CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
690-4 |
684-6 |
-5-6 |
-0.8% |
717-4 |
High |
693-2 |
684-6 |
-8-4 |
-1.2% |
717-4 |
Low |
688-0 |
662-4 |
-25-4 |
-3.7% |
662-6 |
Close |
692-4 |
662-4 |
-30-0 |
-4.3% |
671-6 |
Range |
5-2 |
22-2 |
17-0 |
323.8% |
54-6 |
ATR |
15-6 |
16-6 |
1-0 |
6.5% |
0-0 |
Volume |
5,929 |
9,206 |
3,277 |
55.3% |
50,564 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-5 |
721-7 |
674-6 |
|
R3 |
714-3 |
699-5 |
668-5 |
|
R2 |
692-1 |
692-1 |
666-5 |
|
R1 |
677-3 |
677-3 |
664-4 |
673-5 |
PP |
669-7 |
669-7 |
669-7 |
668-0 |
S1 |
655-1 |
655-1 |
660-4 |
651-3 |
S2 |
647-5 |
647-5 |
658-3 |
|
S3 |
625-3 |
632-7 |
656-3 |
|
S4 |
603-1 |
610-5 |
650-2 |
|
|
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 |
779-2 |
2.618 |
743-0 |
1.618 |
720-6 |
1.000 |
707-0 |
0.618 |
698-4 |
HIGH |
684-6 |
0.618 |
676-2 |
0.500 |
673-5 |
0.382 |
671-0 |
LOW |
662-4 |
0.618 |
648-6 |
1.000 |
640-2 |
1.618 |
626-4 |
2.618 |
604-2 |
4.250 |
568-0 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
673-5 |
677-7 |
PP |
669-7 |
672-6 |
S1 |
666-2 |
667-5 |
|