CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
753-0 |
741-4 |
-11-4 |
-1.5% |
721-4 |
High |
754-4 |
742-2 |
-12-2 |
-1.6% |
764-0 |
Low |
745-0 |
722-0 |
-23-0 |
-3.1% |
711-0 |
Close |
751-6 |
729-0 |
-22-6 |
-3.0% |
756-0 |
Range |
9-4 |
20-2 |
10-6 |
113.2% |
53-0 |
ATR |
16-1 |
17-1 |
1-0 |
6.0% |
0-0 |
Volume |
81,861 |
76,441 |
-5,420 |
-6.6% |
364,629 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791-7 |
780-5 |
740-1 |
|
R3 |
771-5 |
760-3 |
734-5 |
|
R2 |
751-3 |
751-3 |
732-6 |
|
R1 |
740-1 |
740-1 |
730-7 |
735-5 |
PP |
731-1 |
731-1 |
731-1 |
728-6 |
S1 |
719-7 |
719-7 |
727-1 |
715-3 |
S2 |
710-7 |
710-7 |
725-2 |
|
S3 |
690-5 |
699-5 |
723-3 |
|
S4 |
670-3 |
679-3 |
717-7 |
|
|
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 |
719-0 |
45-0 |
6.2% |
14-4 |
2.0% |
22% |
False |
False |
89,756 |
10 |
764-0 |
711-0 |
53-0 |
7.3% |
12-5 |
1.7% |
34% |
False |
False |
64,473 |
20 |
764-0 |
676-2 |
87-6 |
12.0% |
13-6 |
1.9% |
60% |
False |
False |
49,237 |
40 |
764-0 |
644-4 |
119-4 |
16.4% |
14-2 |
2.0% |
71% |
False |
False |
37,849 |
60 |
764-0 |
621-4 |
142-4 |
19.5% |
13-4 |
1.9% |
75% |
False |
False |
31,806 |
80 |
764-0 |
583-4 |
180-4 |
24.8% |
13-0 |
1.8% |
81% |
False |
False |
27,135 |
100 |
764-0 |
583-4 |
180-4 |
24.8% |
11-6 |
1.6% |
81% |
False |
False |
22,838 |
120 |
764-0 |
569-6 |
194-2 |
26.6% |
11-0 |
1.5% |
82% |
False |
False |
19,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
828-2 |
2.618 |
795-2 |
1.618 |
775-0 |
1.000 |
762-4 |
0.618 |
754-6 |
HIGH |
742-2 |
0.618 |
734-4 |
0.500 |
732-1 |
0.382 |
729-6 |
LOW |
722-0 |
0.618 |
709-4 |
1.000 |
701-6 |
1.618 |
689-2 |
2.618 |
669-0 |
4.250 |
636-0 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
732-1 |
740-4 |
PP |
731-1 |
736-5 |
S1 |
730-0 |
732-7 |
|