CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
663-4 |
640-6 |
-22-6 |
-3.4% |
668-2 |
| High |
663-4 |
641-0 |
-22-4 |
-3.4% |
693-2 |
| Low |
641-2 |
637-0 |
-4-2 |
-0.7% |
633-6 |
| Close |
644-2 |
640-4 |
-3-6 |
-0.6% |
644-2 |
| Range |
22-2 |
4-0 |
-18-2 |
-82.0% |
59-4 |
| ATR |
18-0 |
17-2 |
-0-6 |
-4.3% |
0-0 |
| Volume |
17,384 |
17,704 |
320 |
1.8% |
58,299 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651-4 |
650-0 |
642-6 |
|
| R3 |
647-4 |
646-0 |
641-5 |
|
| R2 |
643-4 |
643-4 |
641-2 |
|
| R1 |
642-0 |
642-0 |
640-7 |
640-6 |
| PP |
639-4 |
639-4 |
639-4 |
638-7 |
| S1 |
638-0 |
638-0 |
640-1 |
636-6 |
| S2 |
635-4 |
635-4 |
639-6 |
|
| S3 |
631-4 |
634-0 |
639-3 |
|
| S4 |
627-4 |
630-0 |
638-2 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835-5 |
799-3 |
677-0 |
|
| R3 |
776-1 |
739-7 |
660-5 |
|
| R2 |
716-5 |
716-5 |
655-1 |
|
| R1 |
680-3 |
680-3 |
649-6 |
668-6 |
| PP |
657-1 |
657-1 |
657-1 |
651-2 |
| S1 |
620-7 |
620-7 |
638-6 |
609-2 |
| S2 |
597-5 |
597-5 |
633-3 |
|
| S3 |
538-1 |
561-3 |
627-7 |
|
| S4 |
478-5 |
501-7 |
611-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-0 |
|
2.618 |
651-4 |
|
1.618 |
647-4 |
|
1.000 |
645-0 |
|
0.618 |
643-4 |
|
HIGH |
641-0 |
|
0.618 |
639-4 |
|
0.500 |
639-0 |
|
0.382 |
638-4 |
|
LOW |
637-0 |
|
0.618 |
634-4 |
|
1.000 |
633-0 |
|
1.618 |
630-4 |
|
2.618 |
626-4 |
|
4.250 |
620-0 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
640-0 |
648-5 |
| PP |
639-4 |
645-7 |
| S1 |
639-0 |
643-2 |
|