CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
680-4 |
692-4 |
12-0 |
1.8% |
679-0 |
High |
694-0 |
694-6 |
0-6 |
0.1% |
694-6 |
Low |
680-4 |
682-0 |
1-4 |
0.2% |
666-0 |
Close |
695-0 |
686-2 |
-8-6 |
-1.3% |
686-2 |
Range |
13-4 |
12-6 |
-0-6 |
-5.6% |
28-6 |
ATR |
16-2 |
16-0 |
-0-2 |
-1.4% |
0-0 |
Volume |
70,549 |
80,508 |
9,959 |
14.1% |
260,575 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-7 |
718-7 |
693-2 |
|
R3 |
713-1 |
706-1 |
689-6 |
|
R2 |
700-3 |
700-3 |
688-5 |
|
R1 |
693-3 |
693-3 |
687-3 |
690-4 |
PP |
687-5 |
687-5 |
687-5 |
686-2 |
S1 |
680-5 |
680-5 |
685-1 |
677-6 |
S2 |
674-7 |
674-7 |
683-7 |
|
S3 |
662-1 |
667-7 |
682-6 |
|
S4 |
649-3 |
655-1 |
679-2 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
768-5 |
756-1 |
702-0 |
|
R3 |
739-7 |
727-3 |
694-1 |
|
R2 |
711-1 |
711-1 |
691-4 |
|
R1 |
698-5 |
698-5 |
688-7 |
704-7 |
PP |
682-3 |
682-3 |
682-3 |
685-4 |
S1 |
669-7 |
669-7 |
683-5 |
676-1 |
S2 |
653-5 |
653-5 |
681-0 |
|
S3 |
624-7 |
641-1 |
678-3 |
|
S4 |
596-1 |
612-3 |
670-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
694-6 |
666-0 |
28-6 |
4.2% |
13-3 |
1.9% |
70% |
True |
False |
66,755 |
10 |
694-6 |
654-4 |
40-2 |
5.9% |
13-6 |
2.0% |
79% |
True |
False |
65,249 |
20 |
694-6 |
619-2 |
75-4 |
11.0% |
14-5 |
2.1% |
89% |
True |
False |
70,658 |
40 |
694-6 |
619-2 |
75-4 |
11.0% |
14-3 |
2.1% |
89% |
True |
False |
65,695 |
60 |
694-6 |
548-0 |
146-6 |
21.4% |
13-4 |
2.0% |
94% |
True |
False |
61,929 |
80 |
694-6 |
548-0 |
146-6 |
21.4% |
12-7 |
1.9% |
94% |
True |
False |
55,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
749-0 |
2.618 |
728-1 |
1.618 |
715-3 |
1.000 |
707-4 |
0.618 |
702-5 |
HIGH |
694-6 |
0.618 |
689-7 |
0.500 |
688-3 |
0.382 |
686-7 |
LOW |
682-0 |
0.618 |
674-1 |
1.000 |
669-2 |
1.618 |
661-3 |
2.618 |
648-5 |
4.250 |
627-6 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
688-3 |
684-4 |
PP |
687-5 |
682-5 |
S1 |
687-0 |
680-7 |
|