CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
671-4 |
679-4 |
8-0 |
1.2% |
679-0 |
High |
676-4 |
692-6 |
16-2 |
2.4% |
694-6 |
Low |
670-0 |
679-0 |
9-0 |
1.3% |
666-0 |
Close |
676-4 |
693-6 |
17-2 |
2.5% |
686-2 |
Range |
6-4 |
13-6 |
7-2 |
111.5% |
28-6 |
ATR |
15-7 |
15-7 |
0-0 |
0.2% |
0-0 |
Volume |
72,040 |
72,458 |
418 |
0.6% |
260,575 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
729-6 |
725-4 |
701-2 |
|
R3 |
716-0 |
711-6 |
697-4 |
|
R2 |
702-2 |
702-2 |
696-2 |
|
R1 |
698-0 |
698-0 |
695-0 |
700-1 |
PP |
688-4 |
688-4 |
688-4 |
689-4 |
S1 |
684-2 |
684-2 |
692-4 |
686-3 |
S2 |
674-6 |
674-6 |
691-2 |
|
S3 |
661-0 |
670-4 |
690-0 |
|
S4 |
647-2 |
656-6 |
686-2 |
|
|
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 |
665-6 |
29-0 |
4.2% |
11-1 |
1.6% |
97% |
False |
False |
70,821 |
10 |
694-6 |
662-0 |
32-6 |
4.7% |
11-2 |
1.6% |
97% |
False |
False |
67,405 |
20 |
694-6 |
619-2 |
75-4 |
10.9% |
13-4 |
1.9% |
99% |
False |
False |
69,778 |
40 |
694-6 |
619-2 |
75-4 |
10.9% |
14-3 |
2.1% |
99% |
False |
False |
66,903 |
60 |
694-6 |
548-0 |
146-6 |
21.2% |
13-2 |
1.9% |
99% |
False |
False |
62,631 |
80 |
694-6 |
548-0 |
146-6 |
21.2% |
13-0 |
1.9% |
99% |
False |
False |
56,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
751-2 |
2.618 |
728-6 |
1.618 |
715-0 |
1.000 |
706-4 |
0.618 |
701-2 |
HIGH |
692-6 |
0.618 |
687-4 |
0.500 |
685-7 |
0.382 |
684-2 |
LOW |
679-0 |
0.618 |
670-4 |
1.000 |
665-2 |
1.618 |
656-6 |
2.618 |
643-0 |
4.250 |
620-4 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
691-1 |
688-7 |
PP |
688-4 |
684-1 |
S1 |
685-7 |
679-2 |
|