CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
747-0 |
753-0 |
6-0 |
0.8% |
721-4 |
High |
759-0 |
754-4 |
-4-4 |
-0.6% |
764-0 |
Low |
747-0 |
745-0 |
-2-0 |
-0.3% |
711-0 |
Close |
756-0 |
751-6 |
-4-2 |
-0.6% |
756-0 |
Range |
12-0 |
9-4 |
-2-4 |
-20.8% |
53-0 |
ATR |
16-4 |
16-1 |
-0-3 |
-2.4% |
0-0 |
Volume |
93,954 |
81,861 |
-12,093 |
-12.9% |
364,629 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
778-7 |
774-7 |
757-0 |
|
R3 |
769-3 |
765-3 |
754-3 |
|
R2 |
759-7 |
759-7 |
753-4 |
|
R1 |
755-7 |
755-7 |
752-5 |
753-1 |
PP |
750-3 |
750-3 |
750-3 |
749-0 |
S1 |
746-3 |
746-3 |
750-7 |
743-5 |
S2 |
740-7 |
740-7 |
750-0 |
|
S3 |
731-3 |
736-7 |
749-1 |
|
S4 |
721-7 |
727-3 |
746-4 |
|
|
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 |
7.1% |
11-6 |
1.6% |
77% |
False |
False |
82,981 |
10 |
764-0 |
711-0 |
53-0 |
7.1% |
12-2 |
1.6% |
77% |
False |
False |
59,854 |
20 |
764-0 |
666-0 |
98-0 |
13.0% |
13-4 |
1.8% |
88% |
False |
False |
46,807 |
40 |
764-0 |
644-4 |
119-4 |
15.9% |
13-7 |
1.9% |
90% |
False |
False |
36,501 |
60 |
764-0 |
621-4 |
142-4 |
19.0% |
13-5 |
1.8% |
91% |
False |
False |
30,870 |
80 |
764-0 |
583-4 |
180-4 |
24.0% |
12-6 |
1.7% |
93% |
False |
False |
26,284 |
100 |
764-0 |
583-4 |
180-4 |
24.0% |
11-6 |
1.6% |
93% |
False |
False |
22,161 |
120 |
764-0 |
562-4 |
201-4 |
26.8% |
10-7 |
1.5% |
94% |
False |
False |
19,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
794-7 |
2.618 |
779-3 |
1.618 |
769-7 |
1.000 |
764-0 |
0.618 |
760-3 |
HIGH |
754-4 |
0.618 |
750-7 |
0.500 |
749-6 |
0.382 |
748-5 |
LOW |
745-0 |
0.618 |
739-1 |
1.000 |
735-4 |
1.618 |
729-5 |
2.618 |
720-1 |
4.250 |
704-5 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
751-1 |
754-4 |
PP |
750-3 |
753-5 |
S1 |
749-6 |
752-5 |
|