CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
655-0 |
676-0 |
21-0 |
3.2% |
666-0 |
High |
682-4 |
677-0 |
-5-4 |
-0.8% |
714-0 |
Low |
655-0 |
648-6 |
-6-2 |
-1.0% |
616-0 |
Close |
680-4 |
648-6 |
-31-6 |
-4.7% |
640-6 |
Range |
27-4 |
28-2 |
0-6 |
2.7% |
98-0 |
ATR |
28-6 |
28-7 |
0-2 |
0.8% |
0-0 |
Volume |
16,721 |
13,574 |
-3,147 |
-18.8% |
495,747 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
742-7 |
724-1 |
664-2 |
|
R3 |
714-5 |
695-7 |
656-4 |
|
R2 |
686-3 |
686-3 |
653-7 |
|
R1 |
667-5 |
667-5 |
651-3 |
662-7 |
PP |
658-1 |
658-1 |
658-1 |
655-6 |
S1 |
639-3 |
639-3 |
646-1 |
634-5 |
S2 |
629-7 |
629-7 |
643-5 |
|
S3 |
601-5 |
611-1 |
641-0 |
|
S4 |
573-3 |
582-7 |
633-2 |
|
|
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 |
15.1% |
25-7 |
4.0% |
33% |
False |
False |
56,513 |
10 |
714-0 |
616-0 |
98-0 |
15.1% |
26-6 |
4.1% |
33% |
False |
False |
86,437 |
20 |
799-0 |
616-0 |
183-0 |
28.2% |
23-2 |
3.6% |
18% |
False |
False |
136,005 |
40 |
799-0 |
616-0 |
183-0 |
28.2% |
19-6 |
3.0% |
18% |
False |
False |
140,327 |
60 |
799-0 |
616-0 |
183-0 |
28.2% |
19-6 |
3.0% |
18% |
False |
False |
154,425 |
80 |
799-0 |
615-4 |
183-4 |
28.3% |
18-6 |
2.9% |
18% |
False |
False |
142,505 |
100 |
799-0 |
615-4 |
183-4 |
28.3% |
18-1 |
2.8% |
18% |
False |
False |
127,709 |
120 |
799-0 |
615-4 |
183-4 |
28.3% |
17-0 |
2.6% |
18% |
False |
False |
114,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
797-0 |
2.618 |
751-0 |
1.618 |
722-6 |
1.000 |
705-2 |
0.618 |
694-4 |
HIGH |
677-0 |
0.618 |
666-2 |
0.500 |
662-7 |
0.382 |
659-4 |
LOW |
648-6 |
0.618 |
631-2 |
1.000 |
620-4 |
1.618 |
603-0 |
2.618 |
574-6 |
4.250 |
528-6 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
662-7 |
653-6 |
PP |
658-1 |
652-1 |
S1 |
653-4 |
650-3 |
|