CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
661-0 |
658-4 |
-2-4 |
-0.4% |
707-4 |
High |
670-0 |
663-6 |
-6-2 |
-0.9% |
708-0 |
Low |
650-0 |
649-4 |
-0-4 |
-0.1% |
649-4 |
Close |
653-0 |
660-0 |
7-0 |
1.1% |
660-0 |
Range |
20-0 |
14-2 |
-5-6 |
-28.8% |
58-4 |
ATR |
17-7 |
17-5 |
-0-2 |
-1.5% |
0-0 |
Volume |
139,623 |
116,974 |
-22,649 |
-16.2% |
517,204 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-4 |
694-4 |
667-7 |
|
R3 |
686-2 |
680-2 |
663-7 |
|
R2 |
672-0 |
672-0 |
662-5 |
|
R1 |
666-0 |
666-0 |
661-2 |
669-0 |
PP |
657-6 |
657-6 |
657-6 |
659-2 |
S1 |
651-6 |
651-6 |
658-6 |
654-6 |
S2 |
643-4 |
643-4 |
657-3 |
|
S3 |
629-2 |
637-4 |
656-1 |
|
S4 |
615-0 |
623-2 |
652-1 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848-0 |
812-4 |
692-1 |
|
R3 |
789-4 |
754-0 |
676-1 |
|
R2 |
731-0 |
731-0 |
670-6 |
|
R1 |
695-4 |
695-4 |
665-3 |
684-0 |
PP |
672-4 |
672-4 |
672-4 |
666-6 |
S1 |
637-0 |
637-0 |
654-5 |
625-4 |
S2 |
614-0 |
614-0 |
649-2 |
|
S3 |
555-4 |
578-4 |
643-7 |
|
S4 |
497-0 |
520-0 |
627-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
708-0 |
649-4 |
58-4 |
8.9% |
17-5 |
2.7% |
18% |
False |
True |
103,440 |
10 |
720-4 |
649-4 |
71-0 |
10.8% |
14-0 |
2.1% |
15% |
False |
True |
92,278 |
20 |
720-4 |
649-4 |
71-0 |
10.8% |
13-7 |
2.1% |
15% |
False |
True |
78,763 |
40 |
720-4 |
619-2 |
101-2 |
15.3% |
14-2 |
2.2% |
40% |
False |
False |
75,051 |
60 |
720-4 |
592-0 |
128-4 |
19.5% |
13-3 |
2.0% |
53% |
False |
False |
68,267 |
80 |
720-4 |
548-0 |
172-4 |
26.1% |
13-1 |
2.0% |
65% |
False |
False |
62,262 |
100 |
720-4 |
548-0 |
172-4 |
26.1% |
12-4 |
1.9% |
65% |
False |
False |
56,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-2 |
2.618 |
701-0 |
1.618 |
686-6 |
1.000 |
678-0 |
0.618 |
672-4 |
HIGH |
663-6 |
0.618 |
658-2 |
0.500 |
656-5 |
0.382 |
655-0 |
LOW |
649-4 |
0.618 |
640-6 |
1.000 |
635-2 |
1.618 |
626-4 |
2.618 |
612-2 |
4.250 |
589-0 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
658-7 |
668-2 |
PP |
657-6 |
665-4 |
S1 |
656-5 |
662-6 |
|