CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
704-2 |
698-4 |
-5-6 |
-0.8% |
753-0 |
High |
707-4 |
699-4 |
-8-0 |
-1.1% |
754-4 |
Low |
698-4 |
672-2 |
-26-2 |
-3.8% |
677-6 |
Close |
702-2 |
672-2 |
-30-0 |
-4.3% |
687-0 |
Range |
9-0 |
27-2 |
18-2 |
202.8% |
76-6 |
ATR |
17-6 |
18-5 |
0-7 |
4.9% |
0-0 |
Volume |
111,634 |
97,334 |
-14,300 |
-12.8% |
476,612 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
763-1 |
744-7 |
687-2 |
|
R3 |
735-7 |
717-5 |
679-6 |
|
R2 |
708-5 |
708-5 |
677-2 |
|
R1 |
690-3 |
690-3 |
674-6 |
685-7 |
PP |
681-3 |
681-3 |
681-3 |
679-0 |
S1 |
663-1 |
663-1 |
669-6 |
658-5 |
S2 |
654-1 |
654-1 |
667-2 |
|
S3 |
626-7 |
635-7 |
664-6 |
|
S4 |
599-5 |
608-5 |
657-2 |
|
|
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 |
707-4 |
672-2 |
35-2 |
5.2% |
17-1 |
2.5% |
0% |
False |
True |
97,977 |
10 |
764-0 |
672-2 |
91-6 |
13.6% |
17-1 |
2.5% |
0% |
False |
True |
93,783 |
20 |
764-0 |
672-2 |
91-6 |
13.6% |
14-4 |
2.2% |
0% |
False |
True |
68,360 |
40 |
764-0 |
644-4 |
119-4 |
17.8% |
15-2 |
2.3% |
23% |
False |
False |
49,503 |
60 |
764-0 |
621-4 |
142-4 |
21.2% |
14-2 |
2.1% |
36% |
False |
False |
40,038 |
80 |
764-0 |
583-4 |
180-4 |
26.9% |
13-5 |
2.0% |
49% |
False |
False |
33,852 |
100 |
764-0 |
583-4 |
180-4 |
26.9% |
12-4 |
1.9% |
49% |
False |
False |
28,275 |
120 |
764-0 |
570-0 |
194-0 |
28.9% |
11-6 |
1.8% |
53% |
False |
False |
24,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
815-2 |
2.618 |
770-7 |
1.618 |
743-5 |
1.000 |
726-6 |
0.618 |
716-3 |
HIGH |
699-4 |
0.618 |
689-1 |
0.500 |
685-7 |
0.382 |
682-5 |
LOW |
672-2 |
0.618 |
655-3 |
1.000 |
645-0 |
1.618 |
628-1 |
2.618 |
600-7 |
4.250 |
556-4 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
685-7 |
689-7 |
PP |
681-3 |
684-0 |
S1 |
676-6 |
678-1 |
|