CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
746-4 |
758-4 |
12-0 |
1.6% |
758-4 |
High |
760-4 |
770-0 |
9-4 |
1.2% |
766-6 |
Low |
744-2 |
758-4 |
14-2 |
1.9% |
727-2 |
Close |
758-4 |
766-4 |
8-0 |
1.1% |
758-4 |
Range |
16-2 |
11-4 |
-4-6 |
-29.2% |
39-4 |
ATR |
20-6 |
20-0 |
-0-5 |
-3.2% |
0-0 |
Volume |
166,275 |
129,954 |
-36,321 |
-21.8% |
693,073 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-4 |
794-4 |
772-7 |
|
R3 |
788-0 |
783-0 |
769-5 |
|
R2 |
776-4 |
776-4 |
768-5 |
|
R1 |
771-4 |
771-4 |
767-4 |
774-0 |
PP |
765-0 |
765-0 |
765-0 |
766-2 |
S1 |
760-0 |
760-0 |
765-4 |
762-4 |
S2 |
753-4 |
753-4 |
764-3 |
|
S3 |
742-0 |
748-4 |
763-3 |
|
S4 |
730-4 |
737-0 |
760-1 |
|
|
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 |
770-0 |
742-0 |
28-0 |
3.7% |
15-4 |
2.0% |
88% |
True |
False |
136,630 |
10 |
770-0 |
727-2 |
42-6 |
5.6% |
17-2 |
2.2% |
92% |
True |
False |
143,159 |
20 |
770-0 |
666-0 |
104-0 |
13.6% |
18-0 |
2.3% |
97% |
True |
False |
150,198 |
40 |
782-2 |
666-0 |
116-2 |
15.2% |
18-2 |
2.4% |
86% |
False |
False |
164,889 |
60 |
782-2 |
615-4 |
166-6 |
21.8% |
17-4 |
2.3% |
91% |
False |
False |
142,400 |
80 |
782-2 |
615-4 |
166-6 |
21.8% |
16-5 |
2.2% |
91% |
False |
False |
122,816 |
100 |
782-2 |
613-6 |
168-4 |
22.0% |
15-5 |
2.0% |
91% |
False |
False |
106,842 |
120 |
782-2 |
582-0 |
200-2 |
26.1% |
14-2 |
1.9% |
92% |
False |
False |
92,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
818-7 |
2.618 |
800-1 |
1.618 |
788-5 |
1.000 |
781-4 |
0.618 |
777-1 |
HIGH |
770-0 |
0.618 |
765-5 |
0.500 |
764-2 |
0.382 |
762-7 |
LOW |
758-4 |
0.618 |
751-3 |
1.000 |
747-0 |
1.618 |
739-7 |
2.618 |
728-3 |
4.250 |
709-5 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
765-6 |
763-2 |
PP |
765-0 |
759-7 |
S1 |
764-2 |
756-5 |
|