CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
721-4 |
713-0 |
-8-4 |
-1.2% |
724-4 |
High |
723-0 |
717-0 |
-6-0 |
-0.8% |
741-6 |
Low |
711-4 |
711-0 |
-0-4 |
-0.1% |
712-0 |
Close |
711-4 |
717-0 |
5-4 |
0.8% |
731-0 |
Range |
11-4 |
6-0 |
-5-4 |
-47.8% |
29-6 |
ATR |
16-5 |
15-7 |
-0-6 |
-4.6% |
0-0 |
Volume |
31,584 |
42,567 |
10,983 |
34.8% |
152,050 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
733-0 |
731-0 |
720-2 |
|
R3 |
727-0 |
725-0 |
718-5 |
|
R2 |
721-0 |
721-0 |
718-1 |
|
R1 |
719-0 |
719-0 |
717-4 |
720-0 |
PP |
715-0 |
715-0 |
715-0 |
715-4 |
S1 |
713-0 |
713-0 |
716-4 |
714-0 |
S2 |
709-0 |
709-0 |
715-7 |
|
S3 |
703-0 |
707-0 |
715-3 |
|
S4 |
697-0 |
701-0 |
713-6 |
|
|
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 |
711-0 |
30-6 |
4.3% |
10-6 |
1.5% |
20% |
False |
True |
39,191 |
10 |
741-6 |
700-0 |
41-6 |
5.8% |
12-4 |
1.7% |
41% |
False |
False |
36,751 |
20 |
741-6 |
644-4 |
97-2 |
13.6% |
13-2 |
1.8% |
75% |
False |
False |
36,002 |
40 |
741-6 |
644-4 |
97-2 |
13.6% |
14-0 |
2.0% |
75% |
False |
False |
30,036 |
60 |
741-6 |
583-4 |
158-2 |
22.1% |
13-6 |
1.9% |
84% |
False |
False |
25,976 |
80 |
741-6 |
583-4 |
158-2 |
22.1% |
12-4 |
1.8% |
84% |
False |
False |
22,015 |
100 |
741-6 |
583-4 |
158-2 |
22.1% |
11-4 |
1.6% |
84% |
False |
False |
18,768 |
120 |
741-6 |
547-2 |
194-4 |
27.1% |
10-5 |
1.5% |
87% |
False |
False |
16,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-4 |
2.618 |
732-6 |
1.618 |
726-6 |
1.000 |
723-0 |
0.618 |
720-6 |
HIGH |
717-0 |
0.618 |
714-6 |
0.500 |
714-0 |
0.382 |
713-2 |
LOW |
711-0 |
0.618 |
707-2 |
1.000 |
705-0 |
1.618 |
701-2 |
2.618 |
695-2 |
4.250 |
685-4 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
716-0 |
725-6 |
PP |
715-0 |
722-7 |
S1 |
714-0 |
719-7 |
|