CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
720-0 |
703-4 |
-16-4 |
-2.3% |
674-0 |
High |
720-4 |
714-0 |
-6-4 |
-0.9% |
720-4 |
Low |
709-0 |
703-4 |
-5-4 |
-0.8% |
665-6 |
Close |
714-0 |
712-4 |
-1-4 |
-0.2% |
712-4 |
Range |
11-4 |
10-4 |
-1-0 |
-8.7% |
54-6 |
ATR |
16-5 |
16-2 |
-0-4 |
-2.6% |
0-0 |
Volume |
84,836 |
117,698 |
32,862 |
38.7% |
405,583 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-4 |
737-4 |
718-2 |
|
R3 |
731-0 |
727-0 |
715-3 |
|
R2 |
720-4 |
720-4 |
714-3 |
|
R1 |
716-4 |
716-4 |
713-4 |
718-4 |
PP |
710-0 |
710-0 |
710-0 |
711-0 |
S1 |
706-0 |
706-0 |
711-4 |
708-0 |
S2 |
699-4 |
699-4 |
710-5 |
|
S3 |
689-0 |
695-4 |
709-5 |
|
S4 |
678-4 |
685-0 |
706-6 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
863-7 |
842-7 |
742-5 |
|
R3 |
809-1 |
788-1 |
727-4 |
|
R2 |
754-3 |
754-3 |
722-4 |
|
R1 |
733-3 |
733-3 |
717-4 |
743-7 |
PP |
699-5 |
699-5 |
699-5 |
704-6 |
S1 |
678-5 |
678-5 |
707-4 |
689-1 |
S2 |
644-7 |
644-7 |
702-4 |
|
S3 |
590-1 |
623-7 |
697-4 |
|
S4 |
535-3 |
569-1 |
682-3 |
|
|
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% |
10-2 |
1.4% |
85% |
False |
False |
81,116 |
10 |
720-4 |
665-6 |
54-6 |
7.7% |
11-7 |
1.7% |
85% |
False |
False |
73,935 |
20 |
720-4 |
626-0 |
94-4 |
13.3% |
13-0 |
1.8% |
92% |
False |
False |
70,817 |
40 |
720-4 |
619-2 |
101-2 |
14.2% |
14-0 |
2.0% |
92% |
False |
False |
69,557 |
60 |
720-4 |
572-0 |
148-4 |
20.8% |
13-0 |
1.8% |
95% |
False |
False |
64,427 |
80 |
720-4 |
548-0 |
172-4 |
24.2% |
12-7 |
1.8% |
95% |
False |
False |
57,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
758-5 |
2.618 |
741-4 |
1.618 |
731-0 |
1.000 |
724-4 |
0.618 |
720-4 |
HIGH |
714-0 |
0.618 |
710-0 |
0.500 |
708-6 |
0.382 |
707-4 |
LOW |
703-4 |
0.618 |
697-0 |
1.000 |
693-0 |
1.618 |
686-4 |
2.618 |
676-0 |
4.250 |
658-7 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
711-2 |
708-2 |
PP |
710-0 |
704-0 |
S1 |
708-6 |
699-6 |
|