CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
705-0 |
656-4 |
-48-4 |
-6.9% |
788-0 |
| High |
706-4 |
688-0 |
-18-4 |
-2.6% |
788-0 |
| Low |
677-4 |
640-0 |
-37-4 |
-5.5% |
692-0 |
| Close |
677-4 |
680-4 |
3-0 |
0.4% |
700-2 |
| Range |
29-0 |
48-0 |
19-0 |
65.5% |
96-0 |
| ATR |
21-3 |
23-2 |
1-7 |
8.9% |
0-0 |
| Volume |
164,880 |
173,455 |
8,575 |
5.2% |
969,851 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813-4 |
795-0 |
706-7 |
|
| R3 |
765-4 |
747-0 |
693-6 |
|
| R2 |
717-4 |
717-4 |
689-2 |
|
| R1 |
699-0 |
699-0 |
684-7 |
708-2 |
| PP |
669-4 |
669-4 |
669-4 |
674-1 |
| S1 |
651-0 |
651-0 |
676-1 |
660-2 |
| S2 |
621-4 |
621-4 |
671-6 |
|
| S3 |
573-4 |
603-0 |
667-2 |
|
| S4 |
525-4 |
555-0 |
654-1 |
|
|
| 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 |
718-4 |
640-0 |
78-4 |
11.5% |
25-1 |
3.7% |
52% |
False |
True |
156,587 |
| 10 |
799-0 |
640-0 |
159-0 |
23.4% |
23-2 |
3.4% |
25% |
False |
True |
175,404 |
| 20 |
799-0 |
640-0 |
159-0 |
23.4% |
19-3 |
2.9% |
25% |
False |
True |
165,161 |
| 40 |
799-0 |
640-0 |
159-0 |
23.4% |
19-7 |
2.9% |
25% |
False |
True |
164,583 |
| 60 |
799-0 |
640-0 |
159-0 |
23.4% |
18-2 |
2.7% |
25% |
False |
True |
163,214 |
| 80 |
799-0 |
615-4 |
183-4 |
27.0% |
18-0 |
2.7% |
35% |
False |
False |
143,686 |
| 100 |
799-0 |
615-4 |
183-4 |
27.0% |
17-0 |
2.5% |
35% |
False |
False |
126,206 |
| 120 |
799-0 |
608-4 |
190-4 |
28.0% |
16-1 |
2.4% |
38% |
False |
False |
112,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892-0 |
|
2.618 |
813-5 |
|
1.618 |
765-5 |
|
1.000 |
736-0 |
|
0.618 |
717-5 |
|
HIGH |
688-0 |
|
0.618 |
669-5 |
|
0.500 |
664-0 |
|
0.382 |
658-3 |
|
LOW |
640-0 |
|
0.618 |
610-3 |
|
1.000 |
592-0 |
|
1.618 |
562-3 |
|
2.618 |
514-3 |
|
4.250 |
436-0 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
675-0 |
680-1 |
| PP |
669-4 |
679-5 |
| S1 |
664-0 |
679-2 |
|