CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
683-4 |
33-4 |
5.2% |
668-2 |
| High |
665-4 |
683-4 |
18-0 |
2.7% |
693-2 |
| Low |
649-4 |
663-4 |
14-0 |
2.2% |
633-6 |
| Close |
667-6 |
662-6 |
-5-0 |
-0.7% |
644-2 |
| Range |
16-0 |
20-0 |
4-0 |
25.0% |
59-4 |
| ATR |
17-6 |
18-0 |
0-1 |
0.9% |
0-0 |
| Volume |
10,432 |
13,929 |
3,497 |
33.5% |
58,299 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-7 |
716-3 |
673-6 |
|
| R3 |
709-7 |
696-3 |
668-2 |
|
| R2 |
689-7 |
689-7 |
666-3 |
|
| R1 |
676-3 |
676-3 |
664-5 |
673-1 |
| PP |
669-7 |
669-7 |
669-7 |
668-2 |
| S1 |
656-3 |
656-3 |
660-7 |
653-1 |
| S2 |
649-7 |
649-7 |
659-1 |
|
| S3 |
629-7 |
636-3 |
657-2 |
|
| S4 |
609-7 |
616-3 |
651-6 |
|
|
| 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 |
768-4 |
|
2.618 |
735-7 |
|
1.618 |
715-7 |
|
1.000 |
703-4 |
|
0.618 |
695-7 |
|
HIGH |
683-4 |
|
0.618 |
675-7 |
|
0.500 |
673-4 |
|
0.382 |
671-1 |
|
LOW |
663-4 |
|
0.618 |
651-1 |
|
1.000 |
643-4 |
|
1.618 |
631-1 |
|
2.618 |
611-1 |
|
4.250 |
578-4 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
673-4 |
661-7 |
| PP |
669-7 |
661-1 |
| S1 |
666-3 |
660-2 |
|