CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
671-0 |
620-4 |
-50-4 |
-7.5% |
659-0 |
High |
671-4 |
620-4 |
-51-0 |
-7.6% |
683-4 |
Low |
646-0 |
620-4 |
-25-4 |
-3.9% |
622-0 |
Close |
650-4 |
620-4 |
-30-0 |
-4.6% |
632-0 |
Range |
25-4 |
0-0 |
-25-4 |
-100.0% |
61-4 |
ATR |
20-2 |
20-7 |
0-6 |
3.5% |
0-0 |
Volume |
146,382 |
173,319 |
26,937 |
18.4% |
704,412 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-4 |
620-4 |
620-4 |
|
R3 |
620-4 |
620-4 |
620-4 |
|
R2 |
620-4 |
620-4 |
620-4 |
|
R1 |
620-4 |
620-4 |
620-4 |
620-4 |
PP |
620-4 |
620-4 |
620-4 |
620-4 |
S1 |
620-4 |
620-4 |
620-4 |
620-4 |
S2 |
620-4 |
620-4 |
620-4 |
|
S3 |
620-4 |
620-4 |
620-4 |
|
S4 |
620-4 |
620-4 |
620-4 |
|
|
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 |
8.2% |
16-1 |
2.6% |
0% |
False |
True |
156,233 |
10 |
683-4 |
620-4 |
63-0 |
10.2% |
16-7 |
2.7% |
0% |
False |
True |
138,767 |
20 |
720-4 |
620-4 |
100-0 |
16.1% |
15-3 |
2.5% |
0% |
False |
True |
113,699 |
40 |
720-4 |
619-2 |
101-2 |
16.3% |
14-7 |
2.4% |
1% |
False |
False |
91,383 |
60 |
720-4 |
619-2 |
101-2 |
16.3% |
14-4 |
2.3% |
1% |
False |
False |
81,224 |
80 |
720-4 |
548-0 |
172-4 |
27.8% |
13-7 |
2.2% |
42% |
False |
False |
74,465 |
100 |
720-4 |
548-0 |
172-4 |
27.8% |
13-2 |
2.1% |
42% |
False |
False |
66,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-4 |
2.618 |
620-4 |
1.618 |
620-4 |
1.000 |
620-4 |
0.618 |
620-4 |
HIGH |
620-4 |
0.618 |
620-4 |
0.500 |
620-4 |
0.382 |
620-4 |
LOW |
620-4 |
0.618 |
620-4 |
1.000 |
620-4 |
1.618 |
620-4 |
2.618 |
620-4 |
4.250 |
620-4 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
620-4 |
646-0 |
PP |
620-4 |
637-4 |
S1 |
620-4 |
629-0 |
|