CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
758-6 |
746-4 |
-12-2 |
-1.6% |
758-4 |
High |
763-0 |
760-4 |
-2-4 |
-0.3% |
766-6 |
Low |
743-2 |
744-2 |
1-0 |
0.1% |
727-2 |
Close |
747-4 |
758-4 |
11-0 |
1.5% |
758-4 |
Range |
19-6 |
16-2 |
-3-4 |
-17.7% |
39-4 |
ATR |
21-0 |
20-6 |
-0-3 |
-1.6% |
0-0 |
Volume |
134,731 |
166,275 |
31,544 |
23.4% |
693,073 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
803-1 |
797-1 |
767-4 |
|
R3 |
786-7 |
780-7 |
763-0 |
|
R2 |
770-5 |
770-5 |
761-4 |
|
R1 |
764-5 |
764-5 |
760-0 |
767-5 |
PP |
754-3 |
754-3 |
754-3 |
756-0 |
S1 |
748-3 |
748-3 |
757-0 |
751-3 |
S2 |
738-1 |
738-1 |
755-4 |
|
S3 |
721-7 |
732-1 |
754-0 |
|
S4 |
705-5 |
715-7 |
749-4 |
|
|
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 |
736-2 |
26-6 |
3.5% |
15-3 |
2.0% |
83% |
False |
False |
133,860 |
10 |
766-6 |
727-2 |
39-4 |
5.2% |
17-7 |
2.4% |
79% |
False |
False |
146,316 |
20 |
766-6 |
666-0 |
100-6 |
13.3% |
18-3 |
2.4% |
92% |
False |
False |
150,594 |
40 |
782-2 |
666-0 |
116-2 |
15.3% |
18-2 |
2.4% |
80% |
False |
False |
164,564 |
60 |
782-2 |
615-4 |
166-6 |
22.0% |
17-4 |
2.3% |
86% |
False |
False |
141,384 |
80 |
782-2 |
615-4 |
166-6 |
22.0% |
16-5 |
2.2% |
86% |
False |
False |
121,679 |
100 |
782-2 |
608-4 |
173-6 |
22.9% |
15-5 |
2.1% |
86% |
False |
False |
105,982 |
120 |
782-2 |
582-0 |
200-2 |
26.4% |
14-2 |
1.9% |
88% |
False |
False |
92,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
829-4 |
2.618 |
803-0 |
1.618 |
786-6 |
1.000 |
776-6 |
0.618 |
770-4 |
HIGH |
760-4 |
0.618 |
754-2 |
0.500 |
752-3 |
0.382 |
750-4 |
LOW |
744-2 |
0.618 |
734-2 |
1.000 |
728-0 |
1.618 |
718-0 |
2.618 |
701-6 |
4.250 |
675-2 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
756-4 |
756-4 |
PP |
754-3 |
754-4 |
S1 |
752-3 |
752-4 |
|