CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
708-0 |
635-0 |
-73-0 |
-10.3% |
702-0 |
| High |
714-0 |
635-0 |
-79-0 |
-11.1% |
718-4 |
| Low |
685-0 |
616-0 |
-69-0 |
-10.1% |
640-0 |
| Close |
698-0 |
629-0 |
-69-0 |
-9.9% |
670-0 |
| Range |
29-0 |
19-0 |
-10-0 |
-34.5% |
78-4 |
| ATR |
23-6 |
27-7 |
4-1 |
17.5% |
0-0 |
| Volume |
121,420 |
97,318 |
-24,102 |
-19.9% |
615,406 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-5 |
675-3 |
639-4 |
|
| R3 |
664-5 |
656-3 |
634-2 |
|
| R2 |
645-5 |
645-5 |
632-4 |
|
| R1 |
637-3 |
637-3 |
630-6 |
632-0 |
| PP |
626-5 |
626-5 |
626-5 |
624-0 |
| S1 |
618-3 |
618-3 |
627-2 |
613-0 |
| S2 |
607-5 |
607-5 |
625-4 |
|
| S3 |
588-5 |
599-3 |
623-6 |
|
| S4 |
569-5 |
580-3 |
618-4 |
|
|
| 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 |
616-0 |
98-0 |
15.6% |
21-7 |
3.5% |
13% |
False |
True |
92,442 |
| 10 |
718-4 |
616-0 |
102-4 |
16.3% |
23-4 |
3.7% |
13% |
False |
True |
124,515 |
| 20 |
799-0 |
616-0 |
183-0 |
29.1% |
21-0 |
3.3% |
7% |
False |
True |
154,114 |
| 40 |
799-0 |
616-0 |
183-0 |
29.1% |
19-4 |
3.1% |
7% |
False |
True |
152,156 |
| 60 |
799-0 |
616-0 |
183-0 |
29.1% |
19-1 |
3.0% |
7% |
False |
True |
161,297 |
| 80 |
799-0 |
615-4 |
183-4 |
29.2% |
18-3 |
2.9% |
7% |
False |
False |
145,328 |
| 100 |
799-0 |
615-4 |
183-4 |
29.2% |
17-4 |
2.8% |
7% |
False |
False |
129,075 |
| 120 |
799-0 |
613-6 |
185-2 |
29.5% |
16-4 |
2.6% |
8% |
False |
False |
114,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715-6 |
|
2.618 |
684-6 |
|
1.618 |
665-6 |
|
1.000 |
654-0 |
|
0.618 |
646-6 |
|
HIGH |
635-0 |
|
0.618 |
627-6 |
|
0.500 |
625-4 |
|
0.382 |
623-2 |
|
LOW |
616-0 |
|
0.618 |
604-2 |
|
1.000 |
597-0 |
|
1.618 |
585-2 |
|
2.618 |
566-2 |
|
4.250 |
535-2 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
627-7 |
665-0 |
| PP |
626-5 |
653-0 |
| S1 |
625-4 |
641-0 |
|