CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
742-2 |
789-4 |
47-2 |
6.4% |
758-6 |
High |
766-4 |
791-4 |
25-0 |
3.3% |
770-0 |
Low |
742-0 |
775-0 |
33-0 |
4.4% |
743-2 |
Close |
764-0 |
785-4 |
21-4 |
2.8% |
754-0 |
Range |
24-4 |
16-4 |
-8-0 |
-32.7% |
26-6 |
ATR |
19-6 |
20-3 |
0-4 |
2.8% |
0-0 |
Volume |
218,436 |
221,584 |
3,148 |
1.4% |
555,749 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
833-4 |
826-0 |
794-5 |
|
R3 |
817-0 |
809-4 |
790-0 |
|
R2 |
800-4 |
800-4 |
788-4 |
|
R1 |
793-0 |
793-0 |
787-0 |
788-4 |
PP |
784-0 |
784-0 |
784-0 |
781-6 |
S1 |
776-4 |
776-4 |
784-0 |
772-0 |
S2 |
767-4 |
767-4 |
782-4 |
|
S3 |
751-0 |
760-0 |
781-0 |
|
S4 |
734-4 |
743-4 |
776-3 |
|
|
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 |
791-4 |
729-4 |
62-0 |
7.9% |
15-5 |
2.0% |
90% |
True |
False |
173,206 |
10 |
791-4 |
729-4 |
62-0 |
7.9% |
15-5 |
2.0% |
90% |
True |
False |
154,918 |
20 |
791-4 |
666-0 |
125-4 |
16.0% |
17-1 |
2.2% |
95% |
True |
False |
152,483 |
40 |
791-4 |
666-0 |
125-4 |
16.0% |
18-2 |
2.3% |
95% |
True |
False |
166,945 |
60 |
791-4 |
615-4 |
176-0 |
22.4% |
17-4 |
2.2% |
97% |
True |
False |
149,440 |
80 |
791-4 |
615-4 |
176-0 |
22.4% |
17-1 |
2.2% |
97% |
True |
False |
129,358 |
100 |
791-4 |
615-4 |
176-0 |
22.4% |
15-7 |
2.0% |
97% |
True |
False |
112,936 |
120 |
791-4 |
600-4 |
191-0 |
24.3% |
14-5 |
1.9% |
97% |
True |
False |
99,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-5 |
2.618 |
834-6 |
1.618 |
818-2 |
1.000 |
808-0 |
0.618 |
801-6 |
HIGH |
791-4 |
0.618 |
785-2 |
0.500 |
783-2 |
0.382 |
781-2 |
LOW |
775-0 |
0.618 |
764-6 |
1.000 |
758-4 |
1.618 |
748-2 |
2.618 |
731-6 |
4.250 |
704-7 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
784-6 |
777-1 |
PP |
784-0 |
768-7 |
S1 |
783-2 |
760-4 |
|