CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
658-4 |
659-0 |
0-4 |
0.1% |
707-4 |
High |
663-6 |
665-0 |
1-2 |
0.2% |
708-0 |
Low |
649-4 |
653-4 |
4-0 |
0.6% |
649-4 |
Close |
660-0 |
660-4 |
0-4 |
0.1% |
660-0 |
Range |
14-2 |
11-4 |
-2-6 |
-19.3% |
58-4 |
ATR |
17-5 |
17-2 |
-0-4 |
-2.5% |
0-0 |
Volume |
116,974 |
106,296 |
-10,678 |
-9.1% |
517,204 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-1 |
688-7 |
666-7 |
|
R3 |
682-5 |
677-3 |
663-5 |
|
R2 |
671-1 |
671-1 |
662-5 |
|
R1 |
665-7 |
665-7 |
661-4 |
668-4 |
PP |
659-5 |
659-5 |
659-5 |
661-0 |
S1 |
654-3 |
654-3 |
659-4 |
657-0 |
S2 |
648-1 |
648-1 |
658-3 |
|
S3 |
636-5 |
642-7 |
657-3 |
|
S4 |
625-1 |
631-3 |
654-1 |
|
|
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 |
693-0 |
649-4 |
43-4 |
6.6% |
18-3 |
2.8% |
25% |
False |
False |
108,119 |
10 |
720-4 |
649-4 |
71-0 |
10.7% |
14-2 |
2.1% |
15% |
False |
False |
97,053 |
20 |
720-4 |
649-4 |
71-0 |
10.7% |
13-5 |
2.1% |
15% |
False |
False |
80,956 |
40 |
720-4 |
619-2 |
101-2 |
15.3% |
14-2 |
2.2% |
41% |
False |
False |
75,701 |
60 |
720-4 |
592-0 |
128-4 |
19.5% |
13-4 |
2.0% |
53% |
False |
False |
69,510 |
80 |
720-4 |
548-0 |
172-4 |
26.1% |
13-1 |
2.0% |
65% |
False |
False |
62,928 |
100 |
720-4 |
548-0 |
172-4 |
26.1% |
12-4 |
1.9% |
65% |
False |
False |
57,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
713-7 |
2.618 |
695-1 |
1.618 |
683-5 |
1.000 |
676-4 |
0.618 |
672-1 |
HIGH |
665-0 |
0.618 |
660-5 |
0.500 |
659-2 |
0.382 |
657-7 |
LOW |
653-4 |
0.618 |
646-3 |
1.000 |
642-0 |
1.618 |
634-7 |
2.618 |
623-3 |
4.250 |
604-5 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
660-1 |
660-2 |
PP |
659-5 |
660-0 |
S1 |
659-2 |
659-6 |
|