CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
656-4 |
694-0 |
37-4 |
5.7% |
702-0 |
| High |
688-0 |
695-0 |
7-0 |
1.0% |
718-4 |
| Low |
640-0 |
669-0 |
29-0 |
4.5% |
640-0 |
| Close |
680-4 |
670-0 |
-10-4 |
-1.5% |
670-0 |
| Range |
48-0 |
26-0 |
-22-0 |
-45.8% |
78-4 |
| ATR |
23-2 |
23-3 |
0-2 |
0.9% |
0-0 |
| Volume |
173,455 |
0 |
-173,455 |
-100.0% |
615,406 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-0 |
739-0 |
684-2 |
|
| R3 |
730-0 |
713-0 |
677-1 |
|
| R2 |
704-0 |
704-0 |
674-6 |
|
| R1 |
687-0 |
687-0 |
672-3 |
682-4 |
| PP |
678-0 |
678-0 |
678-0 |
675-6 |
| S1 |
661-0 |
661-0 |
667-5 |
656-4 |
| S2 |
652-0 |
652-0 |
665-2 |
|
| S3 |
626-0 |
635-0 |
662-7 |
|
| S4 |
600-0 |
609-0 |
655-6 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
911-5 |
869-3 |
713-1 |
|
| R3 |
833-1 |
790-7 |
691-5 |
|
| R2 |
754-5 |
754-5 |
684-3 |
|
| R1 |
712-3 |
712-3 |
677-2 |
694-2 |
| PP |
676-1 |
676-1 |
676-1 |
667-1 |
| S1 |
633-7 |
633-7 |
662-6 |
615-6 |
| S2 |
597-5 |
597-5 |
655-5 |
|
| S3 |
519-1 |
555-3 |
648-3 |
|
| S4 |
440-5 |
476-7 |
626-7 |
|
|
| 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 |
11.7% |
25-7 |
3.9% |
38% |
False |
False |
123,081 |
| 10 |
788-0 |
640-0 |
148-0 |
22.1% |
23-5 |
3.5% |
20% |
False |
False |
158,525 |
| 20 |
799-0 |
640-0 |
159-0 |
23.7% |
20-0 |
3.0% |
19% |
False |
False |
158,510 |
| 40 |
799-0 |
640-0 |
159-0 |
23.7% |
19-6 |
2.9% |
19% |
False |
False |
157,241 |
| 60 |
799-0 |
640-0 |
159-0 |
23.7% |
18-4 |
2.8% |
19% |
False |
False |
161,863 |
| 80 |
799-0 |
615-4 |
183-4 |
27.4% |
18-0 |
2.7% |
30% |
False |
False |
142,967 |
| 100 |
799-0 |
615-4 |
183-4 |
27.4% |
17-1 |
2.6% |
30% |
False |
False |
125,883 |
| 120 |
799-0 |
608-4 |
190-4 |
28.4% |
16-2 |
2.4% |
32% |
False |
False |
111,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805-4 |
|
2.618 |
763-1 |
|
1.618 |
737-1 |
|
1.000 |
721-0 |
|
0.618 |
711-1 |
|
HIGH |
695-0 |
|
0.618 |
685-1 |
|
0.500 |
682-0 |
|
0.382 |
678-7 |
|
LOW |
669-0 |
|
0.618 |
652-7 |
|
1.000 |
643-0 |
|
1.618 |
626-7 |
|
2.618 |
600-7 |
|
4.250 |
558-4 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
682-0 |
673-2 |
| PP |
678-0 |
672-1 |
| S1 |
674-0 |
671-1 |
|