CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
773-0 |
750-0 |
-23-0 |
-3.0% |
746-0 |
High |
773-0 |
752-0 |
-21-0 |
-2.7% |
799-0 |
Low |
752-4 |
725-4 |
-27-0 |
-3.6% |
729-4 |
Close |
755-4 |
725-6 |
-29-6 |
-3.9% |
787-0 |
Range |
20-4 |
26-4 |
6-0 |
29.3% |
69-4 |
ATR |
20-4 |
21-1 |
0-5 |
3.3% |
0-0 |
Volume |
182,429 |
231,887 |
49,458 |
27.1% |
910,029 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-7 |
796-3 |
740-3 |
|
R3 |
787-3 |
769-7 |
733-0 |
|
R2 |
760-7 |
760-7 |
730-5 |
|
R1 |
743-3 |
743-3 |
728-1 |
738-7 |
PP |
734-3 |
734-3 |
734-3 |
732-2 |
S1 |
716-7 |
716-7 |
723-3 |
712-3 |
S2 |
707-7 |
707-7 |
720-7 |
|
S3 |
681-3 |
690-3 |
718-4 |
|
S4 |
654-7 |
663-7 |
711-1 |
|
|
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 |
725-4 |
73-4 |
10.1% |
19-2 |
2.7% |
0% |
False |
True |
193,477 |
10 |
799-0 |
725-4 |
73-4 |
10.1% |
16-7 |
2.3% |
0% |
False |
True |
174,178 |
20 |
799-0 |
725-4 |
73-4 |
10.1% |
17-3 |
2.4% |
0% |
False |
True |
160,247 |
40 |
799-0 |
666-0 |
133-0 |
18.3% |
18-5 |
2.6% |
45% |
False |
False |
169,077 |
60 |
799-0 |
666-0 |
133-0 |
18.3% |
17-3 |
2.4% |
45% |
False |
False |
154,285 |
80 |
799-0 |
615-4 |
183-4 |
25.3% |
17-4 |
2.4% |
60% |
False |
False |
135,811 |
100 |
799-0 |
615-4 |
183-4 |
25.3% |
16-0 |
2.2% |
60% |
False |
False |
118,373 |
120 |
799-0 |
608-4 |
190-4 |
26.2% |
15-1 |
2.1% |
62% |
False |
False |
104,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
864-5 |
2.618 |
821-3 |
1.618 |
794-7 |
1.000 |
778-4 |
0.618 |
768-3 |
HIGH |
752-0 |
0.618 |
741-7 |
0.500 |
738-6 |
0.382 |
735-5 |
LOW |
725-4 |
0.618 |
709-1 |
1.000 |
699-0 |
1.618 |
682-5 |
2.618 |
656-1 |
4.250 |
612-7 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
738-6 |
756-6 |
PP |
734-3 |
746-3 |
S1 |
730-1 |
736-1 |
|