CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
684-4 |
683-2 |
-1-2 |
-0.2% |
691-2 |
High |
684-4 |
687-4 |
3-0 |
0.4% |
705-0 |
Low |
678-4 |
683-2 |
4-6 |
0.7% |
679-0 |
Close |
678-0 |
688-4 |
10-4 |
1.5% |
697-2 |
Range |
6-0 |
4-2 |
-1-6 |
-29.2% |
26-0 |
ATR |
14-3 |
14-1 |
-0-3 |
-2.4% |
0-0 |
Volume |
6,384 |
6,424 |
40 |
0.6% |
17,981 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-1 |
698-1 |
690-7 |
|
R3 |
694-7 |
693-7 |
689-5 |
|
R2 |
690-5 |
690-5 |
689-2 |
|
R1 |
689-5 |
689-5 |
688-7 |
690-1 |
PP |
686-3 |
686-3 |
686-3 |
686-6 |
S1 |
685-3 |
685-3 |
688-1 |
685-7 |
S2 |
682-1 |
682-1 |
687-6 |
|
S3 |
677-7 |
681-1 |
687-3 |
|
S4 |
673-5 |
676-7 |
686-1 |
|
|
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 |
705-4 |
2.618 |
698-5 |
1.618 |
694-3 |
1.000 |
691-6 |
0.618 |
690-1 |
HIGH |
687-4 |
0.618 |
685-7 |
0.500 |
685-3 |
0.382 |
684-7 |
LOW |
683-2 |
0.618 |
680-5 |
1.000 |
679-0 |
1.618 |
676-3 |
2.618 |
672-1 |
4.250 |
665-2 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
687-4 |
691-3 |
PP |
686-3 |
690-3 |
S1 |
685-3 |
689-4 |
|