CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
721-4 |
760-0 |
38-4 |
5.3% |
724-4 |
| High |
736-0 |
764-0 |
28-0 |
3.8% |
741-6 |
| Low |
719-0 |
750-0 |
31-0 |
4.3% |
712-0 |
| Close |
736-0 |
754-0 |
18-0 |
2.4% |
731-0 |
| Range |
17-0 |
14-0 |
-3-0 |
-17.6% |
29-6 |
| ATR |
16-0 |
16-7 |
0-7 |
5.3% |
0-0 |
| Volume |
88,587 |
107,937 |
19,350 |
21.8% |
152,050 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798-0 |
790-0 |
761-6 |
|
| R3 |
784-0 |
776-0 |
757-7 |
|
| R2 |
770-0 |
770-0 |
756-5 |
|
| R1 |
762-0 |
762-0 |
755-2 |
759-0 |
| PP |
756-0 |
756-0 |
756-0 |
754-4 |
| S1 |
748-0 |
748-0 |
752-6 |
745-0 |
| S2 |
742-0 |
742-0 |
751-3 |
|
| S3 |
728-0 |
734-0 |
750-1 |
|
| S4 |
714-0 |
720-0 |
746-2 |
|
|
| 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 |
764-0 |
711-0 |
53-0 |
7.0% |
11-6 |
1.6% |
81% |
True |
False |
63,436 |
| 10 |
764-0 |
711-0 |
53-0 |
7.0% |
12-4 |
1.7% |
81% |
True |
False |
49,268 |
| 20 |
764-0 |
644-4 |
119-4 |
15.8% |
13-4 |
1.8% |
92% |
True |
False |
42,064 |
| 40 |
764-0 |
644-4 |
119-4 |
15.8% |
14-1 |
1.9% |
92% |
True |
False |
33,593 |
| 60 |
764-0 |
583-4 |
180-4 |
23.9% |
13-7 |
1.8% |
94% |
True |
False |
28,757 |
| 80 |
764-0 |
583-4 |
180-4 |
23.9% |
12-6 |
1.7% |
94% |
True |
False |
24,253 |
| 100 |
764-0 |
583-4 |
180-4 |
23.9% |
11-5 |
1.5% |
94% |
True |
False |
20,541 |
| 120 |
764-0 |
560-0 |
204-0 |
27.1% |
10-6 |
1.4% |
95% |
True |
False |
17,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
823-4 |
|
2.618 |
800-5 |
|
1.618 |
786-5 |
|
1.000 |
778-0 |
|
0.618 |
772-5 |
|
HIGH |
764-0 |
|
0.618 |
758-5 |
|
0.500 |
757-0 |
|
0.382 |
755-3 |
|
LOW |
750-0 |
|
0.618 |
741-3 |
|
1.000 |
736-0 |
|
1.618 |
727-3 |
|
2.618 |
713-3 |
|
4.250 |
690-4 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
757-0 |
748-4 |
| PP |
756-0 |
743-0 |
| S1 |
755-0 |
737-4 |
|