CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
716-4 |
705-0 |
-11-4 |
-1.6% |
788-0 |
| High |
718-4 |
706-4 |
-12-0 |
-1.7% |
788-0 |
| Low |
703-0 |
677-4 |
-25-4 |
-3.6% |
692-0 |
| Close |
707-4 |
677-4 |
-30-0 |
-4.2% |
700-2 |
| Range |
15-4 |
29-0 |
13-4 |
87.1% |
96-0 |
| ATR |
20-5 |
21-3 |
0-5 |
3.2% |
0-0 |
| Volume |
171,405 |
164,880 |
-6,525 |
-3.8% |
969,851 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-1 |
754-7 |
693-4 |
|
| R3 |
745-1 |
725-7 |
685-4 |
|
| R2 |
716-1 |
716-1 |
682-7 |
|
| R1 |
696-7 |
696-7 |
680-1 |
692-0 |
| PP |
687-1 |
687-1 |
687-1 |
684-6 |
| S1 |
667-7 |
667-7 |
674-7 |
663-0 |
| S2 |
658-1 |
658-1 |
672-1 |
|
| S3 |
629-1 |
638-7 |
669-4 |
|
| S4 |
600-1 |
609-7 |
661-4 |
|
|
| 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 |
726-0 |
677-4 |
48-4 |
7.2% |
20-7 |
3.1% |
0% |
False |
True |
166,957 |
| 10 |
799-0 |
677-4 |
121-4 |
17.9% |
20-1 |
3.0% |
0% |
False |
True |
180,217 |
| 20 |
799-0 |
677-4 |
121-4 |
17.9% |
17-4 |
2.6% |
0% |
False |
True |
162,293 |
| 40 |
799-0 |
666-0 |
133-0 |
19.6% |
19-0 |
2.8% |
9% |
False |
False |
166,279 |
| 60 |
799-0 |
666-0 |
133-0 |
19.6% |
17-5 |
2.6% |
9% |
False |
False |
161,511 |
| 80 |
799-0 |
615-4 |
183-4 |
27.1% |
17-5 |
2.6% |
34% |
False |
False |
142,489 |
| 100 |
799-0 |
615-4 |
183-4 |
27.1% |
16-4 |
2.4% |
34% |
False |
False |
124,800 |
| 120 |
799-0 |
608-4 |
190-4 |
28.1% |
15-6 |
2.3% |
36% |
False |
False |
110,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829-6 |
|
2.618 |
782-3 |
|
1.618 |
753-3 |
|
1.000 |
735-4 |
|
0.618 |
724-3 |
|
HIGH |
706-4 |
|
0.618 |
695-3 |
|
0.500 |
692-0 |
|
0.382 |
688-5 |
|
LOW |
677-4 |
|
0.618 |
659-5 |
|
1.000 |
648-4 |
|
1.618 |
630-5 |
|
2.618 |
601-5 |
|
4.250 |
554-2 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
692-0 |
698-0 |
| PP |
687-1 |
691-1 |
| S1 |
682-3 |
684-3 |
|