CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
620-4 |
581-0 |
-39-4 |
-6.4% |
627-0 |
High |
620-4 |
602-4 |
-18-0 |
-2.9% |
671-4 |
Low |
620-4 |
576-0 |
-44-4 |
-7.2% |
576-0 |
Close |
620-4 |
596-6 |
-23-6 |
-3.8% |
596-6 |
Range |
0-0 |
26-4 |
26-4 |
|
95-4 |
ATR |
20-7 |
22-5 |
1-5 |
8.1% |
0-0 |
Volume |
173,319 |
83,673 |
-89,646 |
-51.7% |
649,958 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
671-2 |
660-4 |
611-3 |
|
R3 |
644-6 |
634-0 |
604-0 |
|
R2 |
618-2 |
618-2 |
601-5 |
|
R1 |
607-4 |
607-4 |
599-1 |
612-7 |
PP |
591-6 |
591-6 |
591-6 |
594-4 |
S1 |
581-0 |
581-0 |
594-3 |
586-3 |
S2 |
565-2 |
565-2 |
591-7 |
|
S3 |
538-6 |
554-4 |
589-4 |
|
S4 |
512-2 |
528-0 |
582-1 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901-2 |
844-4 |
649-2 |
|
R3 |
805-6 |
749-0 |
623-0 |
|
R2 |
710-2 |
710-2 |
614-2 |
|
R1 |
653-4 |
653-4 |
605-4 |
634-1 |
PP |
614-6 |
614-6 |
614-6 |
605-0 |
S1 |
558-0 |
558-0 |
588-0 |
538-5 |
S2 |
519-2 |
519-2 |
579-2 |
|
S3 |
423-6 |
462-4 |
570-4 |
|
S4 |
328-2 |
367-0 |
544-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-4 |
576-0 |
95-4 |
16.0% |
16-7 |
2.8% |
22% |
False |
True |
129,991 |
10 |
683-4 |
576-0 |
107-4 |
18.0% |
18-1 |
3.0% |
19% |
False |
True |
135,437 |
20 |
720-4 |
576-0 |
144-4 |
24.2% |
16-0 |
2.7% |
14% |
False |
True |
113,857 |
40 |
720-4 |
576-0 |
144-4 |
24.2% |
15-3 |
2.6% |
14% |
False |
True |
92,258 |
60 |
720-4 |
576-0 |
144-4 |
24.2% |
14-7 |
2.5% |
14% |
False |
True |
81,749 |
80 |
720-4 |
548-0 |
172-4 |
28.9% |
14-1 |
2.4% |
28% |
False |
False |
74,911 |
100 |
720-4 |
548-0 |
172-4 |
28.9% |
13-4 |
2.3% |
28% |
False |
False |
66,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
715-1 |
2.618 |
671-7 |
1.618 |
645-3 |
1.000 |
629-0 |
0.618 |
618-7 |
HIGH |
602-4 |
0.618 |
592-3 |
0.500 |
589-2 |
0.382 |
586-1 |
LOW |
576-0 |
0.618 |
559-5 |
1.000 |
549-4 |
1.618 |
533-1 |
2.618 |
506-5 |
4.250 |
463-3 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
594-2 |
623-6 |
PP |
591-6 |
614-6 |
S1 |
589-2 |
605-6 |
|