CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
704-0 |
684-4 |
-19-4 |
-2.8% |
691-2 |
High |
704-2 |
684-4 |
-19-6 |
-2.8% |
705-0 |
Low |
694-0 |
678-4 |
-15-4 |
-2.2% |
679-0 |
Close |
697-2 |
678-0 |
-19-2 |
-2.8% |
697-2 |
Range |
10-2 |
6-0 |
-4-2 |
-41.5% |
26-0 |
ATR |
14-1 |
14-3 |
0-3 |
2.4% |
0-0 |
Volume |
7,099 |
6,384 |
-715 |
-10.1% |
17,981 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-3 |
694-1 |
681-2 |
|
R3 |
692-3 |
688-1 |
679-5 |
|
R2 |
686-3 |
686-3 |
679-1 |
|
R1 |
682-1 |
682-1 |
678-4 |
681-2 |
PP |
680-3 |
680-3 |
680-3 |
679-7 |
S1 |
676-1 |
676-1 |
677-4 |
675-2 |
S2 |
674-3 |
674-3 |
676-7 |
|
S3 |
668-3 |
670-1 |
676-3 |
|
S4 |
662-3 |
664-1 |
674-6 |
|
|
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 |
710-0 |
2.618 |
700-2 |
1.618 |
694-2 |
1.000 |
690-4 |
0.618 |
688-2 |
HIGH |
684-4 |
0.618 |
682-2 |
0.500 |
681-4 |
0.382 |
680-6 |
LOW |
678-4 |
0.618 |
674-6 |
1.000 |
672-4 |
1.618 |
668-6 |
2.618 |
662-6 |
4.250 |
653-0 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
681-4 |
691-6 |
PP |
680-3 |
687-1 |
S1 |
679-1 |
682-5 |
|