CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
644-0 |
678-0 |
34-0 |
5.3% |
688-2 |
| High |
672-0 |
678-4 |
6-4 |
1.0% |
707-4 |
| Low |
639-0 |
653-0 |
14-0 |
2.2% |
639-0 |
| Close |
668-0 |
657-0 |
-11-0 |
-1.6% |
657-0 |
| Range |
33-0 |
25-4 |
-7-4 |
-22.7% |
68-4 |
| ATR |
19-6 |
20-1 |
0-3 |
2.1% |
0-0 |
| Volume |
105,456 |
0 |
-105,456 |
-100.0% |
364,784 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739-3 |
723-5 |
671-0 |
|
| R3 |
713-7 |
698-1 |
664-0 |
|
| R2 |
688-3 |
688-3 |
661-5 |
|
| R1 |
672-5 |
672-5 |
659-3 |
667-6 |
| PP |
662-7 |
662-7 |
662-7 |
660-3 |
| S1 |
647-1 |
647-1 |
654-5 |
642-2 |
| S2 |
637-3 |
637-3 |
652-3 |
|
| S3 |
611-7 |
621-5 |
650-0 |
|
| S4 |
586-3 |
596-1 |
643-0 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873-3 |
833-5 |
694-5 |
|
| R3 |
804-7 |
765-1 |
675-7 |
|
| R2 |
736-3 |
736-3 |
669-4 |
|
| R1 |
696-5 |
696-5 |
663-2 |
682-2 |
| PP |
667-7 |
667-7 |
667-7 |
660-5 |
| S1 |
628-1 |
628-1 |
650-6 |
613-6 |
| S2 |
599-3 |
599-3 |
644-4 |
|
| S3 |
530-7 |
559-5 |
638-1 |
|
| S4 |
462-3 |
491-1 |
619-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
707-4 |
639-0 |
68-4 |
10.4% |
20-2 |
3.1% |
26% |
False |
False |
72,956 |
| 10 |
754-4 |
639-0 |
115-4 |
17.6% |
20-3 |
3.1% |
16% |
False |
False |
84,139 |
| 20 |
764-0 |
639-0 |
125-0 |
19.0% |
16-4 |
2.5% |
14% |
False |
False |
69,832 |
| 40 |
764-0 |
639-0 |
125-0 |
19.0% |
15-6 |
2.4% |
14% |
False |
False |
50,998 |
| 60 |
764-0 |
621-4 |
142-4 |
21.7% |
15-0 |
2.3% |
25% |
False |
False |
41,533 |
| 80 |
764-0 |
583-4 |
180-4 |
27.5% |
14-1 |
2.2% |
41% |
False |
False |
35,007 |
| 100 |
764-0 |
583-4 |
180-4 |
27.5% |
12-7 |
2.0% |
41% |
False |
False |
29,268 |
| 120 |
764-0 |
570-0 |
194-0 |
29.5% |
12-1 |
1.8% |
45% |
False |
False |
25,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
786-7 |
|
2.618 |
745-2 |
|
1.618 |
719-6 |
|
1.000 |
704-0 |
|
0.618 |
694-2 |
|
HIGH |
678-4 |
|
0.618 |
668-6 |
|
0.500 |
665-6 |
|
0.382 |
662-6 |
|
LOW |
653-0 |
|
0.618 |
637-2 |
|
1.000 |
627-4 |
|
1.618 |
611-6 |
|
2.618 |
586-2 |
|
4.250 |
544-5 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
665-6 |
669-2 |
| PP |
662-7 |
665-1 |
| S1 |
659-7 |
661-1 |
|