CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
789-4 |
778-6 |
-10-6 |
-1.4% |
746-0 |
| High |
791-4 |
799-0 |
7-4 |
0.9% |
799-0 |
| Low |
775-0 |
777-0 |
2-0 |
0.3% |
729-4 |
| Close |
785-4 |
787-0 |
1-4 |
0.2% |
787-0 |
| Range |
16-4 |
22-0 |
5-4 |
33.3% |
69-4 |
| ATR |
20-3 |
20-4 |
0-1 |
0.6% |
0-0 |
| Volume |
221,584 |
168,786 |
-52,798 |
-23.8% |
910,029 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853-5 |
842-3 |
799-1 |
|
| R3 |
831-5 |
820-3 |
793-0 |
|
| R2 |
809-5 |
809-5 |
791-0 |
|
| R1 |
798-3 |
798-3 |
789-0 |
804-0 |
| PP |
787-5 |
787-5 |
787-5 |
790-4 |
| S1 |
776-3 |
776-3 |
785-0 |
782-0 |
| S2 |
765-5 |
765-5 |
783-0 |
|
| S3 |
743-5 |
754-3 |
781-0 |
|
| S4 |
721-5 |
732-3 |
774-7 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-3 |
953-1 |
825-2 |
|
| R3 |
910-7 |
883-5 |
806-1 |
|
| R2 |
841-3 |
841-3 |
799-6 |
|
| R1 |
814-1 |
814-1 |
793-3 |
827-6 |
| PP |
771-7 |
771-7 |
771-7 |
778-5 |
| S1 |
744-5 |
744-5 |
780-5 |
758-2 |
| S2 |
702-3 |
702-3 |
774-2 |
|
| S3 |
632-7 |
675-1 |
767-7 |
|
| S4 |
563-3 |
605-5 |
748-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799-0 |
729-4 |
69-4 |
8.8% |
17-2 |
2.2% |
83% |
True |
False |
182,005 |
| 10 |
799-0 |
729-4 |
69-4 |
8.8% |
16-3 |
2.1% |
83% |
True |
False |
158,495 |
| 20 |
799-0 |
677-0 |
122-0 |
15.5% |
17-0 |
2.2% |
90% |
True |
False |
151,475 |
| 40 |
799-0 |
666-0 |
133-0 |
16.9% |
18-2 |
2.3% |
91% |
True |
False |
166,708 |
| 60 |
799-0 |
644-0 |
155-0 |
19.7% |
17-2 |
2.2% |
92% |
True |
False |
149,715 |
| 80 |
799-0 |
615-4 |
183-4 |
23.3% |
17-1 |
2.2% |
93% |
True |
False |
130,811 |
| 100 |
799-0 |
615-4 |
183-4 |
23.3% |
16-0 |
2.0% |
93% |
True |
False |
114,188 |
| 120 |
799-0 |
608-4 |
190-4 |
24.2% |
14-6 |
1.9% |
94% |
True |
False |
100,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892-4 |
|
2.618 |
856-5 |
|
1.618 |
834-5 |
|
1.000 |
821-0 |
|
0.618 |
812-5 |
|
HIGH |
799-0 |
|
0.618 |
790-5 |
|
0.500 |
788-0 |
|
0.382 |
785-3 |
|
LOW |
777-0 |
|
0.618 |
763-3 |
|
1.000 |
755-0 |
|
1.618 |
741-3 |
|
2.618 |
719-3 |
|
4.250 |
683-4 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
788-0 |
781-4 |
| PP |
787-5 |
776-0 |
| S1 |
787-3 |
770-4 |
|