CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
750-0 |
717-0 |
-33-0 |
-4.4% |
746-0 |
High |
752-0 |
726-0 |
-26-0 |
-3.5% |
799-0 |
Low |
725-4 |
699-0 |
-26-4 |
-3.7% |
729-4 |
Close |
725-6 |
701-4 |
-24-2 |
-3.3% |
787-0 |
Range |
26-4 |
27-0 |
0-4 |
1.9% |
69-4 |
ATR |
21-1 |
21-5 |
0-3 |
2.0% |
0-0 |
Volume |
231,887 |
225,305 |
-6,582 |
-2.8% |
910,029 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789-7 |
772-5 |
716-3 |
|
R3 |
762-7 |
745-5 |
708-7 |
|
R2 |
735-7 |
735-7 |
706-4 |
|
R1 |
718-5 |
718-5 |
704-0 |
713-6 |
PP |
708-7 |
708-7 |
708-7 |
706-3 |
S1 |
691-5 |
691-5 |
699-0 |
686-6 |
S2 |
681-7 |
681-7 |
696-4 |
|
S3 |
654-7 |
664-5 |
694-1 |
|
S4 |
627-7 |
637-5 |
686-5 |
|
|
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 |
699-0 |
100-0 |
14.3% |
21-3 |
3.0% |
3% |
False |
True |
194,221 |
10 |
799-0 |
699-0 |
100-0 |
14.3% |
18-4 |
2.6% |
3% |
False |
True |
183,713 |
20 |
799-0 |
699-0 |
100-0 |
14.3% |
17-7 |
2.5% |
3% |
False |
True |
163,436 |
40 |
799-0 |
666-0 |
133-0 |
19.0% |
19-1 |
2.7% |
27% |
False |
False |
170,810 |
60 |
799-0 |
666-0 |
133-0 |
19.0% |
17-5 |
2.5% |
27% |
False |
False |
157,037 |
80 |
799-0 |
615-4 |
183-4 |
26.2% |
17-5 |
2.5% |
47% |
False |
False |
138,204 |
100 |
799-0 |
615-4 |
183-4 |
26.2% |
16-1 |
2.3% |
47% |
False |
False |
120,173 |
120 |
799-0 |
608-4 |
190-4 |
27.2% |
15-2 |
2.2% |
49% |
False |
False |
106,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-6 |
2.618 |
796-5 |
1.618 |
769-5 |
1.000 |
753-0 |
0.618 |
742-5 |
HIGH |
726-0 |
0.618 |
715-5 |
0.500 |
712-4 |
0.382 |
709-3 |
LOW |
699-0 |
0.618 |
682-3 |
1.000 |
672-0 |
1.618 |
655-3 |
2.618 |
628-3 |
4.250 |
584-2 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
712-4 |
736-0 |
PP |
708-7 |
724-4 |
S1 |
705-1 |
713-0 |
|