CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
725-4 |
698-4 |
-27-0 |
-3.7% |
721-4 |
| High |
728-6 |
706-4 |
-22-2 |
-3.1% |
764-0 |
| Low |
699-0 |
682-0 |
-17-0 |
-2.4% |
711-0 |
| Close |
704-6 |
684-4 |
-20-2 |
-2.9% |
756-0 |
| Range |
29-6 |
24-4 |
-5-2 |
-17.6% |
53-0 |
| ATR |
18-0 |
18-4 |
0-4 |
2.6% |
0-0 |
| Volume |
87,753 |
118,165 |
30,412 |
34.7% |
364,629 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-4 |
749-0 |
698-0 |
|
| R3 |
740-0 |
724-4 |
691-2 |
|
| R2 |
715-4 |
715-4 |
689-0 |
|
| R1 |
700-0 |
700-0 |
686-6 |
695-4 |
| PP |
691-0 |
691-0 |
691-0 |
688-6 |
| S1 |
675-4 |
675-4 |
682-2 |
671-0 |
| S2 |
666-4 |
666-4 |
680-0 |
|
| S3 |
642-0 |
651-0 |
677-6 |
|
| S4 |
617-4 |
626-4 |
671-0 |
|
|
| 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 |
759-0 |
682-0 |
77-0 |
11.2% |
19-2 |
2.8% |
3% |
False |
True |
91,634 |
| 10 |
764-0 |
682-0 |
82-0 |
12.0% |
15-4 |
2.3% |
3% |
False |
True |
77,535 |
| 20 |
764-0 |
682-0 |
82-0 |
12.0% |
14-6 |
2.2% |
3% |
False |
True |
55,974 |
| 40 |
764-0 |
644-4 |
119-4 |
17.5% |
15-1 |
2.2% |
33% |
False |
False |
42,095 |
| 60 |
764-0 |
621-4 |
142-4 |
20.8% |
14-1 |
2.1% |
44% |
False |
False |
34,651 |
| 80 |
764-0 |
583-4 |
180-4 |
26.4% |
13-3 |
2.0% |
56% |
False |
False |
29,573 |
| 100 |
764-0 |
583-4 |
180-4 |
26.4% |
12-1 |
1.8% |
56% |
False |
False |
24,757 |
| 120 |
764-0 |
570-0 |
194-0 |
28.3% |
11-3 |
1.7% |
59% |
False |
False |
21,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810-5 |
|
2.618 |
770-5 |
|
1.618 |
746-1 |
|
1.000 |
731-0 |
|
0.618 |
721-5 |
|
HIGH |
706-4 |
|
0.618 |
697-1 |
|
0.500 |
694-2 |
|
0.382 |
691-3 |
|
LOW |
682-0 |
|
0.618 |
666-7 |
|
1.000 |
657-4 |
|
1.618 |
642-3 |
|
2.618 |
617-7 |
|
4.250 |
577-7 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
694-2 |
712-1 |
| PP |
691-0 |
702-7 |
| S1 |
687-6 |
693-6 |
|