CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
732-0 |
742-2 |
10-2 |
1.4% |
758-6 |
High |
737-4 |
766-4 |
29-0 |
3.9% |
770-0 |
Low |
729-4 |
742-0 |
12-4 |
1.7% |
743-2 |
Close |
736-4 |
764-0 |
27-4 |
3.7% |
754-0 |
Range |
8-0 |
24-4 |
16-4 |
206.3% |
26-6 |
ATR |
19-0 |
19-6 |
0-6 |
4.1% |
0-0 |
Volume |
166,273 |
218,436 |
52,163 |
31.4% |
555,749 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831-0 |
822-0 |
777-4 |
|
R3 |
806-4 |
797-4 |
770-6 |
|
R2 |
782-0 |
782-0 |
768-4 |
|
R1 |
773-0 |
773-0 |
766-2 |
777-4 |
PP |
757-4 |
757-4 |
757-4 |
759-6 |
S1 |
748-4 |
748-4 |
761-6 |
753-0 |
S2 |
733-0 |
733-0 |
759-4 |
|
S3 |
708-4 |
724-0 |
757-2 |
|
S4 |
684-0 |
699-4 |
750-4 |
|
|
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 |
5.3% |
14-5 |
1.9% |
85% |
False |
False |
154,880 |
10 |
770-0 |
729-4 |
40-4 |
5.3% |
15-0 |
2.0% |
85% |
False |
False |
144,370 |
20 |
770-0 |
666-0 |
104-0 |
13.6% |
16-6 |
2.2% |
94% |
False |
False |
148,364 |
40 |
777-2 |
666-0 |
111-2 |
14.6% |
18-3 |
2.4% |
88% |
False |
False |
165,841 |
60 |
782-2 |
615-4 |
166-6 |
21.8% |
17-3 |
2.3% |
89% |
False |
False |
147,396 |
80 |
782-2 |
615-4 |
166-6 |
21.8% |
17-0 |
2.2% |
89% |
False |
False |
127,284 |
100 |
782-2 |
615-4 |
166-6 |
21.8% |
15-7 |
2.1% |
89% |
False |
False |
111,264 |
120 |
782-2 |
595-0 |
187-2 |
24.5% |
14-4 |
1.9% |
90% |
False |
False |
97,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
870-5 |
2.618 |
830-5 |
1.618 |
806-1 |
1.000 |
791-0 |
0.618 |
781-5 |
HIGH |
766-4 |
0.618 |
757-1 |
0.500 |
754-2 |
0.382 |
751-3 |
LOW |
742-0 |
0.618 |
726-7 |
1.000 |
717-4 |
1.618 |
702-3 |
2.618 |
677-7 |
4.250 |
637-7 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
760-6 |
758-5 |
PP |
757-4 |
753-3 |
S1 |
754-2 |
748-0 |
|