3 |
584-3 |
620-6 |
|
| S3 |
522-7 |
546-5 |
615-1 |
|
| S4 |
461-3 |
485-1 |
598-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
683-4 |
622-0 |
61-4 |
9.7% |
19-3 |
3.1% |
16% |
False |
False |
140,882 |
| 10 |
708-0 |
622-0 |
86-0 |
13.6% |
18-4 |
2.9% |
12% |
False |
False |
122,161 |
| 20 |
720-4 |
622-0 |
98-4 |
15.6% |
15-1 |
2.4% |
10% |
False |
False |
98,048 |
| 40 |
720-4 |
619-2 |
101-2 |
16.0% |
15-1 |
2.4% |
13% |
False |
False |
84,599 |
| 60 |
720-4 |
619-2 |
101-2 |
16.0% |
14-1 |
2.2% |
13% |
False |
False |
76,502 |
| 80 |
720-4 |
548-0 |
172-4 |
27.3% |
13-5 |
2.2% |
49% |
False |
False |
69,041 |
| 100 |
720-4 |
548-0 |
172-4 |
27.3% |
13-0 |
2.1% |
49% |
False |
False |
62,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748-4 |
|
2.618 |
711-2 |
|
1.618 |
688-4 |
|
1.000 |
674-4 |
|
0.618 |
665-6 |
|
HIGH |
651-6 |
|
0.618 |
643-0 |
|
0.500 |
640-3 |
|
0.382 |
637-6 |
|
LOW |
629-0 |
|
0.618 |
615-0 |
|
1.000 |
606-2 |
|
1.618 |
592-2 |
|
2.618 |
569-4 |
|
4.250 |
532-2 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
640-3 |
648-2 |
| PP |
637-5 |
642-7 |
| S1 |
634-6 |
637-3 |
|