CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
683-4 |
632-6 |
-50-6 |
-7.4% |
668-2 |
High |
683-4 |
632-6 |
-50-6 |
-7.4% |
693-2 |
Low |
663-4 |
632-6 |
-30-6 |
-4.6% |
633-6 |
Close |
662-6 |
632-6 |
-30-0 |
-4.5% |
644-2 |
Range |
20-0 |
0-0 |
-20-0 |
-100.0% |
59-4 |
ATR |
18-0 |
18-6 |
0-7 |
4.8% |
0-0 |
Volume |
13,929 |
20,971 |
7,042 |
50.6% |
58,299 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-6 |
632-6 |
632-6 |
|
R3 |
632-6 |
632-6 |
632-6 |
|
R2 |
632-6 |
632-6 |
632-6 |
|
R1 |
632-6 |
632-6 |
632-6 |
632-6 |
PP |
632-6 |
632-6 |
632-6 |
632-6 |
S1 |
632-6 |
632-6 |
632-6 |
632-6 |
S2 |
632-6 |
632-6 |
632-6 |
|
S3 |
632-6 |
632-6 |
632-6 |
|
S4 |
632-6 |
632-6 |
632-6 |
|
|
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 |
632-6 |
2.618 |
632-6 |
1.618 |
632-6 |
1.000 |
632-6 |
0.618 |
632-6 |
HIGH |
632-6 |
0.618 |
632-6 |
0.500 |
632-6 |
0.382 |
632-6 |
LOW |
632-6 |
0.618 |
632-6 |
1.000 |
632-6 |
1.618 |
632-6 |
2.618 |
632-6 |
4.250 |
632-6 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
632-6 |
658-1 |
PP |
632-6 |
649-5 |
S1 |
632-6 |
641-2 |
|