CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
692-4 |
674-0 |
-18-4 |
-2.7% |
679-0 |
High |
694-6 |
675-0 |
-19-6 |
-2.8% |
694-6 |
Low |
682-0 |
665-6 |
-16-2 |
-2.4% |
666-0 |
Close |
686-2 |
667-0 |
-19-2 |
-2.8% |
686-2 |
Range |
12-6 |
9-2 |
-3-4 |
-27.5% |
28-6 |
ATR |
16-0 |
16-3 |
0-3 |
2.0% |
0-0 |
Volume |
80,508 |
58,551 |
-21,957 |
-27.3% |
260,575 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
697-0 |
691-2 |
672-1 |
|
R3 |
687-6 |
682-0 |
669-4 |
|
R2 |
678-4 |
678-4 |
668-6 |
|
R1 |
672-6 |
672-6 |
667-7 |
671-0 |
PP |
669-2 |
669-2 |
669-2 |
668-3 |
S1 |
663-4 |
663-4 |
666-1 |
661-6 |
S2 |
660-0 |
660-0 |
665-2 |
|
S3 |
650-6 |
654-2 |
664-4 |
|
S4 |
641-4 |
645-0 |
661-7 |
|
|
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 |
665-6 |
29-0 |
4.3% |
12-6 |
1.9% |
4% |
False |
True |
63,825 |
10 |
694-6 |
655-4 |
39-2 |
5.9% |
13-0 |
1.9% |
29% |
False |
False |
64,859 |
20 |
694-6 |
619-2 |
75-4 |
11.3% |
13-5 |
2.0% |
63% |
False |
False |
69,941 |
40 |
694-6 |
619-2 |
75-4 |
11.3% |
14-2 |
2.1% |
63% |
False |
False |
66,060 |
60 |
694-6 |
548-0 |
146-6 |
22.0% |
13-3 |
2.0% |
81% |
False |
False |
62,082 |
80 |
694-6 |
548-0 |
146-6 |
22.0% |
12-7 |
1.9% |
81% |
False |
False |
55,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
714-2 |
2.618 |
699-2 |
1.618 |
690-0 |
1.000 |
684-2 |
0.618 |
680-6 |
HIGH |
675-0 |
0.618 |
671-4 |
0.500 |
670-3 |
0.382 |
669-2 |
LOW |
665-6 |
0.618 |
660-0 |
1.000 |
656-4 |
1.618 |
650-6 |
2.618 |
641-4 |
4.250 |
626-4 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
670-3 |
680-2 |
PP |
669-2 |
675-7 |
S1 |
668-1 |
671-3 |
|