CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
643-4 |
663-4 |
20-0 |
3.1% |
668-2 |
High |
663-0 |
663-4 |
0-4 |
0.1% |
693-2 |
Low |
633-6 |
641-2 |
7-4 |
1.2% |
633-6 |
Close |
657-6 |
644-2 |
-13-4 |
-2.1% |
644-2 |
Range |
29-2 |
22-2 |
-7-0 |
-23.9% |
59-4 |
ATR |
17-5 |
18-0 |
0-3 |
1.9% |
0-0 |
Volume |
16,503 |
17,384 |
881 |
5.3% |
58,299 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-3 |
702-5 |
656-4 |
|
R3 |
694-1 |
680-3 |
650-3 |
|
R2 |
671-7 |
671-7 |
648-3 |
|
R1 |
658-1 |
658-1 |
646-2 |
653-7 |
PP |
649-5 |
649-5 |
649-5 |
647-4 |
S1 |
635-7 |
635-7 |
642-2 |
631-5 |
S2 |
627-3 |
627-3 |
640-1 |
|
S3 |
605-1 |
613-5 |
638-1 |
|
S4 |
582-7 |
591-3 |
632-0 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
835-5 |
799-3 |
677-0 |
|
R3 |
776-1 |
739-7 |
660-5 |
|
R2 |
716-5 |
716-5 |
655-1 |
|
R1 |
680-3 |
680-3 |
649-6 |
668-6 |
PP |
657-1 |
657-1 |
657-1 |
651-2 |
S1 |
620-7 |
620-7 |
638-6 |
609-2 |
S2 |
597-5 |
597-5 |
633-3 |
|
S3 |
538-1 |
561-3 |
627-7 |
|
S4 |
478-5 |
501-7 |
611-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
758-0 |
2.618 |
721-6 |
1.618 |
699-4 |
1.000 |
685-6 |
0.618 |
677-2 |
HIGH |
663-4 |
0.618 |
655-0 |
0.500 |
652-3 |
0.382 |
649-6 |
LOW |
641-2 |
0.618 |
627-4 |
1.000 |
619-0 |
1.618 |
605-2 |
2.618 |
583-0 |
4.250 |
546-6 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
652-3 |
659-2 |
PP |
649-5 |
654-2 |
S1 |
647-0 |
649-2 |
|