CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
606-2 |
606-0 |
-0-2 |
0.0% |
627-0 |
High |
615-0 |
616-6 |
1-6 |
0.3% |
671-4 |
Low |
600-4 |
604-0 |
3-4 |
0.6% |
576-0 |
Close |
612-4 |
608-4 |
-4-0 |
-0.7% |
596-6 |
Range |
14-4 |
12-6 |
-1-6 |
-12.1% |
95-4 |
ATR |
22-2 |
21-5 |
-0-5 |
-3.1% |
0-0 |
Volume |
230,888 |
127,791 |
-103,097 |
-44.7% |
649,958 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-0 |
641-0 |
615-4 |
|
R3 |
635-2 |
628-2 |
612-0 |
|
R2 |
622-4 |
622-4 |
610-7 |
|
R1 |
615-4 |
615-4 |
609-5 |
619-0 |
PP |
609-6 |
609-6 |
609-6 |
611-4 |
S1 |
602-6 |
602-6 |
607-3 |
606-2 |
S2 |
597-0 |
597-0 |
606-1 |
|
S3 |
584-2 |
590-0 |
605-0 |
|
S4 |
571-4 |
577-2 |
601-4 |
|
|
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 |
15.7% |
15-7 |
2.6% |
34% |
False |
False |
152,410 |
10 |
674-4 |
576-0 |
98-4 |
16.2% |
18-7 |
3.1% |
33% |
False |
False |
152,741 |
20 |
720-4 |
576-0 |
144-4 |
23.7% |
16-5 |
2.7% |
22% |
False |
False |
125,262 |
40 |
720-4 |
576-0 |
144-4 |
23.7% |
15-0 |
2.5% |
22% |
False |
False |
97,216 |
60 |
720-4 |
576-0 |
144-4 |
23.7% |
15-0 |
2.5% |
22% |
False |
False |
86,123 |
80 |
720-4 |
548-0 |
172-4 |
28.3% |
14-1 |
2.3% |
35% |
False |
False |
78,008 |
100 |
720-4 |
548-0 |
172-4 |
28.3% |
13-5 |
2.2% |
35% |
False |
False |
69,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-0 |
2.618 |
650-1 |
1.618 |
637-3 |
1.000 |
629-4 |
0.618 |
624-5 |
HIGH |
616-6 |
0.618 |
611-7 |
0.500 |
610-3 |
0.382 |
608-7 |
LOW |
604-0 |
0.618 |
596-1 |
1.000 |
591-2 |
1.618 |
583-3 |
2.618 |
570-5 |
4.250 |
549-6 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
610-3 |
604-4 |
PP |
609-6 |
600-3 |
S1 |
609-1 |
596-3 |
|