CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
635-0 |
628-0 |
-7-0 |
-1.1% |
666-0 |
High |
635-0 |
650-4 |
15-4 |
2.4% |
714-0 |
Low |
616-0 |
625-0 |
9-0 |
1.5% |
616-0 |
Close |
629-0 |
640-6 |
11-6 |
1.9% |
640-6 |
Range |
19-0 |
25-4 |
6-4 |
34.2% |
98-0 |
ATR |
27-7 |
27-6 |
-0-1 |
-0.6% |
0-0 |
Volume |
97,318 |
33,534 |
-63,784 |
-65.5% |
495,747 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715-2 |
703-4 |
654-6 |
|
R3 |
689-6 |
678-0 |
647-6 |
|
R2 |
664-2 |
664-2 |
645-3 |
|
R1 |
652-4 |
652-4 |
643-1 |
658-3 |
PP |
638-6 |
638-6 |
638-6 |
641-6 |
S1 |
627-0 |
627-0 |
638-3 |
632-7 |
S2 |
613-2 |
613-2 |
636-1 |
|
S3 |
587-6 |
601-4 |
633-6 |
|
S4 |
562-2 |
576-0 |
626-6 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-7 |
893-7 |
694-5 |
|
R3 |
852-7 |
795-7 |
667-6 |
|
R2 |
754-7 |
754-7 |
658-6 |
|
R1 |
697-7 |
697-7 |
649-6 |
677-3 |
PP |
656-7 |
656-7 |
656-7 |
646-6 |
S1 |
599-7 |
599-7 |
631-6 |
579-3 |
S2 |
558-7 |
558-7 |
622-6 |
|
S3 |
460-7 |
501-7 |
613-6 |
|
S4 |
362-7 |
403-7 |
586-7 |
|
|
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 |
15.3% |
21-6 |
3.4% |
25% |
False |
False |
99,149 |
10 |
718-4 |
616-0 |
102-4 |
16.0% |
23-7 |
3.7% |
24% |
False |
False |
111,115 |
20 |
799-0 |
616-0 |
183-0 |
28.6% |
21-5 |
3.4% |
14% |
False |
False |
149,551 |
40 |
799-0 |
616-0 |
183-0 |
28.6% |
19-6 |
3.1% |
14% |
False |
False |
148,603 |
60 |
799-0 |
616-0 |
183-0 |
28.6% |
19-3 |
3.0% |
14% |
False |
False |
160,065 |
80 |
799-0 |
615-4 |
183-4 |
28.6% |
18-4 |
2.9% |
14% |
False |
False |
144,712 |
100 |
799-0 |
615-4 |
183-4 |
28.6% |
17-6 |
2.8% |
14% |
False |
False |
128,786 |
120 |
799-0 |
615-4 |
183-4 |
28.6% |
16-5 |
2.6% |
14% |
False |
False |
114,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
758-7 |
2.618 |
717-2 |
1.618 |
691-6 |
1.000 |
676-0 |
0.618 |
666-2 |
HIGH |
650-4 |
0.618 |
640-6 |
0.500 |
637-6 |
0.382 |
634-6 |
LOW |
625-0 |
0.618 |
609-2 |
1.000 |
599-4 |
1.618 |
583-6 |
2.618 |
558-2 |
4.250 |
516-5 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
639-6 |
665-0 |
PP |
638-6 |
656-7 |
S1 |
637-6 |
648-7 |
|