CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
628-0 |
655-0 |
27-0 |
4.3% |
666-0 |
High |
650-4 |
682-4 |
32-0 |
4.9% |
714-0 |
Low |
625-0 |
655-0 |
30-0 |
4.8% |
616-0 |
Close |
640-6 |
680-4 |
39-6 |
6.2% |
640-6 |
Range |
25-4 |
27-4 |
2-0 |
7.8% |
98-0 |
ATR |
27-6 |
28-6 |
1-0 |
3.6% |
0-0 |
Volume |
33,534 |
16,721 |
-16,813 |
-50.1% |
495,747 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-1 |
745-3 |
695-5 |
|
R3 |
727-5 |
717-7 |
688-0 |
|
R2 |
700-1 |
700-1 |
685-4 |
|
R1 |
690-3 |
690-3 |
683-0 |
695-2 |
PP |
672-5 |
672-5 |
672-5 |
675-1 |
S1 |
662-7 |
662-7 |
678-0 |
667-6 |
S2 |
645-1 |
645-1 |
675-4 |
|
S3 |
617-5 |
635-3 |
673-0 |
|
S4 |
590-1 |
607-7 |
665-3 |
|
|
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 |
14.4% |
23-6 |
3.5% |
66% |
False |
False |
75,313 |
10 |
718-4 |
616-0 |
102-4 |
15.1% |
25-4 |
3.7% |
63% |
False |
False |
102,220 |
20 |
799-0 |
616-0 |
183-0 |
26.9% |
22-2 |
3.3% |
35% |
False |
False |
143,640 |
40 |
799-0 |
616-0 |
183-0 |
26.9% |
19-4 |
2.9% |
35% |
False |
False |
143,566 |
60 |
799-0 |
616-0 |
183-0 |
26.9% |
19-5 |
2.9% |
35% |
False |
False |
157,773 |
80 |
799-0 |
615-4 |
183-4 |
27.0% |
18-5 |
2.7% |
35% |
False |
False |
143,718 |
100 |
799-0 |
615-4 |
183-4 |
27.0% |
17-7 |
2.6% |
35% |
False |
False |
128,471 |
120 |
799-0 |
615-4 |
183-4 |
27.0% |
16-6 |
2.5% |
35% |
False |
False |
114,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
799-3 |
2.618 |
754-4 |
1.618 |
727-0 |
1.000 |
710-0 |
0.618 |
699-4 |
HIGH |
682-4 |
0.618 |
672-0 |
0.500 |
668-6 |
0.382 |
665-4 |
LOW |
655-0 |
0.618 |
638-0 |
1.000 |
627-4 |
1.618 |
610-4 |
2.618 |
583-0 |
4.250 |
538-1 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
676-5 |
670-1 |
PP |
672-5 |
659-5 |
S1 |
668-6 |
649-2 |
|