CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 29-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
637-0 |
671-0 |
34-0 |
5.3% |
659-0 |
High |
656-4 |
671-4 |
15-0 |
2.3% |
683-4 |
Low |
636-0 |
646-0 |
10-0 |
1.6% |
622-0 |
Close |
653-0 |
650-4 |
-2-4 |
-0.4% |
632-0 |
Range |
20-4 |
25-4 |
5-0 |
24.4% |
61-4 |
ATR |
19-6 |
20-2 |
0-3 |
2.1% |
0-0 |
Volume |
128,081 |
146,382 |
18,301 |
14.3% |
704,412 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-4 |
717-0 |
664-4 |
|
R3 |
707-0 |
691-4 |
657-4 |
|
R2 |
681-4 |
681-4 |
655-1 |
|
R1 |
666-0 |
666-0 |
652-7 |
661-0 |
PP |
656-0 |
656-0 |
656-0 |
653-4 |
S1 |
640-4 |
640-4 |
648-1 |
635-4 |
S2 |
630-4 |
630-4 |
645-7 |
|
S3 |
605-0 |
615-0 |
643-4 |
|
S4 |
579-4 |
589-4 |
636-4 |
|
|
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 |
671-4 |
620-4 |
51-0 |
7.8% |
22-1 |
3.4% |
59% |
True |
False |
158,579 |
10 |
683-4 |
620-4 |
63-0 |
9.7% |
18-7 |
2.9% |
48% |
False |
False |
135,397 |
20 |
720-4 |
620-4 |
100-0 |
15.4% |
16-0 |
2.5% |
30% |
False |
False |
108,561 |
40 |
720-4 |
619-2 |
101-2 |
15.6% |
15-2 |
2.3% |
31% |
False |
False |
88,884 |
60 |
720-4 |
619-2 |
101-2 |
15.6% |
14-6 |
2.3% |
31% |
False |
False |
79,432 |
80 |
720-4 |
548-0 |
172-4 |
26.5% |
14-0 |
2.2% |
59% |
False |
False |
72,691 |
100 |
720-4 |
548-0 |
172-4 |
26.5% |
13-3 |
2.0% |
59% |
False |
False |
65,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
779-7 |
2.618 |
738-2 |
1.618 |
712-6 |
1.000 |
697-0 |
0.618 |
687-2 |
HIGH |
671-4 |
0.618 |
661-6 |
0.500 |
658-6 |
0.382 |
655-6 |
LOW |
646-0 |
0.618 |
630-2 |
1.000 |
620-4 |
1.618 |
604-6 |
2.618 |
579-2 |
4.250 |
537-5 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
658-6 |
649-0 |
PP |
656-0 |
647-4 |
S1 |
653-2 |
646-0 |
|