CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
679-4 |
720-0 |
40-4 |
6.0% |
679-0 |
High |
692-6 |
720-4 |
27-6 |
4.0% |
694-6 |
Low |
679-0 |
709-0 |
30-0 |
4.4% |
666-0 |
Close |
693-6 |
714-0 |
20-2 |
2.9% |
686-2 |
Range |
13-6 |
11-4 |
-2-2 |
-16.4% |
28-6 |
ATR |
15-7 |
16-5 |
0-6 |
4.9% |
0-0 |
Volume |
72,458 |
84,836 |
12,378 |
17.1% |
260,575 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-0 |
743-0 |
720-3 |
|
R3 |
737-4 |
731-4 |
717-1 |
|
R2 |
726-0 |
726-0 |
716-1 |
|
R1 |
720-0 |
720-0 |
715-0 |
717-2 |
PP |
714-4 |
714-4 |
714-4 |
713-1 |
S1 |
708-4 |
708-4 |
713-0 |
705-6 |
S2 |
703-0 |
703-0 |
711-7 |
|
S3 |
691-4 |
697-0 |
710-7 |
|
S4 |
680-0 |
685-4 |
707-5 |
|
|
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 |
720-4 |
665-6 |
54-6 |
7.7% |
10-6 |
1.5% |
88% |
True |
False |
73,678 |
10 |
720-4 |
665-6 |
54-6 |
7.7% |
11-5 |
1.6% |
88% |
True |
False |
67,651 |
20 |
720-4 |
619-2 |
101-2 |
14.2% |
13-2 |
1.9% |
94% |
True |
False |
70,416 |
40 |
720-4 |
619-2 |
101-2 |
14.2% |
14-1 |
2.0% |
94% |
True |
False |
68,108 |
60 |
720-4 |
548-0 |
172-4 |
24.2% |
13-1 |
1.8% |
96% |
True |
False |
63,523 |
80 |
720-4 |
548-0 |
172-4 |
24.2% |
12-7 |
1.8% |
96% |
True |
False |
56,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
769-3 |
2.618 |
750-5 |
1.618 |
739-1 |
1.000 |
732-0 |
0.618 |
727-5 |
HIGH |
720-4 |
0.618 |
716-1 |
0.500 |
714-6 |
0.382 |
713-3 |
LOW |
709-0 |
0.618 |
701-7 |
1.000 |
697-4 |
1.618 |
690-3 |
2.618 |
678-7 |
4.250 |
660-1 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
714-6 |
707-6 |
PP |
714-4 |
701-4 |
S1 |
714-2 |
695-2 |
|