CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
672-0 |
708-0 |
36-0 |
5.4% |
702-0 |
| High |
684-4 |
714-0 |
29-4 |
4.3% |
718-4 |
| Low |
667-0 |
685-0 |
18-0 |
2.7% |
640-0 |
| Close |
683-0 |
698-0 |
15-0 |
2.2% |
670-0 |
| Range |
17-4 |
29-0 |
11-4 |
65.7% |
78-4 |
| ATR |
23-1 |
23-6 |
0-4 |
2.4% |
0-0 |
| Volume |
107,575 |
121,420 |
13,845 |
12.9% |
615,406 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-0 |
771-0 |
714-0 |
|
| R3 |
757-0 |
742-0 |
706-0 |
|
| R2 |
728-0 |
728-0 |
703-3 |
|
| R1 |
713-0 |
713-0 |
700-5 |
706-0 |
| PP |
699-0 |
699-0 |
699-0 |
695-4 |
| S1 |
684-0 |
684-0 |
695-3 |
677-0 |
| S2 |
670-0 |
670-0 |
692-5 |
|
| S3 |
641-0 |
655-0 |
690-0 |
|
| S4 |
612-0 |
626-0 |
682-0 |
|
|
| 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 |
714-0 |
640-0 |
74-0 |
10.6% |
27-6 |
4.0% |
78% |
True |
False |
107,670 |
| 10 |
726-0 |
640-0 |
86-0 |
12.3% |
24-2 |
3.5% |
67% |
False |
False |
137,313 |
| 20 |
799-0 |
640-0 |
159-0 |
22.8% |
20-5 |
3.0% |
36% |
False |
False |
155,746 |
| 40 |
799-0 |
640-0 |
159-0 |
22.8% |
19-4 |
2.8% |
36% |
False |
False |
153,170 |
| 60 |
799-0 |
640-0 |
159-0 |
22.8% |
19-1 |
2.7% |
36% |
False |
False |
161,625 |
| 80 |
799-0 |
615-4 |
183-4 |
26.3% |
18-2 |
2.6% |
45% |
False |
False |
144,975 |
| 100 |
799-0 |
615-4 |
183-4 |
26.3% |
17-4 |
2.5% |
45% |
False |
False |
128,492 |
| 120 |
799-0 |
608-4 |
190-4 |
27.3% |
16-3 |
2.4% |
47% |
False |
False |
114,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837-2 |
|
2.618 |
789-7 |
|
1.618 |
760-7 |
|
1.000 |
743-0 |
|
0.618 |
731-7 |
|
HIGH |
714-0 |
|
0.618 |
702-7 |
|
0.500 |
699-4 |
|
0.382 |
696-1 |
|
LOW |
685-0 |
|
0.618 |
667-1 |
|
1.000 |
656-0 |
|
1.618 |
638-1 |
|
2.618 |
609-1 |
|
4.250 |
561-6 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
699-4 |
692-7 |
| PP |
699-0 |
687-5 |
| S1 |
698-4 |
682-4 |
|