CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
632-6 |
597-2 |
-35-4 |
-5.6% |
640-6 |
| High |
632-6 |
612-0 |
-20-6 |
-3.3% |
683-4 |
| Low |
632-6 |
594-0 |
-38-6 |
-6.1% |
594-0 |
| Close |
632-6 |
610-6 |
-22-0 |
-3.5% |
610-6 |
| Range |
0-0 |
18-0 |
18-0 |
|
89-4 |
| ATR |
18-6 |
20-2 |
1-3 |
7.6% |
0-0 |
| Volume |
20,971 |
11,299 |
-9,672 |
-46.1% |
74,335 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-5 |
653-1 |
620-5 |
|
| R3 |
641-5 |
635-1 |
615-6 |
|
| R2 |
623-5 |
623-5 |
614-0 |
|
| R1 |
617-1 |
617-1 |
612-3 |
620-3 |
| PP |
605-5 |
605-5 |
605-5 |
607-2 |
| S1 |
599-1 |
599-1 |
609-1 |
602-3 |
| S2 |
587-5 |
587-5 |
607-4 |
|
| S3 |
569-5 |
581-1 |
605-6 |
|
| S4 |
551-5 |
563-1 |
600-7 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897-7 |
843-7 |
660-0 |
|
| R3 |
808-3 |
754-3 |
635-3 |
|
| R2 |
718-7 |
718-7 |
627-1 |
|
| R1 |
664-7 |
664-7 |
619-0 |
647-1 |
| PP |
629-3 |
629-3 |
629-3 |
620-4 |
| S1 |
575-3 |
575-3 |
602-4 |
557-5 |
| S2 |
539-7 |
539-7 |
594-3 |
|
| S3 |
450-3 |
485-7 |
586-1 |
|
| S4 |
360-7 |
396-3 |
561-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-4 |
|
2.618 |
659-1 |
|
1.618 |
641-1 |
|
1.000 |
630-0 |
|
0.618 |
623-1 |
|
HIGH |
612-0 |
|
0.618 |
605-1 |
|
0.500 |
603-0 |
|
0.382 |
600-7 |
|
LOW |
594-0 |
|
0.618 |
582-7 |
|
1.000 |
576-0 |
|
1.618 |
564-7 |
|
2.618 |
546-7 |
|
4.250 |
517-4 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
608-1 |
638-6 |
| PP |
605-5 |
629-3 |
| S1 |
603-0 |
620-1 |
|