CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
703-4 |
707-4 |
4-0 |
0.6% |
674-0 |
High |
714-0 |
708-0 |
-6-0 |
-0.8% |
720-4 |
Low |
703-4 |
700-0 |
-3-4 |
-0.5% |
665-6 |
Close |
712-4 |
704-4 |
-8-0 |
-1.1% |
712-4 |
Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
54-6 |
ATR |
16-2 |
16-0 |
-0-2 |
-1.6% |
0-0 |
Volume |
117,698 |
82,905 |
-34,793 |
-29.6% |
405,583 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-1 |
724-3 |
708-7 |
|
R3 |
720-1 |
716-3 |
706-6 |
|
R2 |
712-1 |
712-1 |
706-0 |
|
R1 |
708-3 |
708-3 |
705-2 |
706-2 |
PP |
704-1 |
704-1 |
704-1 |
703-1 |
S1 |
700-3 |
700-3 |
703-6 |
698-2 |
S2 |
696-1 |
696-1 |
703-0 |
|
S3 |
688-1 |
692-3 |
702-2 |
|
S4 |
680-1 |
684-3 |
700-1 |
|
|
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 |
670-0 |
50-4 |
7.2% |
10-0 |
1.4% |
68% |
False |
False |
85,987 |
10 |
720-4 |
665-6 |
54-6 |
7.8% |
11-3 |
1.6% |
71% |
False |
False |
74,906 |
20 |
720-4 |
633-4 |
87-0 |
12.3% |
12-6 |
1.8% |
82% |
False |
False |
70,634 |
40 |
720-4 |
619-2 |
101-2 |
14.4% |
13-6 |
1.9% |
84% |
False |
False |
70,219 |
60 |
720-4 |
589-0 |
131-4 |
18.7% |
13-0 |
1.8% |
88% |
False |
False |
64,423 |
80 |
720-4 |
548-0 |
172-4 |
24.5% |
12-7 |
1.8% |
91% |
False |
False |
58,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-0 |
2.618 |
729-0 |
1.618 |
721-0 |
1.000 |
716-0 |
0.618 |
713-0 |
HIGH |
708-0 |
0.618 |
705-0 |
0.500 |
704-0 |
0.382 |
703-0 |
LOW |
700-0 |
0.618 |
695-0 |
1.000 |
692-0 |
1.618 |
687-0 |
2.618 |
679-0 |
4.250 |
666-0 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
704-3 |
710-2 |
PP |
704-1 |
708-3 |
S1 |
704-0 |
706-3 |
|