CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
669-4 |
680-4 |
11-0 |
1.6% |
660-0 |
High |
680-0 |
694-0 |
14-0 |
2.1% |
684-0 |
Low |
667-0 |
680-4 |
13-4 |
2.0% |
655-4 |
Close |
679-4 |
695-0 |
15-4 |
2.3% |
684-0 |
Range |
13-0 |
13-4 |
0-4 |
3.8% |
28-4 |
ATR |
16-3 |
16-2 |
-0-1 |
-0.8% |
0-0 |
Volume |
56,547 |
70,549 |
14,002 |
24.8% |
329,469 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730-3 |
726-1 |
702-3 |
|
R3 |
716-7 |
712-5 |
698-6 |
|
R2 |
703-3 |
703-3 |
697-4 |
|
R1 |
699-1 |
699-1 |
696-2 |
701-2 |
PP |
689-7 |
689-7 |
689-7 |
690-7 |
S1 |
685-5 |
685-5 |
693-6 |
687-6 |
S2 |
676-3 |
676-3 |
692-4 |
|
S3 |
662-7 |
672-1 |
691-2 |
|
S4 |
649-3 |
658-5 |
687-5 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-0 |
750-4 |
699-5 |
|
R3 |
731-4 |
722-0 |
691-7 |
|
R2 |
703-0 |
703-0 |
689-2 |
|
R1 |
693-4 |
693-4 |
686-5 |
698-2 |
PP |
674-4 |
674-4 |
674-4 |
676-7 |
S1 |
665-0 |
665-0 |
681-3 |
669-6 |
S2 |
646-0 |
646-0 |
678-6 |
|
S3 |
617-4 |
636-4 |
676-1 |
|
S4 |
589-0 |
608-0 |
668-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
694-0 |
666-0 |
28-0 |
4.0% |
12-4 |
1.8% |
104% |
True |
False |
61,624 |
10 |
694-0 |
654-4 |
39-4 |
5.7% |
14-2 |
2.0% |
103% |
True |
False |
64,737 |
20 |
694-0 |
619-2 |
74-6 |
10.8% |
14-4 |
2.1% |
101% |
True |
False |
69,067 |
40 |
694-0 |
619-2 |
74-6 |
10.8% |
14-1 |
2.0% |
101% |
True |
False |
64,986 |
60 |
694-0 |
548-0 |
146-0 |
21.0% |
13-3 |
1.9% |
101% |
True |
False |
61,388 |
80 |
694-0 |
548-0 |
146-0 |
21.0% |
12-6 |
1.8% |
101% |
True |
False |
54,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
751-3 |
2.618 |
729-3 |
1.618 |
715-7 |
1.000 |
707-4 |
0.618 |
702-3 |
HIGH |
694-0 |
0.618 |
688-7 |
0.500 |
687-2 |
0.382 |
685-5 |
LOW |
680-4 |
0.618 |
672-1 |
1.000 |
667-0 |
1.618 |
658-5 |
2.618 |
645-1 |
4.250 |
623-1 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
692-3 |
690-0 |
PP |
689-7 |
685-0 |
S1 |
687-2 |
680-0 |
|