CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
666-0 |
672-0 |
6-0 |
0.9% |
702-0 |
| High |
669-0 |
684-4 |
15-4 |
2.3% |
718-4 |
| Low |
651-0 |
667-0 |
16-0 |
2.5% |
640-0 |
| Close |
660-6 |
683-0 |
22-2 |
3.4% |
670-0 |
| Range |
18-0 |
17-4 |
-0-4 |
-2.8% |
78-4 |
| ATR |
23-1 |
23-1 |
0-0 |
0.2% |
0-0 |
| Volume |
135,900 |
107,575 |
-28,325 |
-20.8% |
615,406 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-5 |
724-3 |
692-5 |
|
| R3 |
713-1 |
706-7 |
687-6 |
|
| R2 |
695-5 |
695-5 |
686-2 |
|
| R1 |
689-3 |
689-3 |
684-5 |
692-4 |
| PP |
678-1 |
678-1 |
678-1 |
679-6 |
| S1 |
671-7 |
671-7 |
681-3 |
675-0 |
| S2 |
660-5 |
660-5 |
679-6 |
|
| S3 |
643-1 |
654-3 |
678-2 |
|
| S4 |
625-5 |
636-7 |
673-3 |
|
|
| 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 |
706-4 |
640-0 |
66-4 |
9.7% |
27-6 |
4.1% |
65% |
False |
False |
116,362 |
| 10 |
752-0 |
640-0 |
112-0 |
16.4% |
24-0 |
3.5% |
38% |
False |
False |
148,360 |
| 20 |
799-0 |
640-0 |
159-0 |
23.3% |
20-0 |
2.9% |
27% |
False |
False |
157,988 |
| 40 |
799-0 |
640-0 |
159-0 |
23.3% |
19-1 |
2.8% |
27% |
False |
False |
154,521 |
| 60 |
799-0 |
640-0 |
159-0 |
23.3% |
18-7 |
2.8% |
27% |
False |
False |
161,908 |
| 80 |
799-0 |
615-4 |
183-4 |
26.9% |
18-1 |
2.7% |
37% |
False |
False |
144,403 |
| 100 |
799-0 |
615-4 |
183-4 |
26.9% |
17-3 |
2.5% |
37% |
False |
False |
127,611 |
| 120 |
799-0 |
608-4 |
190-4 |
27.9% |
16-2 |
2.4% |
39% |
False |
False |
113,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758-7 |
|
2.618 |
730-3 |
|
1.618 |
712-7 |
|
1.000 |
702-0 |
|
0.618 |
695-3 |
|
HIGH |
684-4 |
|
0.618 |
677-7 |
|
0.500 |
675-6 |
|
0.382 |
673-5 |
|
LOW |
667-0 |
|
0.618 |
656-1 |
|
1.000 |
649-4 |
|
1.618 |
638-5 |
|
2.618 |
621-1 |
|
4.250 |
592-5 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
680-5 |
679-5 |
| PP |
678-1 |
676-3 |
| S1 |
675-6 |
673-0 |
|