CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
760-0 |
747-0 |
-13-0 |
-1.7% |
721-4 |
High |
764-0 |
759-0 |
-5-0 |
-0.7% |
764-0 |
Low |
750-0 |
747-0 |
-3-0 |
-0.4% |
711-0 |
Close |
754-0 |
756-0 |
2-0 |
0.3% |
756-0 |
Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
53-0 |
ATR |
16-7 |
16-4 |
-0-3 |
-2.1% |
0-0 |
Volume |
107,937 |
93,954 |
-13,983 |
-13.0% |
364,629 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
790-0 |
785-0 |
762-5 |
|
R3 |
778-0 |
773-0 |
759-2 |
|
R2 |
766-0 |
766-0 |
758-2 |
|
R1 |
761-0 |
761-0 |
757-1 |
763-4 |
PP |
754-0 |
754-0 |
754-0 |
755-2 |
S1 |
749-0 |
749-0 |
754-7 |
751-4 |
S2 |
742-0 |
742-0 |
753-6 |
|
S3 |
730-0 |
737-0 |
752-6 |
|
S4 |
718-0 |
725-0 |
749-3 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
902-5 |
882-3 |
785-1 |
|
R3 |
849-5 |
829-3 |
770-5 |
|
R2 |
796-5 |
796-5 |
765-6 |
|
R1 |
776-3 |
776-3 |
760-7 |
786-4 |
PP |
743-5 |
743-5 |
743-5 |
748-6 |
S1 |
723-3 |
723-3 |
751-1 |
733-4 |
S2 |
690-5 |
690-5 |
746-2 |
|
S3 |
637-5 |
670-3 |
741-3 |
|
S4 |
584-5 |
617-3 |
726-7 |
|
|
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% |
12-1 |
1.6% |
85% |
False |
False |
72,925 |
10 |
764-0 |
711-0 |
53-0 |
7.0% |
12-6 |
1.7% |
85% |
False |
False |
55,524 |
20 |
764-0 |
655-0 |
109-0 |
14.4% |
13-2 |
1.8% |
93% |
False |
False |
44,986 |
40 |
764-0 |
644-4 |
119-4 |
15.8% |
14-0 |
1.8% |
93% |
False |
False |
35,264 |
60 |
764-0 |
605-0 |
159-0 |
21.0% |
13-5 |
1.8% |
95% |
False |
False |
29,995 |
80 |
764-0 |
583-4 |
180-4 |
23.9% |
12-6 |
1.7% |
96% |
False |
False |
25,348 |
100 |
764-0 |
583-4 |
180-4 |
23.9% |
11-6 |
1.6% |
96% |
False |
False |
21,414 |
120 |
764-0 |
562-4 |
201-4 |
26.7% |
10-7 |
1.4% |
96% |
False |
False |
18,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
810-0 |
2.618 |
790-3 |
1.618 |
778-3 |
1.000 |
771-0 |
0.618 |
766-3 |
HIGH |
759-0 |
0.618 |
754-3 |
0.500 |
753-0 |
0.382 |
751-5 |
LOW |
747-0 |
0.618 |
739-5 |
1.000 |
735-0 |
1.618 |
727-5 |
2.618 |
715-5 |
4.250 |
696-0 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
755-0 |
751-1 |
PP |
754-0 |
746-3 |
S1 |
753-0 |
741-4 |
|