CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
676-2 |
672-6 |
-3-4 |
-0.5% |
707-4 |
High |
683-4 |
674-4 |
-9-0 |
-1.3% |
708-0 |
Low |
675-0 |
650-2 |
-24-6 |
-3.7% |
649-4 |
Close |
680-2 |
650-2 |
-30-0 |
-4.4% |
660-0 |
Range |
8-4 |
24-2 |
15-6 |
185.3% |
58-4 |
ATR |
17-5 |
18-4 |
0-7 |
5.0% |
0-0 |
Volume |
79,343 |
118,840 |
39,497 |
49.8% |
517,204 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731-1 |
714-7 |
663-5 |
|
R3 |
706-7 |
690-5 |
656-7 |
|
R2 |
682-5 |
682-5 |
654-6 |
|
R1 |
666-3 |
666-3 |
652-4 |
662-3 |
PP |
658-3 |
658-3 |
658-3 |
656-2 |
S1 |
642-1 |
642-1 |
648-0 |
638-1 |
S2 |
634-1 |
634-1 |
645-6 |
|
S3 |
609-7 |
617-7 |
643-5 |
|
S4 |
585-5 |
593-5 |
636-7 |
|
|
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 |
683-4 |
649-4 |
34-0 |
5.2% |
15-6 |
2.4% |
2% |
False |
False |
112,215 |
10 |
720-4 |
649-4 |
71-0 |
10.9% |
15-4 |
2.4% |
1% |
False |
False |
102,421 |
20 |
720-4 |
649-4 |
71-0 |
10.9% |
13-3 |
2.1% |
1% |
False |
False |
84,913 |
40 |
720-4 |
619-2 |
101-2 |
15.6% |
14-6 |
2.3% |
31% |
False |
False |
78,255 |
60 |
720-4 |
592-0 |
128-4 |
19.8% |
13-4 |
2.1% |
45% |
False |
False |
71,098 |
80 |
720-4 |
548-0 |
172-4 |
26.5% |
13-2 |
2.0% |
59% |
False |
False |
64,613 |
100 |
720-4 |
548-0 |
172-4 |
26.5% |
12-5 |
1.9% |
59% |
False |
False |
58,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
777-4 |
2.618 |
738-0 |
1.618 |
713-6 |
1.000 |
698-6 |
0.618 |
689-4 |
HIGH |
674-4 |
0.618 |
665-2 |
0.500 |
662-3 |
0.382 |
659-4 |
LOW |
650-2 |
0.618 |
635-2 |
1.000 |
626-0 |
1.618 |
611-0 |
2.618 |
586-6 |
4.250 |
547-2 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
662-3 |
666-7 |
PP |
658-3 |
661-3 |
S1 |
654-2 |
655-6 |
|