CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
744-4 |
758-6 |
14-2 |
1.9% |
758-4 |
High |
758-6 |
763-0 |
4-2 |
0.6% |
766-6 |
Low |
742-0 |
743-2 |
1-2 |
0.2% |
727-2 |
Close |
758-4 |
747-4 |
-11-0 |
-1.5% |
758-4 |
Range |
16-6 |
19-6 |
3-0 |
17.9% |
39-4 |
ATR |
21-1 |
21-0 |
-0-1 |
-0.5% |
0-0 |
Volume |
119,179 |
134,731 |
15,552 |
13.0% |
693,073 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
810-4 |
798-6 |
758-3 |
|
R3 |
790-6 |
779-0 |
752-7 |
|
R2 |
771-0 |
771-0 |
751-1 |
|
R1 |
759-2 |
759-2 |
749-2 |
755-2 |
PP |
751-2 |
751-2 |
751-2 |
749-2 |
S1 |
739-4 |
739-4 |
745-6 |
735-4 |
S2 |
731-4 |
731-4 |
743-7 |
|
S3 |
711-6 |
719-6 |
742-1 |
|
S4 |
692-0 |
700-0 |
736-5 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
869-3 |
853-3 |
780-2 |
|
R3 |
829-7 |
813-7 |
769-3 |
|
R2 |
790-3 |
790-3 |
765-6 |
|
R1 |
774-3 |
774-3 |
762-1 |
778-2 |
PP |
750-7 |
750-7 |
750-7 |
752-6 |
S1 |
734-7 |
734-7 |
754-7 |
738-6 |
S2 |
711-3 |
711-3 |
751-2 |
|
S3 |
671-7 |
695-3 |
747-5 |
|
S4 |
632-3 |
655-7 |
736-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
763-0 |
727-2 |
35-6 |
4.8% |
17-7 |
2.4% |
57% |
True |
False |
134,833 |
10 |
766-6 |
697-4 |
69-2 |
9.3% |
18-5 |
2.5% |
72% |
False |
False |
144,342 |
20 |
766-6 |
666-0 |
100-6 |
13.5% |
18-2 |
2.4% |
81% |
False |
False |
151,054 |
40 |
782-2 |
666-0 |
116-2 |
15.6% |
18-3 |
2.5% |
70% |
False |
False |
163,868 |
60 |
782-2 |
615-4 |
166-6 |
22.3% |
17-4 |
2.3% |
79% |
False |
False |
139,875 |
80 |
782-2 |
615-4 |
166-6 |
22.3% |
16-5 |
2.2% |
79% |
False |
False |
120,016 |
100 |
782-2 |
608-4 |
173-6 |
23.2% |
15-4 |
2.1% |
80% |
False |
False |
104,681 |
120 |
782-2 |
570-0 |
212-2 |
28.4% |
14-2 |
1.9% |
84% |
False |
False |
90,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
847-0 |
2.618 |
814-6 |
1.618 |
795-0 |
1.000 |
782-6 |
0.618 |
775-2 |
HIGH |
763-0 |
0.618 |
755-4 |
0.500 |
753-1 |
0.382 |
750-6 |
LOW |
743-2 |
0.618 |
731-0 |
1.000 |
723-4 |
1.618 |
711-2 |
2.618 |
691-4 |
4.250 |
659-2 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
753-1 |
752-4 |
PP |
751-2 |
750-7 |
S1 |
749-3 |
749-1 |
|