CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
627-0 |
637-0 |
10-0 |
1.6% |
659-0 |
High |
632-4 |
656-4 |
24-0 |
3.8% |
683-4 |
Low |
620-4 |
636-0 |
15-4 |
2.5% |
622-0 |
Close |
626-6 |
653-0 |
26-2 |
4.2% |
632-0 |
Range |
12-0 |
20-4 |
8-4 |
70.8% |
61-4 |
ATR |
19-0 |
19-6 |
0-6 |
4.0% |
0-0 |
Volume |
118,503 |
128,081 |
9,578 |
8.1% |
704,412 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710-0 |
702-0 |
664-2 |
|
R3 |
689-4 |
681-4 |
658-5 |
|
R2 |
669-0 |
669-0 |
656-6 |
|
R1 |
661-0 |
661-0 |
654-7 |
665-0 |
PP |
648-4 |
648-4 |
648-4 |
650-4 |
S1 |
640-4 |
640-4 |
651-1 |
644-4 |
S2 |
628-0 |
628-0 |
649-2 |
|
S3 |
607-4 |
620-0 |
647-3 |
|
S4 |
587-0 |
599-4 |
641-6 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830-3 |
792-5 |
665-7 |
|
R3 |
768-7 |
731-1 |
648-7 |
|
R2 |
707-3 |
707-3 |
643-2 |
|
R1 |
669-5 |
669-5 |
637-5 |
657-6 |
PP |
645-7 |
645-7 |
645-7 |
639-7 |
S1 |
608-1 |
608-1 |
626-3 |
596-2 |
S2 |
584-3 |
584-3 |
620-6 |
|
S3 |
522-7 |
546-5 |
615-1 |
|
S4 |
461-3 |
485-1 |
598-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
674-4 |
620-4 |
54-0 |
8.3% |
21-7 |
3.4% |
60% |
False |
False |
153,071 |
10 |
687-0 |
620-4 |
66-4 |
10.2% |
19-1 |
2.9% |
49% |
False |
False |
130,917 |
20 |
720-4 |
620-4 |
100-0 |
15.3% |
15-3 |
2.4% |
33% |
False |
False |
104,069 |
40 |
720-4 |
619-2 |
101-2 |
15.5% |
15-0 |
2.3% |
33% |
False |
False |
86,894 |
60 |
720-4 |
619-2 |
101-2 |
15.5% |
14-3 |
2.2% |
33% |
False |
False |
78,729 |
80 |
720-4 |
548-0 |
172-4 |
26.4% |
13-7 |
2.1% |
61% |
False |
False |
71,199 |
100 |
720-4 |
548-0 |
172-4 |
26.4% |
13-1 |
2.0% |
61% |
False |
False |
63,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
743-5 |
2.618 |
710-1 |
1.618 |
689-5 |
1.000 |
677-0 |
0.618 |
669-1 |
HIGH |
656-4 |
0.618 |
648-5 |
0.500 |
646-2 |
0.382 |
643-7 |
LOW |
636-0 |
0.618 |
623-3 |
1.000 |
615-4 |
1.618 |
602-7 |
2.618 |
582-3 |
4.250 |
548-7 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
650-6 |
648-1 |
PP |
648-4 |
643-3 |
S1 |
646-2 |
638-4 |
|