CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
672-6 |
624-0 |
-48-6 |
-7.2% |
707-4 |
High |
674-4 |
652-0 |
-22-4 |
-3.3% |
708-0 |
Low |
650-2 |
622-0 |
-28-2 |
-4.3% |
649-4 |
Close |
650-2 |
646-0 |
-4-2 |
-0.7% |
660-0 |
Range |
24-2 |
30-0 |
5-6 |
23.7% |
58-4 |
ATR |
18-4 |
19-3 |
0-7 |
4.4% |
0-0 |
Volume |
118,840 |
185,049 |
66,209 |
55.7% |
517,204 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730-0 |
718-0 |
662-4 |
|
R3 |
700-0 |
688-0 |
654-2 |
|
R2 |
670-0 |
670-0 |
651-4 |
|
R1 |
658-0 |
658-0 |
648-6 |
664-0 |
PP |
640-0 |
640-0 |
640-0 |
643-0 |
S1 |
628-0 |
628-0 |
643-2 |
634-0 |
S2 |
610-0 |
610-0 |
640-4 |
|
S3 |
580-0 |
598-0 |
637-6 |
|
S4 |
550-0 |
568-0 |
629-4 |
|
|
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 |
622-0 |
61-4 |
9.5% |
17-6 |
2.7% |
39% |
False |
True |
121,300 |
10 |
714-0 |
622-0 |
92-0 |
14.2% |
17-2 |
2.7% |
26% |
False |
True |
112,443 |
20 |
720-4 |
622-0 |
98-4 |
15.2% |
14-4 |
2.2% |
24% |
False |
True |
90,047 |
40 |
720-4 |
619-2 |
101-2 |
15.7% |
15-2 |
2.4% |
26% |
False |
False |
81,157 |
60 |
720-4 |
592-0 |
128-4 |
19.9% |
13-7 |
2.1% |
42% |
False |
False |
73,577 |
80 |
720-4 |
548-0 |
172-4 |
26.7% |
13-4 |
2.1% |
57% |
False |
False |
66,657 |
100 |
720-4 |
548-0 |
172-4 |
26.7% |
12-7 |
2.0% |
57% |
False |
False |
60,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
779-4 |
2.618 |
730-4 |
1.618 |
700-4 |
1.000 |
682-0 |
0.618 |
670-4 |
HIGH |
652-0 |
0.618 |
640-4 |
0.500 |
637-0 |
0.382 |
633-4 |
LOW |
622-0 |
0.618 |
603-4 |
1.000 |
592-0 |
1.618 |
573-4 |
2.618 |
543-4 |
4.250 |
494-4 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
643-0 |
652-6 |
PP |
640-0 |
650-4 |
S1 |
637-0 |
648-2 |
|