CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
581-0 |
606-2 |
25-2 |
4.3% |
627-0 |
High |
602-4 |
615-0 |
12-4 |
2.1% |
671-4 |
Low |
576-0 |
600-4 |
24-4 |
4.3% |
576-0 |
Close |
596-6 |
612-4 |
15-6 |
2.6% |
596-6 |
Range |
26-4 |
14-4 |
-12-0 |
-45.3% |
95-4 |
ATR |
22-5 |
22-2 |
-0-2 |
-1.4% |
0-0 |
Volume |
83,673 |
230,888 |
147,215 |
175.9% |
649,958 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-7 |
647-1 |
620-4 |
|
R3 |
638-3 |
632-5 |
616-4 |
|
R2 |
623-7 |
623-7 |
615-1 |
|
R1 |
618-1 |
618-1 |
613-7 |
621-0 |
PP |
609-3 |
609-3 |
609-3 |
610-6 |
S1 |
603-5 |
603-5 |
611-1 |
606-4 |
S2 |
594-7 |
594-7 |
609-7 |
|
S3 |
580-3 |
589-1 |
608-4 |
|
S4 |
565-7 |
574-5 |
604-4 |
|
|
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 |
15.6% |
17-3 |
2.8% |
38% |
False |
False |
152,468 |
10 |
683-4 |
576-0 |
107-4 |
17.6% |
18-4 |
3.0% |
34% |
False |
False |
147,896 |
20 |
720-4 |
576-0 |
144-4 |
23.6% |
16-3 |
2.7% |
25% |
False |
False |
122,474 |
40 |
720-4 |
576-0 |
144-4 |
23.6% |
15-0 |
2.4% |
25% |
False |
False |
96,208 |
60 |
720-4 |
576-0 |
144-4 |
23.6% |
15-0 |
2.4% |
25% |
False |
False |
84,865 |
80 |
720-4 |
548-0 |
172-4 |
28.2% |
14-1 |
2.3% |
37% |
False |
False |
77,180 |
100 |
720-4 |
548-0 |
172-4 |
28.2% |
13-4 |
2.2% |
37% |
False |
False |
68,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
676-5 |
2.618 |
653-0 |
1.618 |
638-4 |
1.000 |
629-4 |
0.618 |
624-0 |
HIGH |
615-0 |
0.618 |
609-4 |
0.500 |
607-6 |
0.382 |
606-0 |
LOW |
600-4 |
0.618 |
591-4 |
1.000 |
586-0 |
1.618 |
577-0 |
2.618 |
562-4 |
4.250 |
538-7 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
610-7 |
607-6 |
PP |
609-3 |
603-0 |
S1 |
607-6 |
598-2 |
|