CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 23-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
684-6 |
643-4 |
-41-2 |
-6.0% |
717-4 |
High |
684-6 |
663-0 |
-21-6 |
-3.2% |
717-4 |
Low |
662-4 |
633-6 |
-28-6 |
-4.3% |
662-6 |
Close |
662-4 |
657-6 |
-4-6 |
-0.7% |
671-6 |
Range |
22-2 |
29-2 |
7-0 |
31.5% |
54-6 |
ATR |
16-6 |
17-5 |
0-7 |
5.3% |
0-0 |
Volume |
9,206 |
16,503 |
7,297 |
79.3% |
50,564 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
739-2 |
727-6 |
673-7 |
|
R3 |
710-0 |
698-4 |
665-6 |
|
R2 |
680-6 |
680-6 |
663-1 |
|
R1 |
669-2 |
669-2 |
660-3 |
675-0 |
PP |
651-4 |
651-4 |
651-4 |
654-3 |
S1 |
640-0 |
640-0 |
655-1 |
645-6 |
S2 |
622-2 |
622-2 |
652-3 |
|
S3 |
593-0 |
610-6 |
649-6 |
|
S4 |
563-6 |
581-4 |
641-5 |
|
|
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 |
787-2 |
2.618 |
739-5 |
1.618 |
710-3 |
1.000 |
692-2 |
0.618 |
681-1 |
HIGH |
663-0 |
0.618 |
651-7 |
0.500 |
648-3 |
0.382 |
644-7 |
LOW |
633-6 |
0.618 |
615-5 |
1.000 |
604-4 |
1.618 |
586-3 |
2.618 |
557-1 |
4.250 |
509-4 |
|
|
Fisher Pivots for day following 23-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
654-5 |
663-4 |
PP |
651-4 |
661-5 |
S1 |
648-3 |
659-5 |
|