CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
670-0 |
668-2 |
-1-6 |
-0.3% |
717-4 |
High |
673-0 |
676-0 |
3-0 |
0.4% |
717-4 |
Low |
662-6 |
668-2 |
5-4 |
0.8% |
662-6 |
Close |
671-6 |
673-0 |
1-2 |
0.2% |
671-6 |
Range |
10-2 |
7-6 |
-2-4 |
-24.4% |
54-6 |
ATR |
16-0 |
15-3 |
-0-5 |
-3.7% |
0-0 |
Volume |
8,829 |
9,277 |
448 |
5.1% |
50,564 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-5 |
692-1 |
677-2 |
|
R3 |
687-7 |
684-3 |
675-1 |
|
R2 |
680-1 |
680-1 |
674-3 |
|
R1 |
676-5 |
676-5 |
673-6 |
678-3 |
PP |
672-3 |
672-3 |
672-3 |
673-2 |
S1 |
668-7 |
668-7 |
672-2 |
670-5 |
S2 |
664-5 |
664-5 |
671-5 |
|
S3 |
656-7 |
661-1 |
670-7 |
|
S4 |
649-1 |
653-3 |
668-6 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848-2 |
814-6 |
701-7 |
|
R3 |
793-4 |
760-0 |
686-6 |
|
R2 |
738-6 |
738-6 |
681-6 |
|
R1 |
705-2 |
705-2 |
676-6 |
694-5 |
PP |
684-0 |
684-0 |
684-0 |
678-6 |
S1 |
650-4 |
650-4 |
666-6 |
639-7 |
S2 |
629-2 |
629-2 |
661-6 |
|
S3 |
574-4 |
595-6 |
656-6 |
|
S4 |
519-6 |
541-0 |
641-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-0 |
2.618 |
696-2 |
1.618 |
688-4 |
1.000 |
683-6 |
0.618 |
680-6 |
HIGH |
676-0 |
0.618 |
673-0 |
0.500 |
672-1 |
0.382 |
671-2 |
LOW |
668-2 |
0.618 |
663-4 |
1.000 |
660-4 |
1.618 |
655-6 |
2.618 |
648-0 |
4.250 |
635-2 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
672-6 |
672-4 |
PP |
672-3 |
671-7 |
S1 |
672-1 |
671-3 |
|