CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
681-0 |
692-0 |
11-0 |
1.6% |
671-2 |
| High |
690-0 |
705-0 |
15-0 |
2.2% |
695-0 |
| Low |
680-0 |
692-0 |
12-0 |
1.8% |
667-4 |
| Close |
691-0 |
705-4 |
14-4 |
2.1% |
695-0 |
| Range |
10-0 |
13-0 |
3-0 |
30.0% |
27-4 |
| ATR |
14-3 |
14-2 |
0-0 |
-0.2% |
0-0 |
| Volume |
2,939 |
4,521 |
1,582 |
53.8% |
26,388 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739-7 |
735-5 |
712-5 |
|
| R3 |
726-7 |
722-5 |
709-1 |
|
| R2 |
713-7 |
713-7 |
707-7 |
|
| R1 |
709-5 |
709-5 |
706-6 |
711-6 |
| PP |
700-7 |
700-7 |
700-7 |
701-7 |
| S1 |
696-5 |
696-5 |
704-2 |
698-6 |
| S2 |
687-7 |
687-7 |
703-1 |
|
| S3 |
674-7 |
683-5 |
701-7 |
|
| S4 |
661-7 |
670-5 |
698-3 |
|
|
| 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 |
760-2 |
|
2.618 |
739-0 |
|
1.618 |
726-0 |
|
1.000 |
718-0 |
|
0.618 |
713-0 |
|
HIGH |
705-0 |
|
0.618 |
700-0 |
|
0.500 |
698-4 |
|
0.382 |
697-0 |
|
LOW |
692-0 |
|
0.618 |
684-0 |
|
1.000 |
679-0 |
|
1.618 |
671-0 |
|
2.618 |
658-0 |
|
4.250 |
636-6 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
703-1 |
701-0 |
| PP |
700-7 |
696-4 |
| S1 |
698-4 |
692-0 |
|