CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
668-2 |
690-4 |
22-2 |
3.3% |
717-4 |
High |
676-0 |
693-2 |
17-2 |
2.6% |
717-4 |
Low |
668-2 |
688-0 |
19-6 |
3.0% |
662-6 |
Close |
673-0 |
692-4 |
19-4 |
2.9% |
671-6 |
Range |
7-6 |
5-2 |
-2-4 |
-32.3% |
54-6 |
ATR |
15-3 |
15-6 |
0-3 |
2.2% |
0-0 |
Volume |
9,277 |
5,929 |
-3,348 |
-36.1% |
50,564 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-0 |
705-0 |
695-3 |
|
R3 |
701-6 |
699-6 |
694-0 |
|
R2 |
696-4 |
696-4 |
693-4 |
|
R1 |
694-4 |
694-4 |
693-0 |
695-4 |
PP |
691-2 |
691-2 |
691-2 |
691-6 |
S1 |
689-2 |
689-2 |
692-0 |
690-2 |
S2 |
686-0 |
686-0 |
691-4 |
|
S3 |
680-6 |
684-0 |
691-0 |
|
S4 |
675-4 |
678-6 |
689-5 |
|
|
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 |
715-4 |
2.618 |
707-0 |
1.618 |
701-6 |
1.000 |
698-4 |
0.618 |
696-4 |
HIGH |
693-2 |
0.618 |
691-2 |
0.500 |
690-5 |
0.382 |
690-0 |
LOW |
688-0 |
0.618 |
684-6 |
1.000 |
682-6 |
1.618 |
679-4 |
2.618 |
674-2 |
4.250 |
665-6 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
691-7 |
687-5 |
PP |
691-2 |
682-7 |
S1 |
690-5 |
678-0 |
|