CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
746-0 |
732-0 |
-14-0 |
-1.9% |
758-6 |
High |
747-0 |
737-4 |
-9-4 |
-1.3% |
770-0 |
Low |
731-4 |
729-4 |
-2-0 |
-0.3% |
743-2 |
Close |
732-0 |
736-4 |
4-4 |
0.6% |
754-0 |
Range |
15-4 |
8-0 |
-7-4 |
-48.4% |
26-6 |
ATR |
19-7 |
19-0 |
-0-7 |
-4.3% |
0-0 |
Volume |
134,950 |
166,273 |
31,323 |
23.2% |
555,749 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
758-4 |
755-4 |
740-7 |
|
R3 |
750-4 |
747-4 |
738-6 |
|
R2 |
742-4 |
742-4 |
738-0 |
|
R1 |
739-4 |
739-4 |
737-2 |
741-0 |
PP |
734-4 |
734-4 |
734-4 |
735-2 |
S1 |
731-4 |
731-4 |
735-6 |
733-0 |
S2 |
726-4 |
726-4 |
735-0 |
|
S3 |
718-4 |
723-4 |
734-2 |
|
S4 |
710-4 |
715-4 |
732-1 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
836-0 |
821-6 |
768-6 |
|
R3 |
809-2 |
795-0 |
761-3 |
|
R2 |
782-4 |
782-4 |
758-7 |
|
R1 |
768-2 |
768-2 |
756-4 |
762-0 |
PP |
755-6 |
755-6 |
755-6 |
752-5 |
S1 |
741-4 |
741-4 |
751-4 |
735-2 |
S2 |
729-0 |
729-0 |
749-1 |
|
S3 |
702-2 |
714-6 |
746-5 |
|
S4 |
675-4 |
688-0 |
739-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
770-0 |
729-4 |
40-4 |
5.5% |
13-0 |
1.8% |
17% |
False |
True |
144,448 |
10 |
770-0 |
727-2 |
42-6 |
5.8% |
15-3 |
2.1% |
22% |
False |
False |
139,640 |
20 |
770-0 |
666-0 |
104-0 |
14.1% |
16-3 |
2.2% |
68% |
False |
False |
144,649 |
40 |
782-2 |
666-0 |
116-2 |
15.8% |
18-1 |
2.5% |
61% |
False |
False |
163,635 |
60 |
782-2 |
615-4 |
166-6 |
22.6% |
17-2 |
2.3% |
73% |
False |
False |
144,672 |
80 |
782-2 |
615-4 |
166-6 |
22.6% |
16-7 |
2.3% |
73% |
False |
False |
125,635 |
100 |
782-2 |
615-4 |
166-6 |
22.6% |
15-6 |
2.1% |
73% |
False |
False |
109,825 |
120 |
782-2 |
594-2 |
188-0 |
25.5% |
14-4 |
2.0% |
76% |
False |
False |
95,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
771-4 |
2.618 |
758-4 |
1.618 |
750-4 |
1.000 |
745-4 |
0.618 |
742-4 |
HIGH |
737-4 |
0.618 |
734-4 |
0.500 |
733-4 |
0.382 |
732-4 |
LOW |
729-4 |
0.618 |
724-4 |
1.000 |
721-4 |
1.618 |
716-4 |
2.618 |
708-4 |
4.250 |
695-4 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
735-4 |
747-4 |
PP |
734-4 |
743-7 |
S1 |
733-4 |
740-1 |
|