CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
691-2 |
681-0 |
-10-2 |
-1.5% |
671-2 |
| High |
691-2 |
690-0 |
-1-2 |
-0.2% |
695-0 |
| Low |
679-0 |
680-0 |
1-0 |
0.1% |
667-4 |
| Close |
683-4 |
691-0 |
7-4 |
1.1% |
695-0 |
| Range |
12-2 |
10-0 |
-2-2 |
-18.4% |
27-4 |
| ATR |
14-5 |
14-3 |
-0-3 |
-2.3% |
0-0 |
| Volume |
3,422 |
2,939 |
-483 |
-14.1% |
26,388 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717-0 |
714-0 |
696-4 |
|
| R3 |
707-0 |
704-0 |
693-6 |
|
| R2 |
697-0 |
697-0 |
692-7 |
|
| R1 |
694-0 |
694-0 |
691-7 |
695-4 |
| PP |
687-0 |
687-0 |
687-0 |
687-6 |
| S1 |
684-0 |
684-0 |
690-1 |
685-4 |
| S2 |
677-0 |
677-0 |
689-1 |
|
| S3 |
667-0 |
674-0 |
688-2 |
|
| S4 |
657-0 |
664-0 |
685-4 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-3 |
759-1 |
710-1 |
|
| R3 |
740-7 |
731-5 |
702-4 |
|
| R2 |
713-3 |
713-3 |
700-0 |
|
| R1 |
704-1 |
704-1 |
697-4 |
708-6 |
| PP |
685-7 |
685-7 |
685-7 |
688-1 |
| S1 |
676-5 |
676-5 |
692-4 |
681-2 |
| S2 |
658-3 |
658-3 |
690-0 |
|
| S3 |
630-7 |
649-1 |
687-4 |
|
| S4 |
603-3 |
621-5 |
679-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-4 |
|
2.618 |
716-1 |
|
1.618 |
706-1 |
|
1.000 |
700-0 |
|
0.618 |
696-1 |
|
HIGH |
690-0 |
|
0.618 |
686-1 |
|
0.500 |
685-0 |
|
0.382 |
683-7 |
|
LOW |
680-0 |
|
0.618 |
673-7 |
|
1.000 |
670-0 |
|
1.618 |
663-7 |
|
2.618 |
653-7 |
|
4.250 |
637-4 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
689-0 |
689-5 |
| PP |
687-0 |
688-3 |
| S1 |
685-0 |
687-0 |
|