CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
676-0 |
660-0 |
-16-0 |
-2.4% |
666-0 |
High |
677-0 |
666-0 |
-11-0 |
-1.6% |
714-0 |
Low |
648-6 |
650-0 |
1-2 |
0.2% |
616-0 |
Close |
648-6 |
650-0 |
1-2 |
0.2% |
640-6 |
Range |
28-2 |
16-0 |
-12-2 |
-43.4% |
98-0 |
ATR |
28-7 |
28-1 |
-0-7 |
-2.9% |
0-0 |
Volume |
13,574 |
5,472 |
-8,102 |
-59.7% |
495,747 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-3 |
692-5 |
658-6 |
|
R3 |
687-3 |
676-5 |
654-3 |
|
R2 |
671-3 |
671-3 |
652-7 |
|
R1 |
660-5 |
660-5 |
651-4 |
658-0 |
PP |
655-3 |
655-3 |
655-3 |
654-0 |
S1 |
644-5 |
644-5 |
648-4 |
642-0 |
S2 |
639-3 |
639-3 |
647-1 |
|
S3 |
623-3 |
628-5 |
645-5 |
|
S4 |
607-3 |
612-5 |
641-2 |
|
|
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 |
682-4 |
616-0 |
66-4 |
10.2% |
23-2 |
3.6% |
51% |
False |
False |
33,323 |
10 |
714-0 |
616-0 |
98-0 |
15.1% |
25-4 |
3.9% |
35% |
False |
False |
70,496 |
20 |
799-0 |
616-0 |
183-0 |
28.2% |
22-6 |
3.5% |
19% |
False |
False |
125,357 |
40 |
799-0 |
616-0 |
183-0 |
28.2% |
19-6 |
3.0% |
19% |
False |
False |
136,860 |
60 |
799-0 |
616-0 |
183-0 |
28.2% |
19-7 |
3.1% |
19% |
False |
False |
152,346 |
80 |
799-0 |
615-4 |
183-4 |
28.2% |
18-6 |
2.9% |
19% |
False |
False |
141,886 |
100 |
799-0 |
615-4 |
183-4 |
28.2% |
18-2 |
2.8% |
19% |
False |
False |
126,898 |
120 |
799-0 |
615-4 |
183-4 |
28.2% |
17-0 |
2.6% |
19% |
False |
False |
113,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
734-0 |
2.618 |
707-7 |
1.618 |
691-7 |
1.000 |
682-0 |
0.618 |
675-7 |
HIGH |
666-0 |
0.618 |
659-7 |
0.500 |
658-0 |
0.382 |
656-1 |
LOW |
650-0 |
0.618 |
640-1 |
1.000 |
634-0 |
1.618 |
624-1 |
2.618 |
608-1 |
4.250 |
582-0 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
658-0 |
665-5 |
PP |
655-3 |
660-3 |
S1 |
652-5 |
655-2 |
|