CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
597-2 |
619-4 |
22-2 |
3.7% |
640-6 |
High |
612-0 |
627-2 |
15-2 |
2.5% |
683-4 |
Low |
594-0 |
615-0 |
21-0 |
3.5% |
594-0 |
Close |
610-6 |
626-0 |
15-2 |
2.5% |
610-6 |
Range |
18-0 |
12-2 |
-5-6 |
-31.9% |
89-4 |
ATR |
20-2 |
20-0 |
-0-2 |
-1.3% |
0-0 |
Volume |
11,299 |
34,442 |
23,143 |
204.8% |
74,335 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-4 |
655-0 |
632-6 |
|
R3 |
647-2 |
642-6 |
629-3 |
|
R2 |
635-0 |
635-0 |
628-2 |
|
R1 |
630-4 |
630-4 |
627-1 |
632-6 |
PP |
622-6 |
622-6 |
622-6 |
623-7 |
S1 |
618-2 |
618-2 |
624-7 |
620-4 |
S2 |
610-4 |
610-4 |
623-6 |
|
S3 |
598-2 |
606-0 |
622-5 |
|
S4 |
586-0 |
593-6 |
619-2 |
|
|
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 |
679-2 |
2.618 |
659-3 |
1.618 |
647-1 |
1.000 |
639-4 |
0.618 |
634-7 |
HIGH |
627-2 |
0.618 |
622-5 |
0.500 |
621-1 |
0.382 |
619-5 |
LOW |
615-0 |
0.618 |
607-3 |
1.000 |
602-6 |
1.618 |
595-1 |
2.618 |
582-7 |
4.250 |
563-0 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
624-3 |
621-6 |
PP |
622-6 |
617-5 |
S1 |
621-1 |
613-3 |
|