CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
659-0 |
676-2 |
17-2 |
2.6% |
707-4 |
| High |
665-0 |
683-4 |
18-4 |
2.8% |
708-0 |
| Low |
653-4 |
675-0 |
21-4 |
3.3% |
649-4 |
| Close |
660-4 |
680-2 |
19-6 |
3.0% |
660-0 |
| Range |
11-4 |
8-4 |
-3-0 |
-26.1% |
58-4 |
| ATR |
17-2 |
17-5 |
0-3 |
2.4% |
0-0 |
| Volume |
106,296 |
79,343 |
-26,953 |
-25.4% |
517,204 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-1 |
701-1 |
684-7 |
|
| R3 |
696-5 |
692-5 |
682-5 |
|
| R2 |
688-1 |
688-1 |
681-6 |
|
| R1 |
684-1 |
684-1 |
681-0 |
686-1 |
| PP |
679-5 |
679-5 |
679-5 |
680-4 |
| S1 |
675-5 |
675-5 |
679-4 |
677-5 |
| S2 |
671-1 |
671-1 |
678-6 |
|
| S3 |
662-5 |
667-1 |
677-7 |
|
| S4 |
654-1 |
658-5 |
675-5 |
|
|
| 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 |
687-0 |
649-4 |
37-4 |
5.5% |
16-4 |
2.4% |
82% |
False |
False |
108,763 |
| 10 |
720-4 |
649-4 |
71-0 |
10.4% |
14-3 |
2.1% |
43% |
False |
False |
97,783 |
| 20 |
720-4 |
649-4 |
71-0 |
10.4% |
13-2 |
2.0% |
43% |
False |
False |
82,338 |
| 40 |
720-4 |
619-2 |
101-2 |
14.9% |
14-2 |
2.1% |
60% |
False |
False |
76,607 |
| 60 |
720-4 |
592-0 |
128-4 |
18.9% |
13-3 |
2.0% |
69% |
False |
False |
70,030 |
| 80 |
720-4 |
548-0 |
172-4 |
25.4% |
13-0 |
1.9% |
77% |
False |
False |
63,565 |
| 100 |
720-4 |
548-0 |
172-4 |
25.4% |
12-4 |
1.8% |
77% |
False |
False |
57,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719-5 |
|
2.618 |
705-6 |
|
1.618 |
697-2 |
|
1.000 |
692-0 |
|
0.618 |
688-6 |
|
HIGH |
683-4 |
|
0.618 |
680-2 |
|
0.500 |
679-2 |
|
0.382 |
678-2 |
|
LOW |
675-0 |
|
0.618 |
669-6 |
|
1.000 |
666-4 |
|
1.618 |
661-2 |
|
2.618 |
652-6 |
|
4.250 |
638-7 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
679-7 |
675-5 |
| PP |
679-5 |
671-1 |
| S1 |
679-2 |
666-4 |
|