CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
674-0 |
671-4 |
-2-4 |
-0.4% |
679-0 |
High |
675-0 |
676-4 |
1-4 |
0.2% |
694-6 |
Low |
665-6 |
670-0 |
4-2 |
0.6% |
666-0 |
Close |
667-0 |
676-4 |
9-4 |
1.4% |
686-2 |
Range |
9-2 |
6-4 |
-2-6 |
-29.7% |
28-6 |
ATR |
16-3 |
15-7 |
-0-4 |
-3.0% |
0-0 |
Volume |
58,551 |
72,040 |
13,489 |
23.0% |
260,575 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-7 |
691-5 |
680-1 |
|
R3 |
687-3 |
685-1 |
678-2 |
|
R2 |
680-7 |
680-7 |
677-6 |
|
R1 |
678-5 |
678-5 |
677-1 |
679-6 |
PP |
674-3 |
674-3 |
674-3 |
674-7 |
S1 |
672-1 |
672-1 |
675-7 |
673-2 |
S2 |
667-7 |
667-7 |
675-2 |
|
S3 |
661-3 |
665-5 |
674-6 |
|
S4 |
654-7 |
659-1 |
672-7 |
|
|
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% |
11-0 |
1.6% |
37% |
False |
False |
67,639 |
10 |
694-6 |
655-4 |
39-2 |
5.8% |
12-2 |
1.8% |
54% |
False |
False |
66,893 |
20 |
694-6 |
619-2 |
75-4 |
11.2% |
13-3 |
2.0% |
76% |
False |
False |
69,170 |
40 |
694-6 |
619-2 |
75-4 |
11.2% |
14-2 |
2.1% |
76% |
False |
False |
66,554 |
60 |
694-6 |
548-0 |
146-6 |
21.7% |
13-2 |
2.0% |
88% |
False |
False |
62,256 |
80 |
694-6 |
548-0 |
146-6 |
21.7% |
12-7 |
1.9% |
88% |
False |
False |
55,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
704-1 |
2.618 |
693-4 |
1.618 |
687-0 |
1.000 |
683-0 |
0.618 |
680-4 |
HIGH |
676-4 |
0.618 |
674-0 |
0.500 |
673-2 |
0.382 |
672-4 |
LOW |
670-0 |
0.618 |
666-0 |
1.000 |
663-4 |
1.618 |
659-4 |
2.618 |
653-0 |
4.250 |
642-3 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
675-3 |
680-2 |
PP |
674-3 |
679-0 |
S1 |
673-2 |
677-6 |
|