CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
691-4 |
688-2 |
-3-2 |
-0.5% |
753-0 |
| High |
696-0 |
691-0 |
-5-0 |
-0.7% |
754-4 |
| Low |
677-6 |
684-4 |
6-6 |
1.0% |
677-6 |
| Close |
687-0 |
687-4 |
0-4 |
0.1% |
687-0 |
| Range |
18-2 |
6-4 |
-11-6 |
-64.4% |
76-6 |
| ATR |
18-4 |
17-5 |
-0-7 |
-4.6% |
0-0 |
| Volume |
112,392 |
50,360 |
-62,032 |
-55.2% |
476,612 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-1 |
703-7 |
691-1 |
|
| R3 |
700-5 |
697-3 |
689-2 |
|
| R2 |
694-1 |
694-1 |
688-6 |
|
| R1 |
690-7 |
690-7 |
688-1 |
689-2 |
| PP |
687-5 |
687-5 |
687-5 |
686-7 |
| S1 |
684-3 |
684-3 |
686-7 |
682-6 |
| S2 |
681-1 |
681-1 |
686-2 |
|
| S3 |
674-5 |
677-7 |
685-6 |
|
| S4 |
668-1 |
671-3 |
683-7 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936-5 |
888-5 |
729-2 |
|
| R3 |
859-7 |
811-7 |
708-1 |
|
| R2 |
783-1 |
783-1 |
701-1 |
|
| R1 |
735-1 |
735-1 |
694-0 |
720-6 |
| PP |
706-3 |
706-3 |
706-3 |
699-2 |
| S1 |
658-3 |
658-3 |
680-0 |
644-0 |
| S2 |
629-5 |
629-5 |
672-7 |
|
| S3 |
552-7 |
581-5 |
665-7 |
|
| S4 |
476-1 |
504-7 |
644-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
742-2 |
677-6 |
64-4 |
9.4% |
19-7 |
2.9% |
15% |
False |
False |
89,022 |
| 10 |
764-0 |
677-6 |
86-2 |
12.5% |
15-6 |
2.3% |
11% |
False |
False |
86,001 |
| 20 |
764-0 |
677-6 |
86-2 |
12.5% |
14-3 |
2.1% |
11% |
False |
False |
60,523 |
| 40 |
764-0 |
644-4 |
119-4 |
17.4% |
14-6 |
2.1% |
36% |
False |
False |
45,001 |
| 60 |
764-0 |
621-4 |
142-4 |
20.7% |
14-2 |
2.1% |
46% |
False |
False |
37,072 |
| 80 |
764-0 |
583-4 |
180-4 |
26.3% |
13-4 |
2.0% |
58% |
False |
False |
31,414 |
| 100 |
764-0 |
583-4 |
180-4 |
26.3% |
12-2 |
1.8% |
58% |
False |
False |
26,269 |
| 120 |
764-0 |
570-0 |
194-0 |
28.2% |
11-4 |
1.7% |
61% |
False |
False |
22,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-5 |
|
2.618 |
708-0 |
|
1.618 |
701-4 |
|
1.000 |
697-4 |
|
0.618 |
695-0 |
|
HIGH |
691-0 |
|
0.618 |
688-4 |
|
0.500 |
687-6 |
|
0.382 |
687-0 |
|
LOW |
684-4 |
|
0.618 |
680-4 |
|
1.000 |
678-0 |
|
1.618 |
674-0 |
|
2.618 |
667-4 |
|
4.250 |
656-7 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-6 |
692-1 |
| PP |
687-5 |
690-5 |
| S1 |
687-5 |
689-0 |
|