CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
729-4 |
740-0 |
10-4 |
1.4% |
724-4 |
High |
741-6 |
740-4 |
-1-2 |
-0.2% |
741-6 |
Low |
729-4 |
730-0 |
0-4 |
0.1% |
712-0 |
Close |
741-4 |
731-0 |
-10-4 |
-1.4% |
731-0 |
Range |
12-2 |
10-4 |
-1-6 |
-14.3% |
29-6 |
ATR |
16-6 |
16-3 |
-0-3 |
-2.2% |
0-0 |
Volume |
39,622 |
46,506 |
6,884 |
17.4% |
152,050 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765-3 |
758-5 |
736-6 |
|
R3 |
754-7 |
748-1 |
733-7 |
|
R2 |
744-3 |
744-3 |
732-7 |
|
R1 |
737-5 |
737-5 |
732-0 |
735-6 |
PP |
733-7 |
733-7 |
733-7 |
732-7 |
S1 |
727-1 |
727-1 |
730-0 |
725-2 |
S2 |
723-3 |
723-3 |
729-1 |
|
S3 |
712-7 |
716-5 |
728-1 |
|
S4 |
702-3 |
706-1 |
725-2 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-4 |
804-0 |
747-3 |
|
R3 |
787-6 |
774-2 |
739-1 |
|
R2 |
758-0 |
758-0 |
736-4 |
|
R1 |
744-4 |
744-4 |
733-6 |
751-2 |
PP |
728-2 |
728-2 |
728-2 |
731-5 |
S1 |
714-6 |
714-6 |
728-2 |
721-4 |
S2 |
698-4 |
698-4 |
725-4 |
|
S3 |
668-6 |
685-0 |
722-7 |
|
S4 |
639-0 |
655-2 |
714-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
741-6 |
712-0 |
29-6 |
4.1% |
13-3 |
1.8% |
64% |
False |
False |
38,123 |
10 |
741-6 |
700-0 |
41-6 |
5.7% |
13-4 |
1.8% |
74% |
False |
False |
34,753 |
20 |
741-6 |
644-4 |
97-2 |
13.3% |
14-5 |
2.0% |
89% |
False |
False |
35,807 |
40 |
741-6 |
644-4 |
97-2 |
13.3% |
14-1 |
1.9% |
89% |
False |
False |
29,573 |
60 |
741-6 |
583-4 |
158-2 |
21.6% |
13-7 |
1.9% |
93% |
False |
False |
25,482 |
80 |
741-6 |
583-4 |
158-2 |
21.6% |
12-4 |
1.7% |
93% |
False |
False |
21,283 |
100 |
741-6 |
580-4 |
161-2 |
22.1% |
11-4 |
1.6% |
93% |
False |
False |
18,186 |
120 |
741-6 |
547-2 |
194-4 |
26.6% |
10-4 |
1.4% |
94% |
False |
False |
15,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
785-1 |
2.618 |
768-0 |
1.618 |
757-4 |
1.000 |
751-0 |
0.618 |
747-0 |
HIGH |
740-4 |
0.618 |
736-4 |
0.500 |
735-2 |
0.382 |
734-0 |
LOW |
730-0 |
0.618 |
723-4 |
1.000 |
719-4 |
1.618 |
713-0 |
2.618 |
702-4 |
4.250 |
685-3 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
735-2 |
730-1 |
PP |
733-7 |
729-2 |
S1 |
732-3 |
728-3 |
|