CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
717-0 |
711-4 |
-5-4 |
-0.8% |
788-0 |
| High |
726-0 |
714-0 |
-12-0 |
-1.7% |
788-0 |
| Low |
699-0 |
692-0 |
-7-0 |
-1.0% |
692-0 |
| Close |
701-4 |
700-2 |
-1-2 |
-0.2% |
700-2 |
| Range |
27-0 |
22-0 |
-5-0 |
-18.5% |
96-0 |
| ATR |
21-5 |
21-5 |
0-0 |
0.1% |
0-0 |
| Volume |
225,305 |
167,531 |
-57,774 |
-25.6% |
969,851 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-1 |
756-1 |
712-3 |
|
| R3 |
746-1 |
734-1 |
706-2 |
|
| R2 |
724-1 |
724-1 |
704-2 |
|
| R1 |
712-1 |
712-1 |
702-2 |
707-1 |
| PP |
702-1 |
702-1 |
702-1 |
699-4 |
| S1 |
690-1 |
690-1 |
698-2 |
685-1 |
| S2 |
680-1 |
680-1 |
696-2 |
|
| S3 |
658-1 |
668-1 |
694-2 |
|
| S4 |
636-1 |
646-1 |
688-1 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1014-6 |
953-4 |
753-0 |
|
| R3 |
918-6 |
857-4 |
726-5 |
|
| R2 |
822-6 |
822-6 |
717-7 |
|
| R1 |
761-4 |
761-4 |
709-0 |
744-1 |
| PP |
726-6 |
726-6 |
726-6 |
718-0 |
| S1 |
665-4 |
665-4 |
691-4 |
648-1 |
| S2 |
630-6 |
630-6 |
682-5 |
|
| S3 |
534-6 |
569-4 |
673-7 |
|
| S4 |
438-6 |
473-4 |
647-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
788-0 |
692-0 |
96-0 |
13.7% |
21-3 |
3.0% |
9% |
False |
True |
193,970 |
| 10 |
799-0 |
692-0 |
107-0 |
15.3% |
19-3 |
2.8% |
8% |
False |
True |
187,988 |
| 20 |
799-0 |
692-0 |
107-0 |
15.3% |
18-1 |
2.6% |
8% |
False |
True |
164,081 |
| 40 |
799-0 |
666-0 |
133-0 |
19.0% |
18-6 |
2.7% |
26% |
False |
False |
170,014 |
| 60 |
799-0 |
666-0 |
133-0 |
19.0% |
17-7 |
2.6% |
26% |
False |
False |
158,897 |
| 80 |
799-0 |
615-4 |
183-4 |
26.2% |
17-3 |
2.5% |
46% |
False |
False |
139,489 |
| 100 |
799-0 |
615-4 |
183-4 |
26.2% |
16-2 |
2.3% |
46% |
False |
False |
121,401 |
| 120 |
799-0 |
608-4 |
190-4 |
27.2% |
15-3 |
2.2% |
48% |
False |
False |
107,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807-4 |
|
2.618 |
771-5 |
|
1.618 |
749-5 |
|
1.000 |
736-0 |
|
0.618 |
727-5 |
|
HIGH |
714-0 |
|
0.618 |
705-5 |
|
0.500 |
703-0 |
|
0.382 |
700-3 |
|
LOW |
692-0 |
|
0.618 |
678-3 |
|
1.000 |
670-0 |
|
1.618 |
656-3 |
|
2.618 |
634-3 |
|
4.250 |
598-4 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
703-0 |
722-0 |
| PP |
702-1 |
714-6 |
| S1 |
701-1 |
707-4 |
|