CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
640-6 |
650-0 |
9-2 |
1.4% |
668-2 |
| High |
641-0 |
665-4 |
24-4 |
3.8% |
693-2 |
| Low |
637-0 |
649-4 |
12-4 |
2.0% |
633-6 |
| Close |
640-4 |
667-6 |
27-2 |
4.3% |
644-2 |
| Range |
4-0 |
16-0 |
12-0 |
300.0% |
59-4 |
| ATR |
17-2 |
17-6 |
0-4 |
3.2% |
0-0 |
| Volume |
17,704 |
10,432 |
-7,272 |
-41.1% |
58,299 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-7 |
704-3 |
676-4 |
|
| R3 |
692-7 |
688-3 |
672-1 |
|
| R2 |
676-7 |
676-7 |
670-5 |
|
| R1 |
672-3 |
672-3 |
669-2 |
674-5 |
| PP |
660-7 |
660-7 |
660-7 |
662-0 |
| S1 |
656-3 |
656-3 |
666-2 |
658-5 |
| S2 |
644-7 |
644-7 |
664-7 |
|
| S3 |
628-7 |
640-3 |
663-3 |
|
| S4 |
612-7 |
624-3 |
659-0 |
|
|
| 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 |
733-4 |
|
2.618 |
707-3 |
|
1.618 |
691-3 |
|
1.000 |
681-4 |
|
0.618 |
675-3 |
|
HIGH |
665-4 |
|
0.618 |
659-3 |
|
0.500 |
657-4 |
|
0.382 |
655-5 |
|
LOW |
649-4 |
|
0.618 |
639-5 |
|
1.000 |
633-4 |
|
1.618 |
623-5 |
|
2.618 |
607-5 |
|
4.250 |
581-4 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
664-3 |
662-2 |
| PP |
660-7 |
656-6 |
| S1 |
657-4 |
651-2 |
|