CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
692-0 |
704-0 |
12-0 |
1.7% |
691-2 |
High |
705-0 |
704-2 |
-0-6 |
-0.1% |
705-0 |
Low |
692-0 |
694-0 |
2-0 |
0.3% |
679-0 |
Close |
705-4 |
697-2 |
-8-2 |
-1.2% |
697-2 |
Range |
13-0 |
10-2 |
-2-6 |
-21.2% |
26-0 |
ATR |
14-2 |
14-1 |
-0-2 |
-1.4% |
0-0 |
Volume |
4,521 |
7,099 |
2,578 |
57.0% |
17,981 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
729-2 |
723-4 |
702-7 |
|
R3 |
719-0 |
713-2 |
700-1 |
|
R2 |
708-6 |
708-6 |
699-1 |
|
R1 |
703-0 |
703-0 |
698-2 |
700-6 |
PP |
698-4 |
698-4 |
698-4 |
697-3 |
S1 |
692-6 |
692-6 |
696-2 |
690-4 |
S2 |
688-2 |
688-2 |
695-3 |
|
S3 |
678-0 |
682-4 |
694-3 |
|
S4 |
667-6 |
672-2 |
691-5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
771-6 |
760-4 |
711-4 |
|
R3 |
745-6 |
734-4 |
704-3 |
|
R2 |
719-6 |
719-6 |
702-0 |
|
R1 |
708-4 |
708-4 |
699-5 |
714-1 |
PP |
693-6 |
693-6 |
693-6 |
696-4 |
S1 |
682-4 |
682-4 |
694-7 |
688-1 |
S2 |
667-6 |
667-6 |
692-4 |
|
S3 |
641-6 |
656-4 |
690-1 |
|
S4 |
615-6 |
630-4 |
683-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
747-6 |
2.618 |
731-1 |
1.618 |
720-7 |
1.000 |
714-4 |
0.618 |
710-5 |
HIGH |
704-2 |
0.618 |
700-3 |
0.500 |
699-1 |
0.382 |
697-7 |
LOW |
694-0 |
0.618 |
687-5 |
1.000 |
683-6 |
1.618 |
677-3 |
2.618 |
667-1 |
4.250 |
650-4 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
699-1 |
695-5 |
PP |
698-4 |
694-1 |
S1 |
697-7 |
692-4 |
|