CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
702-0 |
716-4 |
14-4 |
2.1% |
788-0 |
High |
707-4 |
718-4 |
11-0 |
1.6% |
788-0 |
Low |
696-4 |
703-0 |
6-4 |
0.9% |
692-0 |
Close |
700-4 |
707-4 |
7-0 |
1.0% |
700-2 |
Range |
11-0 |
15-4 |
4-4 |
40.9% |
96-0 |
ATR |
20-7 |
20-5 |
-0-2 |
-1.0% |
0-0 |
Volume |
105,666 |
171,405 |
65,739 |
62.2% |
969,851 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
756-1 |
747-3 |
716-0 |
|
R3 |
740-5 |
731-7 |
711-6 |
|
R2 |
725-1 |
725-1 |
710-3 |
|
R1 |
716-3 |
716-3 |
708-7 |
713-0 |
PP |
709-5 |
709-5 |
709-5 |
708-0 |
S1 |
700-7 |
700-7 |
706-1 |
697-4 |
S2 |
694-1 |
694-1 |
704-5 |
|
S3 |
678-5 |
685-3 |
703-2 |
|
S4 |
663-1 |
669-7 |
699-0 |
|
|
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 |
752-0 |
692-0 |
60-0 |
8.5% |
20-3 |
2.9% |
26% |
False |
False |
180,358 |
10 |
799-0 |
692-0 |
107-0 |
15.1% |
19-5 |
2.8% |
14% |
False |
False |
185,572 |
20 |
799-0 |
692-0 |
107-0 |
15.1% |
17-4 |
2.5% |
14% |
False |
False |
162,606 |
40 |
799-0 |
666-0 |
133-0 |
18.8% |
18-5 |
2.6% |
31% |
False |
False |
168,145 |
60 |
799-0 |
666-0 |
133-0 |
18.8% |
17-4 |
2.5% |
31% |
False |
False |
159,989 |
80 |
799-0 |
615-4 |
183-4 |
25.9% |
17-3 |
2.4% |
50% |
False |
False |
141,369 |
100 |
799-0 |
615-4 |
183-4 |
25.9% |
16-3 |
2.3% |
50% |
False |
False |
123,363 |
120 |
799-0 |
608-4 |
190-4 |
26.9% |
15-4 |
2.2% |
52% |
False |
False |
109,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-3 |
2.618 |
759-1 |
1.618 |
743-5 |
1.000 |
734-0 |
0.618 |
728-1 |
HIGH |
718-4 |
0.618 |
712-5 |
0.500 |
710-6 |
0.382 |
708-7 |
LOW |
703-0 |
0.618 |
693-3 |
1.000 |
687-4 |
1.618 |
677-7 |
2.618 |
662-3 |
4.250 |
637-1 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
710-6 |
706-6 |
PP |
709-5 |
706-0 |
S1 |
708-5 |
705-2 |
|