CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
711-4 |
702-0 |
-9-4 |
-1.3% |
788-0 |
High |
714-0 |
707-4 |
-6-4 |
-0.9% |
788-0 |
Low |
692-0 |
696-4 |
4-4 |
0.7% |
692-0 |
Close |
700-2 |
700-4 |
0-2 |
0.0% |
700-2 |
Range |
22-0 |
11-0 |
-11-0 |
-50.0% |
96-0 |
ATR |
21-5 |
20-7 |
-0-6 |
-3.5% |
0-0 |
Volume |
167,531 |
105,666 |
-61,865 |
-36.9% |
969,851 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-4 |
728-4 |
706-4 |
|
R3 |
723-4 |
717-4 |
703-4 |
|
R2 |
712-4 |
712-4 |
702-4 |
|
R1 |
706-4 |
706-4 |
701-4 |
704-0 |
PP |
701-4 |
701-4 |
701-4 |
700-2 |
S1 |
695-4 |
695-4 |
699-4 |
693-0 |
S2 |
690-4 |
690-4 |
698-4 |
|
S3 |
679-4 |
684-4 |
697-4 |
|
S4 |
668-4 |
673-4 |
694-4 |
|
|
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 |
773-0 |
692-0 |
81-0 |
11.6% |
21-3 |
3.1% |
10% |
False |
False |
182,563 |
10 |
799-0 |
692-0 |
107-0 |
15.3% |
18-7 |
2.7% |
8% |
False |
False |
185,059 |
20 |
799-0 |
692-0 |
107-0 |
15.3% |
17-5 |
2.5% |
8% |
False |
False |
161,718 |
40 |
799-0 |
666-0 |
133-0 |
19.0% |
18-5 |
2.7% |
26% |
False |
False |
168,900 |
60 |
799-0 |
666-0 |
133-0 |
19.0% |
17-5 |
2.5% |
26% |
False |
False |
158,817 |
80 |
799-0 |
615-4 |
183-4 |
26.2% |
17-3 |
2.5% |
46% |
False |
False |
139,858 |
100 |
799-0 |
615-4 |
183-4 |
26.2% |
16-2 |
2.3% |
46% |
False |
False |
122,079 |
120 |
799-0 |
608-4 |
190-4 |
27.2% |
15-4 |
2.2% |
48% |
False |
False |
108,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
754-2 |
2.618 |
736-2 |
1.618 |
725-2 |
1.000 |
718-4 |
0.618 |
714-2 |
HIGH |
707-4 |
0.618 |
703-2 |
0.500 |
702-0 |
0.382 |
700-6 |
LOW |
696-4 |
0.618 |
689-6 |
1.000 |
685-4 |
1.618 |
678-6 |
2.618 |
667-6 |
4.250 |
649-6 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
702-0 |
709-0 |
PP |
701-4 |
706-1 |
S1 |
701-0 |
703-3 |
|